# EDGAR Filing Document

**Accession Number:** 0000869365
**File Stem:** 0001410368-26-007169
**Filing Date:** 2026-1
**Character Count:** 6229992
**Document Hash:** db580979468c0635530d9bf8e1821041
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-007169.hdr.sgml**: 20260126

**ACCESSION NUMBER**: 0001410368-26-007169

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20251130

**FILED AS OF DATE**: 20260126

**DATE AS OF CHANGE**: 20260126

**PERIOD START**: 20260831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** SCHWAB INVESTMENTS
- **CENTRAL INDEX KEY:** 0000869365

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0831
- **LEGAL ENTITY IDENTIFIER:** 549300V41RCJNTEW5K68

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-06200
- **FILM NUMBER:** 26558926

**BUSINESS ADDRESS:**
- **STREET 1:** 9800 SCHWAB WAY
- **CITY:** LONE TREE
- **STATE:** CO
- **ZIP:** 80124
- **BUSINESS PHONE:** 1-800-648-5300

**MAIL ADDRESS:**
- **STREET 1:** 9800 SCHWAB WAY
- **CITY:** LONE TREE
- **STATE:** CO
- **ZIP:** 80124

## Series and Classes Contracts Data

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

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

## Nport-Ex

Schwab Investments

Schwab Treasury Inflation Protected Securities Index Fund

------

**Portfolio Holdings** as of November 30, 2025 (Unaudited)

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

For fixed-rate securities, the rate shown is the interest rate (the rate established when the security was issued). The maturity date shown for all the securities is the final legal maturity. Inflation-protected securities are fixed-income securities whose principal value is periodically adjusted by the rate of inflation. The interest rate on these instruments is generally lower at issuance than typical bonds or notes. Over the life of an inflation-indexed instrument interest will be paid based on a principal value, which is adjusted for any inflation or deflation.

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

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **TREASURIES** 99.7% OF NET ASSETS | **TREASURIES** 99.7% OF NET ASSETS | **TREASURIES** 99.7% OF NET ASSETS |
| **U.S. Treasury Inflation Protected Securities** | **U.S. Treasury Inflation Protected Securities** | **U.S. Treasury Inflation Protected Securities** |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.38%, 01/15/27  | 69880146 | 69107642 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 01/15/27  | 35211224 | 35605287 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.13%, 04/15/27  | 88771431 | 87235268 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.38%, 07/15/27  | 78778967 | 77960405 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.63%, 10/15/27  | 89018183 | 89934444 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.50%, 01/15/28  | 80355747 | 79117452 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 01/15/28  | 33243846 | 33600958 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.25%, 04/15/28  | 87843777 | 87756277 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 04/15/28  | 33960707 | 35819923 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.75%, 07/15/28  | 69790301 | 69186451 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 10/15/28  | 90435015 | 93602007 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.88%, 01/15/29  | 60242129 | 59552639 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 01/15/29  | 30731272 | 31902902 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.13%, 04/15/29  | 92107365 | 94573755 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 04/15/29  | 39081683 | 42383017 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.25%, 07/15/29  | 71046112 | 68755152 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.63%, 10/15/29  | 95945154 | 97449919 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.13%, 01/15/30  | 80246372 | 76508333 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.63%, 04/15/30  | 99471462 | 100662400 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.13%, 07/15/30  | 88356506 | 83942132 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.13%, 10/15/30  | 53006284 | 52607701 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.13%, 01/15/31  | 91130610 | 85586238 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.13%, 07/15/31  | 92791332 | 86696464 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.13%, 01/15/32  | 100841410 | 92978931 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 04/15/32  | 14298179 | 15956154 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.63%, 07/15/32  | 104644919 | 99193982 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.13%, 01/15/33  | 103503737 | 100424906 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.38%, 07/15/33  | 101397814 | 99958044 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 01/15/34  | 107195979 | 107798956 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.88%, 07/15/34  | 111286282 | 113035998 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.13%, 01/15/35  | 116897428 | 120367821 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.88%, 07/15/35  | 121219637 | 122334763 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.13%, 02/15/40  | 18105235 | 18221222 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.13%, 02/15/41  | 27055522 | 26965689 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.75%, 02/15/42  | 42497618 | 33753235 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.63%, 02/15/43  | 34257501 | 26042392 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.38%, 02/15/44  | 46968273 | 40149618 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.75%, 02/15/45  | 51945533 | 38796820 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.00%, 02/15/46  | 26612629 | 20559295 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.88%, 02/15/47  | 32544231 | 24069383 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.00%, 02/15/48  | 23582937 | 17681215 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.00%, 02/15/49  | 21448005 | 15847227 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.25%, 02/15/50  | 33405850 | 19821675 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.13%, 02/15/51  | 32826235 | 18294215 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.13%, 02/15/52  | 39408915 | 21506338 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 02/15/53  | 35740477 | 28661489 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.13%, 02/15/54  | 36453033 | 33684881 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 02/15/55  | 35538386 | 34713784 |
| **Total Treasuries**<br> **(Cost $3,017,422,342)** | **Total Treasuries**<br> **(Cost $3,017,422,342)** | **2930364799** |

---

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

---

| | | |
|:---|:---|:---|
| SECURITY | NUMBER<br> OF SHARES<br>| VALUE ($) |
| **Short-Term Investments** 0.0% OF NET ASSETS | **Short-Term Investments** 0.0% OF NET ASSETS | **Short-Term Investments** 0.0% OF NET ASSETS |
| **Money Market Funds 0.0%** | **Money Market Funds 0.0%** | **Money Market Funds 0.0%** |
| &nbsp;&nbsp;&nbsp;&nbsp; State Street Institutional <br> U.S. Government Money Market <br> Fund, Premier Class 3.94% *(a)*<br>| 764594 | **764594** |
| **Total Short-Term Investments**<br> **(Cost $764,594)** | **Total Short-Term Investments**<br> **(Cost $764,594)** | **764594** |
| **Total Investments in Securities**<br> **(Cost $3,018,186,936)** | **Total Investments in Securities**<br> **(Cost $3,018,186,936)** | **2931129393** |

---

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

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

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

------

**1**

------

Schwab Treasury Inflation Protected Securities Index Fund

**Portfolio Holdings** (Unaudited) continued

------

The following is a summary of the inputs used to value the fund's investments as of November 30, 2025 (see notes to portfolio holdings for additional information):

---

| | | | | |
|:---|:---|:---|:---|:---|
| DESCRIPTION | QUOTED PRICES IN<br> ACTIVE MARKETS FOR<br> IDENTICAL ASSETS<br> (LEVEL 1)<br>| &nbsp;&nbsp; OTHER SIGNIFICANT<br> OBSERVABLE INPUTS<br> (LEVEL 2)<br>| &nbsp;&nbsp; SIGNIFICANT<br> UNOBSERVABLE INPUTS<br> (LEVEL 3)<br>| TOTAL |
| **Assets** |  |  |  |  |
| Treasuries<sup>1</sup> <br>| $— | &nbsp;&nbsp;&nbsp; $2930364799 | &nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp; $2930364799 |
| Short-Term Investments<sup>1</sup> <br>| 764594 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 764594 |
| **Total** | **$764594** | &nbsp;&nbsp; **$2930364799** | &nbsp;&nbsp; **$—** | &nbsp;&nbsp; **$2931129393** |

---

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

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

**2**

------

Schwab Investments

Schwab U.S. Aggregate Bond Index Fund

------

**Portfolio Holdings** as of November 30, 2025 (Unaudited)

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

Generally, for fixed rate securities, the rate shown is the interest rate that was established when the security was issued and when a security is purchased with a zero coupon rate, the effective yield at the time of purchase is shown. In some cases, for securitized products, the fixed interest rate can change but remains index eligible as a fixed rate coupon. All securities are currently in a fixed rate coupon period based on index eligibility requirements and the fund's investment objective. Variable rate securities are subject to index requirements and will be removed from the index and fund prior to converting from a fixed rate coupon to a variable rate coupon. The maturity date shown for all the securities is the final legal maturity.

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

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **CORPORATES** 23.7% OF NET ASSETS | **CORPORATES** 23.7% OF NET ASSETS | **CORPORATES** 23.7% OF NET ASSETS |
| **Financial Institutions 7.8%** | **Financial Institutions 7.8%** | **Financial Institutions 7.8%** |
| ***Banking 5.2%***  | ***Banking 5.2%***  | ***Banking 5.2%***  |
| **Ally Financial, Inc.** | **Ally Financial, Inc.** | **Ally Financial, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 06/09/27 *(a)* | 150000 | 150921 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.10%, 11/15/27 *(a)* | 150000 | 157239 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.20%, 11/02/28 *(a)* | 100000 | 94024 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.74%, 05/15/29 *(a)(b)* | 100000 | 102290 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.99%, 06/13/29 *(a)(b)* | 150000 | 158010 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.85%, 01/03/30 *(a)(b)* | 150000 | 158687 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.54%, 01/17/31 *(a)(b)* | 150000 | 153212 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.00%, 11/01/31  | 450000 | 512541 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.55%, 07/31/33 *(a)(b)* | 100000 | 100789 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.18%, 07/26/35 *(a)(b)* | 150000 | 155498 |
| **American Express Co.** | **American Express Co.** | **American Express Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.55%, 03/04/27 *(a)* | 350000 | 344407 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 05/03/27 *(a)* | 300000 | 297861 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.85%, 11/05/27 *(a)* | 250000 | 259012 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 02/16/28 *(a)(b)* | 350000 | 354609 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.04%, 07/26/28 *(a)(b)* | 200000 | 203442 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.73%, 04/25/29 *(a)(b)* | 250000 | 254198 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 05/03/29 *(a)* | 150000 | 150969 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 07/20/29 *(a)(b)* | 270000 | 272365 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.28%, 07/27/29 *(a)(b)* | 250000 | 258152 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.53%, 04/25/30 *(a)(b)* | 250000 | 261702 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.09%, 01/30/31 *(a)(b)* | 250000 | 258587 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.02%, 04/25/31 *(a)(b)* | 250000 | 258302 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.49%, 10/30/31 *(a)(b)* | 250000 | 274382 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.99%, 05/26/33 *(a)(b)* | 100000 | 102382 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.92%, 07/20/33 *(a)(b)* | 310000 | 317734 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.42%, 08/03/33 *(a)(b)* | 250000 | 249525 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.04%, 05/01/34 *(a)(b)* | 200000 | 206638 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 07/28/34 *(a)(b)* | 100000 | 105186 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.92%, 04/25/35 *(a)(b)* | 100000 | 107292 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.28%, 07/26/35 *(a)(b)* | 300000 | 311535 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.44%, 01/30/36 *(a)(b)* | 250000 | 261592 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.67%, 04/25/36 *(a)(b)* | 250000 | 265612 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 10/24/36 *(a)(b)* | 350000 | 348712 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 12/03/42  | 200000 | 173772 |
| **American Express Credit Corp.** | **American Express Credit Corp.** | **American Express Credit Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 05/03/27 *(a)* | 100000 | 99370 |
| **Associated Banc-Corp.** | **Associated Banc-Corp.** | **Associated Banc-Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.46%, 08/29/30 *(a)(b)* | 75000 | 78101 |
| **Australia & New Zealand Banking Group Ltd.** | **Australia & New Zealand Banking Group Ltd.** | **Australia & New Zealand Banking Group Ltd.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 01/18/27  | 250000 | 252580 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 07/16/27  | 250000 | 254433 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.92%, 09/30/27  | 250000 | 250678 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.62%, 12/16/29  | 250000 | 256528 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **Banco Bilbao Vizcaya Argentaria SA** | **Banco Bilbao Vizcaya Argentaria SA** | **Banco Bilbao Vizcaya Argentaria SA** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 03/13/29  | 200000 | 207644 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.88%, 11/15/34 *(a)(b)* | 200000 | 234938 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.03%, 03/13/35 *(a)(b)* | 200000 | 214264 |
| **Banco Santander SA** | **Banco Santander SA** | **Banco Santander SA** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 04/11/27  | 200000 | 200390 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.29%, 08/18/27  | 400000 | 407432 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 02/23/28  | 200000 | 198436 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.55%, 03/14/28 *(a)(b)* | 200000 | 203504 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.18%, 03/24/28 *(a)(b)* | 200000 | 199926 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 04/12/28  | 200000 | 200998 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.37%, 07/15/28 *(a)(b)* | 200000 | 203930 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.59%, 08/08/28  | 400000 | 415280 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.61%, 11/07/28  | 200000 | 214040 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.31%, 06/27/29  | 200000 | 194762 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.57%, 01/17/30  | 200000 | 209208 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.54%, 03/14/30 *(a)(b)* | 200000 | 207508 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.49%, 05/28/30  | 200000 | 193200 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 11/06/30  | 200000 | 201260 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 12/03/30  | 200000 | 182740 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.96%, 03/25/31  | 200000 | 186358 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.44%, 07/15/31  | 200000 | 210864 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.23%, 11/22/32 *(a)(b)* | 200000 | 183712 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.92%, 08/08/33  | 400000 | 446808 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.94%, 11/07/33  | 200000 | 230534 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.35%, 03/14/34  | 200000 | 216584 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.03%, 01/17/35  | 200000 | 216458 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 11/06/35  | 200000 | 201818 |
| **Bank of America Corp.** | **Bank of America Corp.** | **Bank of America Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 10/21/27 *(a)* | 500000 | 494880 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.18%, 11/25/27 *(a)* | 350000 | 350542 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.82%, 01/20/28 *(a)(b)* | 500000 | 498620 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.55%, 02/04/28 *(a)(b)* | 425000 | 417550 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.71%, 04/24/28 *(a)(b)* | 350000 | 348288 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 04/27/28 *(a)(b)* | 400000 | 401600 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.59%, 07/21/28 *(a)(b)* | 400000 | 397020 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 07/22/28 *(a)(b)* | 500000 | 507225 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.20%, 11/10/28 *(a)(b)* | 400000 | 416016 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.42%, 12/20/28 *(a)(b)* | 1100000 | 1087130 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.98%, 01/24/29 *(a)(b)* | 450000 | 458586 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.97%, 03/05/29 *(a)(b)* | 500000 | 499245 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 04/25/29 *(a)(b)* | 600000 | 615516 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.62%, 05/09/29 *(a)(b)* | 400000 | 405624 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.09%, 06/14/29 *(a)(b)* | 500000 | 476540 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.27%, 07/23/29 *(a)(b)* | 550000 | 553245 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.82%, 09/15/29 *(a)(b)* | 450000 | 470466 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.97%, 02/07/30 *(a)(b)* | 575000 | 572901 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.19%, 07/23/30 *(a)(b)* | 450000 | 435960 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 10/22/30 *(a)(b)* | 350000 | 334232 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.16%, 01/24/31 *(a)(b)* | 500000 | 518825 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 02/13/31 *(a)(b)* | 650000 | 607899 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.59%, 04/29/31 *(a)(b)* | 550000 | 514657 |

---

**3**

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.90%, 07/23/31 *(a)(b)* | 525000 | 473534 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.92%, 10/24/31 *(a)(b)* | 450000 | 403569 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 03/11/32 *(a)(b)* | 400000 | 368928 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.69%, 04/22/32 *(a)(b)* | 800000 | 736864 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 07/21/32 *(a)(b)* | 650000 | 583297 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.57%, 10/20/32 *(a)(b)* | 600000 | 544668 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.97%, 02/04/33 *(a)(b)* | 650000 | 598000 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.57%, 04/27/33 *(a)(b)* | 700000 | 703136 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.02%, 07/22/33 *(a)(b)* | 900000 | 925776 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.29%, 04/25/34 *(a)(b)* | 950000 | 989301 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.87%, 09/15/34 *(a)(b)* | 700000 | 754474 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.47%, 01/23/35 *(a)(b)* | 900000 | 947943 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.43%, 08/15/35 *(a)(b)* | 450000 | 464116 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.52%, 10/25/35 *(a)(b)* | 600000 | 620130 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.51%, 01/24/36 *(a)(b)* | 650000 | 686367 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.74%, 02/12/36 *(a)(b)* | 450000 | 472599 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.46%, 05/09/36 *(a)(b)* | 350000 | 368938 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.48%, 09/21/36 *(a)(b)* | 400000 | 352236 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.11%, 01/29/37  | 350000 | 381157 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 03/08/37 *(a)(b)* | 425000 | 401965 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.24%, 04/24/38 *(a)(b)* | 350000 | 331117 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.75%, 05/14/38  | 320000 | 393533 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.08%, 04/23/40 *(a)(b)* | 250000 | 226490 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.68%, 06/19/41 *(a)(b)* | 900000 | 677583 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 02/07/42  | 275000 | 296849 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.31%, 04/22/42 *(a)(b)* | 650000 | 521514 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 01/21/44  | 350000 | 345373 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 04/01/44  | 100000 | 96759 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 04/21/45  | 100000 | 91334 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.44%, 01/20/48 *(a)(b)* | 425000 | 377744 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 01/23/49 *(a)(b)* | 250000 | 204285 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.33%, 03/15/50 *(a)(b)* | 500000 | 430740 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.08%, 03/20/51 *(a)(b)* | 1000000 | 824500 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.83%, 10/24/51 *(a)(b)* | 200000 | 130638 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.48%, 03/13/52 *(a)(b)* | 200000 | 148448 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.97%, 07/21/52 *(a)(b)* | 350000 | 235911 |
| **Bank of America NA** | **Bank of America NA** | **Bank of America NA** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 10/15/36  | 168000 | 184434 |
| **Bank of Montreal** | **Bank of Montreal** | **Bank of Montreal** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.27%, 12/11/26  | 200000 | 202730 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 03/08/27  | 250000 | 246133 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.37%, 06/04/27  | 150000 | 153189 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 09/14/27 *(a)* | 200000 | 202684 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 02/01/28 *(a)* | 250000 | 256515 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.06%, 09/22/28 *(a)(b)* | 130000 | 130094 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.72%, 09/25/28 *(a)* | 200000 | 208954 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 01/27/29 *(a)(b)* | 100000 | 102025 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.64%, 09/10/30 *(a)(b)* | 150000 | 152279 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.51%, 06/04/31 *(a)* | 150000 | 158757 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 09/22/31 *(a)(b)* | 180000 | 180441 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 12/15/32 *(a)(b)* | 200000 | 197304 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.09%, 01/10/37 *(a)(b)* | 200000 | 180094 |
| **Bank of New York Mellon** | **Bank of New York Mellon** | **Bank of New York Mellon** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.73%, 04/20/29 *(a)(b)* | 250000 | 254460 |
| **Bank of New York Mellon Corp.** | **Bank of New York Mellon Corp.** | **Bank of New York Mellon Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 05/16/27 *(a)* | 250000 | 248203 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 01/29/28 *(a)* | 200000 | 198508 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.44%, 02/07/28 *(a)(b)* | 150000 | 149117 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 04/28/28  | 150000 | 150513 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.44%, 06/09/28 *(a)(b)* | 140000 | 141011 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.80%, 10/25/28 *(a)(b)* | 250000 | 258482 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 10/30/28 *(a)* | 150000 | 146028 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.90%, 01/25/29 *(a)* | 100000 | 94312 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.54%, 02/01/29 *(a)(b)* | 150000 | 151829 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 04/26/29 *(a)* | 100000 | 100114 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 08/23/29 *(a)* | 150000 | 146018 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.32%, 10/25/29 *(a)(b)* | 200000 | 212722 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.98%, 03/14/30 *(a)(b)* | 150000 | 154625 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 07/26/30 *(a)(b)* | 100000 | 101947 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.65%, 01/28/31 *(a)* | 100000 | 88738 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.94%, 02/11/31 *(a)(b)* | 250000 | 257572 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.80%, 07/28/31 *(a)* | 100000 | 88514 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 01/26/32 *(a)* | 100000 | 91431 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.06%, 07/22/32 *(a)(b)* | 200000 | 207784 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.29%, 06/13/33 *(a)(b)* | 200000 | 198398 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.83%, 10/25/33 *(a)(b)* | 250000 | 270715 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.71%, 02/01/34 *(a)(b)* | 150000 | 151776 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.97%, 04/26/34 *(a)(b)* | 200000 | 205290 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.47%, 10/25/34 *(a)(b)* | 100000 | 112303 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.19%, 03/14/35 *(a)(b)* | 200000 | 207562 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.23%, 11/20/35 *(a)(b)* | 150000 | 156131 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.32%, 06/06/36 *(a)(b)* | 140000 | 146209 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.61%, 07/21/39 *(a)(b)* | 100000 | 105042 |
| **Bank of Nova Scotia** | **Bank of Nova Scotia** | **Bank of Nova Scotia** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 12/07/26  | 200000 | 202782 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.95%, 02/02/27  | 150000 | 146759 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 03/11/27  | 150000 | 148263 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 06/04/27  | 150000 | 153320 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 06/12/28  | 150000 | 154716 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 09/08/28 *(a)(b)* | 200000 | 201120 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.04%, 09/15/28 *(a)(b)* | 140000 | 139901 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.93%, 02/14/29 *(a)(b)* | 200000 | 203700 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 08/01/29  | 125000 | 130685 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 02/01/30  | 200000 | 205202 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 02/14/31 *(a)(b)* | 150000 | 154871 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.15%, 08/01/31  | 150000 | 134012 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.34%, 09/15/31 *(a)(b)* | 150000 | 150020 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 02/02/32  | 150000 | 134418 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.74%, 11/10/32 *(a)(b)* | 150000 | 152427 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 02/01/34  | 150000 | 160637 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.59%, 05/04/37 *(a)(b)* | 200000 | 195410 |
| **BankUnited, Inc.** | **BankUnited, Inc.** | **BankUnited, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 06/11/30 *(a)* | 75000 | 75395 |
| **Barclays PLC** | **Barclays PLC** | **Barclays PLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.34%, 01/10/28 *(a)* | 200000 | 200412 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.67%, 03/12/28 *(a)(b)* | 200000 | 203690 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.84%, 05/09/28 *(a)* | 250000 | 251630 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 08/09/28 *(a)(b)* | 300000 | 306288 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.84%, 09/10/28 *(a)(b)* | 200000 | 202318 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.39%, 11/02/28 *(a)(b)* | 250000 | 264582 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.09%, 02/25/29 *(a)(b)* | 250000 | 254823 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.97%, 05/16/29 *(a)(b)* | 250000 | 254380 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.49%, 09/13/29 *(a)(b)* | 200000 | 211780 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.48%, 11/11/29 *(a)(b)* | 300000 | 301896 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.69%, 03/12/30 *(a)(b)* | 350000 | 364707 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.09%, 06/20/30 *(a)(b)* | 300000 | 305559 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.94%, 09/10/30 *(a)(b)* | 250000 | 255185 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.37%, 02/25/31 *(a)(b)* | 350000 | 362554 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 06/24/31 *(a)(b)* | 300000 | 278085 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.67%, 03/10/32 *(a)(b)* | 200000 | 182572 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.89%, 11/24/32 *(a)(b)* | 250000 | 227703 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 08/09/33 *(a)(b)* | 200000 | 211490 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.44%, 11/02/33 *(a)(b)* | 350000 | 403189 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.22%, 05/09/34 *(a)(b)* | 400000 | 432976 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.12%, 06/27/34 *(a)(b)* | 250000 | 281012 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.69%, 09/13/34 *(a)(b)* | 250000 | 278245 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.34%, 09/10/35 *(a)(b)* | 400000 | 408972 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.56%, 09/23/35 *(a)(b)* | 150000 | 141831 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.79%, 02/25/36 *(a)(b)* | 350000 | 369722 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.81%, 03/10/42 *(a)(b)* | 200000 | 161270 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.33%, 11/24/42 *(a)(b)* | 200000 | 156426 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 08/17/45  | 200000 | 194416 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.86%, 08/11/46 *(a)(b)* | 250000 | 259640 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 01/10/47  | 200000 | 186322 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.04%, 03/12/55 *(a)(b)* | 200000 | 213432 |

---

**4**

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **BPCE SA** | **BPCE SA** | **BPCE SA** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 12/02/26  | 250000 | 248558 |
| **Canadian Imperial Bank of Commerce** | **Canadian Imperial Bank of Commerce** | **Canadian Imperial Bank of Commerce** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 04/07/27 *(a)* | 200000 | 198876 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.24%, 06/28/27  | 200000 | 204038 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.86%, 01/13/28 *(a)(b)* | 200000 | 201704 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 04/28/28 *(a)* | 250000 | 255878 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.24%, 09/08/28 *(a)(b)* | 200000 | 200588 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.86%, 03/30/29 *(a)(b)* | 250000 | 254105 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.26%, 04/08/29 *(a)* | 200000 | 207494 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 09/11/30 *(a)(b)* | 200000 | 203178 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 01/13/31 *(a)(b)* | 200000 | 207362 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 04/07/32 *(a)* | 200000 | 191316 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.09%, 10/03/33 *(a)* | 250000 | 273655 |
| **Capital One Financial Corp.** | **Capital One Financial Corp.** | **Capital One Financial Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 02/09/27 *(a)* | 150000 | 149946 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 03/09/27 *(a)* | 300000 | 298869 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 05/11/27 *(a)* | 250000 | 248690 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 01/31/28 *(a)* | 200000 | 198964 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.93%, 05/10/28 *(a)(b)* | 300000 | 303267 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.47%, 02/01/29 *(a)(b)* | 200000 | 205314 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.31%, 06/08/29 *(a)(b)* | 300000 | 315108 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 02/01/30 *(a)(b)* | 200000 | 208326 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.27%, 03/01/30 *(a)(b)* | 200000 | 194196 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 07/26/30 *(a)(b)* | 200000 | 206262 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.46%, 07/26/30 *(a)(b)* | 200000 | 207648 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.49%, 09/11/31 *(a)(b)* | 220000 | 219923 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.62%, 10/30/31 *(a)(b)* | 300000 | 339714 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.36%, 07/29/32 *(a)(b)* | 150000 | 131202 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.62%, 11/02/32 *(a)(b)* | 200000 | 179274 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.70%, 11/29/32 *(a)* | 150000 | 166283 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.27%, 05/10/33 *(a)(b)* | 200000 | 205400 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.82%, 02/01/34 *(a)(b)* | 250000 | 263290 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.38%, 06/08/34 *(a)(b)* | 300000 | 326133 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.96%, 11/02/34 *(a)(b)* | 150000 | 177632 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.05%, 02/01/35 *(a)(b)* | 200000 | 213570 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 07/26/35 *(a)(b)* | 200000 | 211280 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.18%, 01/30/36 *(a)(b)* | 300000 | 314976 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 09/11/36 *(a)(b)* | 260000 | 259761 |
| **Capital One NA** | **Capital One NA** | **Capital One NA** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 09/13/28 *(a)* | 250000 | 253925 |
| **Citibank NA** | **Citibank NA** | **Citibank NA** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.49%, 12/04/26 *(a)* | 250000 | 253505 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.58%, 05/29/27 *(a)* | 400000 | 403956 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.80%, 09/29/28 *(a)* | 400000 | 419912 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.84%, 08/06/29 *(a)* | 250000 | 256620 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.91%, 05/29/30 *(a)* | 500000 | 516030 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.57%, 04/30/34 *(a)* | 550000 | 586509 |
| **Citigroup, Inc.** | **Citigroup, Inc.** | **Citigroup, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 09/29/27  | 680000 | 683441 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.89%, 01/10/28 *(a)(b)* | 500000 | 498840 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.63%, 01/15/28  | 100000 | 105700 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.07%, 02/24/28 *(a)(b)* | 500000 | 493785 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.64%, 05/07/28 *(a)(b)* | 400000 | 402964 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.66%, 05/24/28 *(a)(b)* | 300000 | 302592 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.67%, 07/24/28 *(a)(b)* | 400000 | 397344 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 07/25/28  | 350000 | 350322 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.52%, 10/27/28 *(a)(b)* | 400000 | 395940 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.79%, 03/04/29 *(a)(b)* | 400000 | 405920 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.08%, 04/23/29 *(a)(b)* | 300000 | 299943 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.17%, 02/13/30 *(a)(b)* | 500000 | 514630 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.98%, 03/20/30 *(a)(b)* | 450000 | 446751 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.54%, 09/19/30 *(a)(b)* | 550000 | 555703 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.98%, 11/05/30 *(a)(b)* | 400000 | 381912 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.67%, 01/29/31 *(a)(b)* | 400000 | 375096 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.41%, 03/31/31 *(a)(b)* | 700000 | 702037 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 05/07/31 *(a)(b)* | 400000 | 410024 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.57%, 06/03/31 *(a)(b)* | 650000 | 603616 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 09/11/31 *(a)(b)* | 550000 | 553751 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.56%, 05/01/32 *(a)(b)* | 500000 | 455370 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.63%, 06/15/32  | 200000 | 222692 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.52%, 11/03/32 *(a)(b)* | 300000 | 269586 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.06%, 01/25/33 *(a)(b)* | 550000 | 506203 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 02/22/33  | 100000 | 107350 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.79%, 03/17/33 *(a)(b)* | 575000 | 551005 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.91%, 05/24/33 *(a)(b)* | 475000 | 483783 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 10/31/33  | 150000 | 162450 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.27%, 11/17/33 *(a)(b)* | 500000 | 547945 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.17%, 05/25/34 *(a)(b)* | 600000 | 641766 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.59%, 11/19/34 *(a)(b)* | 200000 | 205944 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.83%, 02/13/35 *(a)(b)* | 450000 | 471015 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 06/11/35 *(a)(b)* | 450000 | 469998 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.02%, 01/24/36 *(a)(b)* | 550000 | 580233 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.33%, 03/27/36 *(a)(b)* | 400000 | 413052 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.13%, 08/25/36  | 100000 | 107452 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.17%, 09/11/36 *(a)(b)* | 540000 | 551243 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 01/24/39 *(a)(b)* | 200000 | 178634 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.13%, 07/15/39  | 345000 | 447148 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.41%, 09/19/39 *(a)(b)* | 200000 | 202172 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.32%, 03/26/41 *(a)(b)* | 300000 | 304059 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 01/30/42  | 205000 | 218315 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 11/03/42 *(a)(b)* | 200000 | 149156 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.68%, 09/13/43  | 200000 | 226152 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 05/06/44  | 150000 | 146367 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 07/30/45  | 180000 | 164315 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 05/18/46  | 330000 | 294640 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.28%, 04/24/48 *(a)(b)* | 250000 | 213810 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 07/23/48 *(a)* | 450000 | 404626 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.61%, 03/04/56 *(a)(b)* | 360000 | 366692 |
| **Citizens Financial Group, Inc.** | **Citizens Financial Group, Inc.** | **Citizens Financial Group, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.84%, 01/23/30 *(a)(b)* | 250000 | 260635 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 04/30/30 *(a)* | 150000 | 143045 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 03/05/31 *(a)(b)* | 200000 | 205142 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.72%, 07/23/32 *(a)(b)* | 200000 | 209994 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.64%, 09/30/32 *(a)* | 100000 | 86283 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.65%, 04/25/35 *(a)(b)* | 150000 | 165296 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.64%, 05/21/37 *(a)(b)* | 100000 | 101917 |
| **Comerica, Inc.** | **Comerica, Inc.** | **Comerica, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 02/01/29 *(a)* | 250000 | 247970 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.98%, 01/30/30 *(a)(b)* | 250000 | 260580 |
| **Commonwealth Bank of Australia** | **Commonwealth Bank of Australia** | **Commonwealth Bank of Australia** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 10/01/30  | 250000 | 251653 |
| **Cooperatieve Rabobank UA** | **Cooperatieve Rabobank UA** | **Cooperatieve Rabobank UA** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.04%, 03/05/27  | 250000 | 253768 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 01/21/28  | 250000 | 255973 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.49%, 10/17/29  | 250000 | 255515 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 05/24/41  | 200000 | 202818 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 12/01/43  | 250000 | 256638 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 08/04/45  | 250000 | 240550 |
| **Credit Suisse USA LLC** | **Credit Suisse USA LLC** | **Credit Suisse USA LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.13%, 07/15/32  | 150000 | 172745 |
| **Deutsche Bank AG** | **Deutsche Bank AG** | **Deutsche Bank AG** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.37%, 09/09/27  | 150000 | 153690 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.55%, 01/07/28 *(a)(b)* | 250000 | 245340 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.71%, 02/08/28 *(a)(b)* | 200000 | 203304 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.37%, 01/10/29 *(a)(b)* | 150000 | 153234 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.72%, 01/18/29 *(a)(b)* | 300000 | 314544 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.41%, 05/10/29  | 150000 | 156308 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.82%, 11/20/29 *(a)(b)* | 250000 | 267270 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 09/11/30 *(a)(b)* | 200000 | 203516 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 05/09/31 *(a)(b)* | 300000 | 308433 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 07/08/31 *(a)(b)* | 200000 | 208204 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 08/04/31 *(a)(b)* | 300000 | 304446 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 09/18/31 *(a)(b)* | 350000 | 333784 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.73%, 01/14/32 *(a)(b)* | 200000 | 189842 |

---

**5**

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.04%, 05/28/32 *(a)(b)* | 150000 | 138140 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 12/01/32 *(a)(b)* | 200000 | 200382 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.74%, 01/07/33 *(a)(b)* | 200000 | 186726 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.08%, 02/10/34 *(a)(b)* | 200000 | 220216 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 09/11/35 *(a)(b)* | 250000 | 256340 |
| **Fifth Third Bancorp** | **Fifth Third Bancorp** | **Fifth Third Bancorp** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.55%, 05/05/27 *(a)* | 150000 | 146925 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 03/14/28 *(a)* | 150000 | 149684 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.36%, 10/27/28 *(a)(b)* | 200000 | 208284 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.34%, 07/27/29 *(a)(b)* | 200000 | 210772 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.77%, 07/28/30 *(a)(b)* | 200000 | 202858 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 09/06/30 *(a)(b)* | 100000 | 101809 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 01/29/32 *(a)(b)* | 200000 | 210452 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.34%, 04/25/33 *(a)(b)* | 100000 | 98084 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.25%, 03/01/38  | 200000 | 247978 |
| **Fifth Third Bank NA** | **Fifth Third Bank NA** | **Fifth Third Bank NA** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.97%, 01/28/28 *(a)(b)* | 250000 | 252393 |
| **First Citizens BancShares, Inc.** | **First Citizens BancShares, Inc.** | **First Citizens BancShares, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.23%, 03/12/31 *(a)(b)* | 100000 | 101561 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 09/05/35 *(a)(b)* | 210000 | 209813 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 03/12/40 *(a)(b)* | 100000 | 102152 |
| **First Horizon Bank** | **First Horizon Bank** | **First Horizon Bank** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 05/01/30 *(a)* | 250000 | 259297 |
| **First-Citizens Bank & Trust Co.** | **First-Citizens Bank & Trust Co.** | **First-Citizens Bank & Trust Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.13%, 03/09/28  | 100000 | 103765 |
| **FNB Corp.** | **FNB Corp.** | **FNB Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.72%, 12/11/30 *(a)(b)* | 100000 | 102257 |
| **Goldman Sachs Capital I** | **Goldman Sachs Capital I** | **Goldman Sachs Capital I** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.35%, 02/15/34  | 150000 | 160236 |
| **Goldman Sachs Group, Inc.** | **Goldman Sachs Group, Inc.** | **Goldman Sachs Group, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 01/15/27  | 157000 | 160402 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 01/26/27 *(a)* | 450000 | 449262 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.64%, 02/24/28 *(a)(b)* | 600000 | 589314 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.62%, 03/15/28 *(a)(b)* | 550000 | 546579 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.94%, 04/23/28 *(a)(b)* | 450000 | 455134 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.69%, 06/05/28 *(a)(b)* | 500000 | 496895 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.48%, 08/23/28 *(a)(b)* | 450000 | 453136 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.81%, 04/23/29 *(a)(b)* | 450000 | 447075 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.22%, 05/01/29 *(a)(b)* | 625000 | 626419 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 10/21/29 *(a)(b)* | 450000 | 450387 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.48%, 10/24/29 *(a)(b)* | 500000 | 531790 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.60%, 02/07/30 *(a)* | 350000 | 329080 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 03/15/30 *(a)* | 475000 | 468939 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.73%, 04/25/30 *(a)(b)* | 500000 | 523775 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 07/23/30 *(a)(b)* | 450000 | 462271 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.69%, 10/23/30 *(a)(b)* | 350000 | 355911 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.21%, 01/28/31 *(a)(b)* | 400000 | 414456 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.22%, 04/23/31 *(a)(b)* | 500000 | 518225 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.37%, 10/21/31 *(a)(b)* | 500000 | 500640 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.99%, 01/27/32 *(a)(b)* | 500000 | 445720 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.62%, 04/22/32 *(a)(b)* | 675000 | 617578 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 07/21/32 *(a)(b)* | 700000 | 629440 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 10/21/32 *(a)(b)* | 600000 | 543948 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.13%, 02/15/33  | 175000 | 192950 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 02/24/33 *(a)(b)* | 700000 | 648221 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.56%, 10/24/34 *(a)(b)* | 250000 | 281525 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.85%, 04/25/35 *(a)(b)* | 500000 | 536865 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.33%, 07/23/35 *(a)(b)* | 550000 | 571098 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.02%, 10/23/35 *(a)(b)* | 600000 | 609276 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.54%, 01/28/36 *(a)(b)* | 550000 | 576422 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.45%, 05/01/36  | 100000 | 110518 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.94%, 10/21/36 *(a)(b)* | 600000 | 602628 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 10/01/37  | 1000000 | 1126800 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.02%, 10/31/38 *(a)(b)* | 475000 | 431476 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.41%, 04/23/39 *(a)(b)* | 300000 | 281712 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 02/01/41  | 450000 | 497502 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.21%, 04/22/42 *(a)(b)* | 400000 | 312364 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.91%, 07/21/42 *(a)(b)* | 250000 | 186428 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.44%, 02/24/43 *(a)(b)* | 375000 | 297514 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 07/08/44 *(a)* | 325000 | 305607 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 05/22/45  | 350000 | 333966 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 10/21/45 *(a)* | 300000 | 276324 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.56%, 11/19/45 *(a)(b)* | 550000 | 560818 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.73%, 01/28/56 *(a)(b)* | 550000 | 571840 |
| **HSBC Bank USA NA** | **HSBC Bank USA NA** | **HSBC Bank USA NA** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 11/01/34  | 250000 | 267362 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 01/15/39  | 250000 | 295955 |
| **HSBC Holdings PLC** | **HSBC Holdings PLC** | **HSBC Holdings PLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.04%, 03/13/28 *(a)(b)* | 400000 | 399440 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 05/17/28 *(a)(b)* | 300000 | 305982 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.76%, 06/09/28 *(a)(b)* | 450000 | 453933 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.21%, 08/11/28 *(a)(b)* | 400000 | 406740 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.01%, 09/22/28 *(a)(b)* | 350000 | 337106 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.39%, 11/03/28 *(a)(b)* | 400000 | 423524 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 11/19/28 *(a)(b)* | 300000 | 305628 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 03/03/29 *(a)(b)* | 200000 | 203084 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.16%, 03/09/29 *(a)(b)* | 450000 | 469111 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.58%, 06/19/29 *(a)(b)* | 600000 | 605670 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.21%, 08/17/29 *(a)(b)* | 400000 | 380020 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.55%, 03/04/30 *(a)(b)* | 250000 | 259670 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 03/31/30  | 400000 | 411828 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.97%, 05/22/30 *(a)(b)* | 450000 | 445644 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.29%, 11/19/30 *(a)(b)* | 400000 | 414056 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 03/03/31 *(a)(b)* | 400000 | 411312 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.24%, 05/13/31 *(a)(b)* | 400000 | 413524 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 06/04/31 *(a)(b)* | 250000 | 234298 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.36%, 08/18/31 *(a)(b)* | 250000 | 228460 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.62%, 11/06/31 *(a)(b)* | 410000 | 412895 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.73%, 05/17/32 *(a)(b)* | 250000 | 264607 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 05/24/32 *(a)(b)* | 500000 | 458115 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.87%, 11/22/32 *(a)(b)* | 350000 | 318822 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.76%, 03/29/33 *(a)(b)* | 200000 | 199618 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 08/11/33 *(a)(b)* | 450000 | 469291 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.11%, 11/03/33 *(a)(b)* | 400000 | 471320 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 03/09/34 *(a)(b)* | 400000 | 437956 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.55%, 06/20/34 *(a)(b)* | 300000 | 326352 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.40%, 11/13/34 *(a)(b)* | 200000 | 229180 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.72%, 03/04/35 *(a)(b)* | 200000 | 212390 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.87%, 11/18/35 *(a)(b)* | 200000 | 209882 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 03/03/36 *(a)(b)* | 400000 | 415484 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 05/02/36  | 400000 | 440960 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.79%, 05/13/36 *(a)(b)* | 400000 | 425388 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.74%, 09/10/36 *(a)(b)* | 470000 | 485327 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 11/06/36 *(a)(b)* | 410000 | 413899 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 09/15/37  | 405000 | 445564 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.80%, 06/01/38  | 200000 | 225044 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.10%, 01/14/42  | 200000 | 219058 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.33%, 03/09/44 *(a)(b)* | 500000 | 552930 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 03/14/44  | 200000 | 197258 |
| **HSBC USA, Inc.** | **HSBC USA, Inc.** | **HSBC USA, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.29%, 03/04/27  | 200000 | 203256 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 06/03/28  | 200000 | 203352 |
| **Huntington Bancshares, Inc.** | **Huntington Bancshares, Inc.** | **Huntington Bancshares, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.44%, 08/04/28 *(a)(b)* | 200000 | 201064 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.21%, 08/21/29 *(a)(b)* | 100000 | 105068 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.55%, 02/04/30 *(a)* | 150000 | 139748 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.27%, 01/15/31 *(a)(b)* | 200000 | 206594 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.02%, 05/17/33 *(a)(b)* | 100000 | 101292 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.71%, 02/02/35 *(a)(b)* | 200000 | 210474 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.49%, 08/15/36 *(a)(b)* | 150000 | 129966 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.14%, 11/18/39 *(a)(b)* | 100000 | 104262 |
| **Huntington National Bank** | **Huntington National Bank** | **Huntington National Bank** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.87%, 04/12/28 *(a)(b)* | 250000 | 252050 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 01/10/30 *(a)* | 250000 | 262525 |

---

**6**

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **ING Groep NV** | **ING Groep NV** | **ING Groep NV** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 03/29/27  | 200000 | 199786 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.02%, 03/28/28 *(a)(b)* | 250000 | 249755 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 10/02/28  | 300000 | 304140 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.86%, 03/25/29 *(a)(b)* | 200000 | 203178 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 04/09/29  | 200000 | 199676 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.34%, 03/19/30 *(a)(b)* | 200000 | 207304 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.07%, 03/25/31 *(a)(b)* | 200000 | 205742 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.73%, 04/01/32 *(a)(b)* | 200000 | 184754 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 03/28/33 *(a)(b)* | 200000 | 197330 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.11%, 09/11/34 *(a)(b)* | 200000 | 217704 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.55%, 03/19/35 *(a)(b)* | 200000 | 209558 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.53%, 03/25/36 *(a)(b)* | 200000 | 209512 |
| **JPMorgan Chase & Co.** | **JPMorgan Chase & Co.** | **JPMorgan Chase & Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 12/15/26  | 350000 | 350465 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.00%, 04/29/27  | 150000 | 158480 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 10/01/27  | 250000 | 251915 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 12/01/27 *(a)* | 150000 | 149123 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.04%, 01/23/28 *(a)(b)* | 450000 | 454756 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.78%, 02/01/28 *(a)(b)* | 500000 | 498515 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 02/24/28 *(a)(b)* | 350000 | 345404 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.57%, 04/22/28 *(a)(b)* | 500000 | 510120 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.32%, 04/26/28 *(a)(b)* | 600000 | 602652 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.54%, 05/01/28 *(a)(b)* | 450000 | 447106 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.18%, 06/01/28 *(a)(b)* | 300000 | 292116 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.98%, 07/22/28 *(a)(b)* | 350000 | 355390 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 07/25/28 *(a)(b)* | 650000 | 658729 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.51%, 10/22/28 *(a)(b)* | 350000 | 353363 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.51%, 01/23/29 *(a)(b)* | 450000 | 445297 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.92%, 01/24/29 *(a)(b)* | 400000 | 407696 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.01%, 04/23/29 *(a)(b)* | 400000 | 399712 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.07%, 06/01/29 *(a)(b)* | 350000 | 334029 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 07/23/29 *(a)(b)* | 450000 | 451548 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 07/24/29 *(a)(b)* | 500000 | 515750 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.09%, 10/23/29 *(a)(b)* | 400000 | 422380 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 12/05/29 *(a)(b)* | 450000 | 455076 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.01%, 01/23/30 *(a)(b)* | 425000 | 436539 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.58%, 04/22/30 *(a)(b)* | 500000 | 523410 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 05/06/30 *(a)(b)* | 450000 | 444280 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.57%, 06/14/30 *(a)(b)* | 400000 | 405824 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 07/22/30 *(a)(b)* | 500000 | 514835 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.75%, 09/01/30  | 150000 | 177180 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.74%, 10/15/30 *(a)(b)* | 650000 | 618195 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 10/22/30 *(a)(b)* | 450000 | 457731 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.14%, 01/24/31 *(a)(b)* | 500000 | 518720 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.49%, 03/24/31 *(a)(b)* | 550000 | 557304 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.52%, 04/22/31 *(a)(b)* | 500000 | 467440 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 04/22/31 *(a)(b)* | 450000 | 466866 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.96%, 05/13/31 *(a)(b)* | 575000 | 543231 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.26%, 10/22/31 *(a)(b)* | 350000 | 350493 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.76%, 11/19/31 *(a)(b)* | 250000 | 222645 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.95%, 02/04/32 *(a)(b)* | 550000 | 490743 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.58%, 04/22/32 *(a)(b)* | 675000 | 619798 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.55%, 11/08/32 *(a)(b)* | 500000 | 452795 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.96%, 01/25/33 *(a)(b)* | 600000 | 553908 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.59%, 04/26/33 *(a)(b)* | 450000 | 454437 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.91%, 07/25/33 *(a)(b)* | 800000 | 821744 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.72%, 09/14/33 *(a)(b)* | 600000 | 640866 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 06/01/34 *(a)(b)* | 800000 | 839832 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 10/23/34 *(a)(b)* | 550000 | 609587 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.34%, 01/23/35 *(a)(b)* | 550000 | 575690 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.77%, 04/22/35 *(a)(b)* | 550000 | 592020 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.29%, 07/22/35 *(a)(b)* | 650000 | 677937 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 10/22/35 *(a)(b)* | 550000 | 560697 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 01/24/36 *(a)(b)* | 500000 | 528705 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.57%, 04/22/36 *(a)(b)* | 650000 | 690891 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.58%, 07/23/36 *(a)(b)* | 720000 | 753667 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.81%, 10/22/36 *(a)(b)* | 525000 | 528192 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.40%, 05/15/38  | 450000 | 516298 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 07/24/38 *(a)(b)* | 475000 | 433062 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 10/15/40  | 230000 | 243099 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.11%, 04/22/41 *(a)(b)* | 250000 | 199655 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 07/15/41  | 350000 | 369862 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.53%, 11/19/41 *(a)(b)* | 300000 | 219606 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 01/06/42  | 250000 | 257687 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.16%, 04/22/42 *(a)(b)* | 375000 | 295455 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 08/16/43  | 250000 | 260930 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 02/01/44  | 200000 | 192344 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 06/01/45  | 300000 | 287895 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.53%, 11/29/45 *(a)(b)* | 450000 | 465601 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.26%, 02/22/48 *(a)(b)* | 350000 | 303572 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.03%, 07/24/48 *(a)(b)* | 250000 | 209180 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.96%, 11/15/48 *(a)(b)* | 650000 | 536172 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 01/23/49 *(a)(b)* | 300000 | 244521 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.11%, 04/22/51 *(a)(b)* | 400000 | 278940 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.33%, 04/22/52 *(a)(b)* | 650000 | 471776 |
| **JPMorgan Chase Bank NA** | **JPMorgan Chase Bank NA** | **JPMorgan Chase Bank NA** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.11%, 12/08/26 *(a)* | 300000 | 303363 |
| **KeyBank NA** | **KeyBank NA** | **KeyBank NA** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.85%, 11/15/27 *(a)* | 250000 | 257737 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.39%, 12/14/27  | 250000 | 251595 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 08/08/32  | 250000 | 249343 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 01/26/33 *(a)* | 250000 | 253233 |
| **KeyCorp** | **KeyCorp** | **KeyCorp** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 04/06/27  | 150000 | 146288 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 04/30/28  | 100000 | 100086 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.55%, 10/01/29  | 100000 | 94393 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.79%, 06/01/33 *(a)(b)* | 100000 | 100146 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.40%, 03/06/35 *(a)(b)* | 150000 | 163662 |
| **Lloyds Banking Group PLC** | **Lloyds Banking Group PLC** | **Lloyds Banking Group PLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 01/11/27  | 200000 | 199508 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.46%, 01/05/28 *(a)(b)* | 250000 | 253528 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 03/18/28 *(a)(b)* | 200000 | 199090 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 03/22/28  | 300000 | 302094 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 08/16/28  | 200000 | 202390 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.57%, 11/07/28 *(a)(b)* | 400000 | 396072 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.09%, 11/26/28 *(a)(b)* | 200000 | 203692 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.87%, 03/06/29 *(a)(b)* | 200000 | 207616 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.82%, 06/13/29 *(a)(b)* | 230000 | 233807 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.72%, 06/05/30 *(a)(b)* | 300000 | 314859 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.43%, 11/04/31 *(a)(b)* | 200000 | 200508 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.98%, 08/11/33 *(a)(b)* | 200000 | 204326 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.95%, 11/15/33 *(a)(b)* | 200000 | 234078 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.68%, 01/05/35 *(a)(b)* | 450000 | 475866 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.59%, 11/26/35 *(a)(b)* | 200000 | 210042 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.07%, 06/13/36 *(a)(b)* | 230000 | 243255 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.94%, 11/04/36 *(a)(b)* | 200000 | 199566 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 12/01/45  | 200000 | 191632 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.37%, 12/14/46 *(a)(b)* | 200000 | 150440 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.34%, 01/09/48  | 300000 | 250698 |
| **M&T Bank Corp.** | **M&T Bank Corp.** | **M&T Bank Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.83%, 01/16/29 *(a)(b)* | 100000 | 101440 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.41%, 10/30/29 *(a)(b)* | 200000 | 216902 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.18%, 07/08/31 *(a)(b)* | 140000 | 143690 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.08%, 03/13/32 *(a)(b)* | 200000 | 212886 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 01/27/34 *(a)(b)* | 250000 | 252363 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 07/30/35 *(a)(b)* | 220000 | 222006 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.39%, 01/16/36 *(a)(b)* | 200000 | 204182 |
| **Manufacturers & Traders Trust Co.** | **Manufacturers & Traders Trust Co.** | **Manufacturers & Traders Trust Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 01/27/28 *(a)* | 250000 | 253550 |
| **Mitsubishi UFJ Financial Group, Inc.** | **Mitsubishi UFJ Financial Group, Inc.** | **Mitsubishi UFJ Financial Group, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.68%, 02/22/27  | 200000 | 199518 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.29%, 07/25/27  | 250000 | 247758 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.34%, 01/19/28 *(a)(b)* | 200000 | 196132 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.96%, 03/02/28  | 250000 | 250355 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.08%, 04/19/28 *(a)(b)* | 200000 | 200012 |

---

**7**

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.02%, 07/20/28 *(a)(b)* | 200000 | 203006 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 09/11/28  | 250000 | 251038 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 09/13/28 *(a)(b)* | 200000 | 204570 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.42%, 02/22/29 *(a)(b)* | 200000 | 205926 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.74%, 03/07/29  | 300000 | 297612 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 07/18/29  | 200000 | 193776 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.56%, 02/25/30  | 200000 | 187460 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.26%, 04/17/30 *(a)(b)* | 200000 | 206930 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.05%, 07/17/30  | 250000 | 227608 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 01/16/31 *(a)(b)* | 200000 | 207110 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.16%, 04/24/31 *(a)(b)* | 200000 | 207284 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.53%, 09/12/31 *(a)(b)* | 200000 | 201820 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.31%, 07/20/32 *(a)(b)* | 200000 | 179252 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.49%, 10/13/32 *(a)(b)* | 200000 | 179984 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 01/19/33 *(a)(b)* | 200000 | 182214 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.32%, 04/19/33 *(a)(b)* | 200000 | 197826 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 07/20/33 *(a)(b)* | 300000 | 310692 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.47%, 09/13/33 *(a)(b)* | 200000 | 210880 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.44%, 02/22/34 *(a)(b)* | 200000 | 210656 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.41%, 04/19/34 *(a)(b)* | 200000 | 210762 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.43%, 04/17/35 *(a)(b)* | 250000 | 261812 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.57%, 01/16/36 *(a)(b)* | 200000 | 211278 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.62%, 04/24/36 *(a)(b)* | 250000 | 264342 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.19%, 09/12/36 *(a)(b)* | 200000 | 205478 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.29%, 07/26/38  | 100000 | 96143 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 03/07/39  | 100000 | 94388 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 07/18/39  | 200000 | 176896 |
| **Mizuho Financial Group, Inc.** | **Mizuho Financial Group, Inc.** | **Mizuho Financial Group, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.66%, 02/28/27  | 200000 | 199304 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.17%, 09/11/27  | 300000 | 296280 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.02%, 03/05/28  | 200000 | 200544 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.41%, 09/13/28 *(a)(b)* | 200000 | 204828 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.78%, 07/06/29 *(a)(b)* | 300000 | 312582 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 05/26/30 *(a)(b)* | 200000 | 207552 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 07/16/30 *(a)(b)* | 200000 | 192784 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 05/13/31 *(a)(b)* | 200000 | 206372 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.74%, 05/27/31 *(a)(b)* | 200000 | 211424 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.71%, 07/08/31 *(a)(b)* | 200000 | 203180 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.20%, 07/10/31 *(a)(b)* | 250000 | 228010 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.98%, 09/08/31 *(a)(b)* | 250000 | 224863 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.56%, 09/13/31  | 200000 | 179570 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.26%, 07/09/32 *(a)(b)* | 200000 | 178476 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.67%, 09/13/33 *(a)(b)* | 200000 | 213058 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 05/27/34 *(a)(b)* | 200000 | 213264 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 07/06/34 *(a)(b)* | 200000 | 213358 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.58%, 05/26/35 *(a)(b)* | 200000 | 210766 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.42%, 05/13/36 *(a)(b)* | 200000 | 208668 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.32%, 07/08/36 *(a)(b)* | 200000 | 207150 |
| **Morgan Stanley** | **Morgan Stanley** | **Morgan Stanley** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 01/20/27  | 550000 | 548339 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 04/23/27  | 350000 | 349958 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.48%, 01/21/28 *(a)(b)* | 400000 | 392772 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 04/13/28 *(a)(b)* | 300000 | 306249 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.21%, 04/20/28 *(a)(b)* | 475000 | 475807 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.59%, 07/22/28 *(a)(b)* | 550000 | 545121 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.30%, 10/18/28 *(a)(b)* | 400000 | 415980 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.77%, 01/24/29 *(a)(b)* | 550000 | 546562 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.12%, 02/01/29 *(a)(b)* | 500000 | 510825 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.99%, 04/12/29 *(a)(b)* | 200000 | 204034 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.16%, 04/20/29 *(a)(b)* | 500000 | 512105 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 07/20/29 *(a)(b)* | 400000 | 413468 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 10/18/29 *(a)(b)* | 375000 | 375195 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.41%, 11/01/29 *(a)(b)* | 400000 | 424924 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.17%, 01/16/30 *(a)(b)* | 400000 | 411904 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.43%, 01/23/30 *(a)(b)* | 575000 | 579583 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.66%, 04/18/30 *(a)(b)* | 500000 | 522850 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.04%, 07/19/30 *(a)(b)* | 400000 | 411380 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 10/18/30 *(a)(b)* | 550000 | 558541 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.23%, 01/15/31 *(a)(b)* | 500000 | 517535 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 01/22/31 *(a)(b)* | 650000 | 611260 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.62%, 04/01/31 *(a)(b)* | 600000 | 584934 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.19%, 04/17/31 *(a)(b)* | 450000 | 466083 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.36%, 10/22/31 *(a)(b)* | 500000 | 500685 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.79%, 02/13/32 *(a)(b)* | 500000 | 440385 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.25%, 04/01/32  | 180000 | 209029 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.93%, 04/28/32 *(a)(b)* | 450000 | 396630 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.24%, 07/21/32 *(a)(b)* | 650000 | 579969 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.51%, 10/20/32 *(a)(b)* | 450000 | 405540 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.94%, 01/21/33 *(a)(b)* | 500000 | 459085 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.89%, 07/20/33 *(a)(b)* | 400000 | 409688 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.34%, 10/18/33 *(a)(b)* | 550000 | 607728 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 04/21/34 *(a)(b)* | 550000 | 571186 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.42%, 07/21/34 *(a)(b)* | 475000 | 497942 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.63%, 11/01/34 *(a)(b)* | 300000 | 337956 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.47%, 01/18/35 *(a)(b)* | 450000 | 471496 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.83%, 04/19/35 *(a)(b)* | 575000 | 616952 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.32%, 07/19/35 *(a)(b)* | 600000 | 623526 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.59%, 01/18/36 *(a)(b)* | 550000 | 580921 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.66%, 04/17/36 *(a)(b)* | 500000 | 530925 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.48%, 09/16/36 *(a)(b)* | 575000 | 506673 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.89%, 10/22/36 *(a)(b)* | 525000 | 526816 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 04/20/37 *(a)(b)* | 350000 | 358722 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 01/19/38 *(a)(b)* | 400000 | 422972 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.97%, 07/22/38 *(a)(b)* | 400000 | 364144 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.94%, 02/07/39 *(a)(b)* | 250000 | 263965 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.46%, 04/22/39 *(a)(b)* | 200000 | 189562 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.22%, 04/22/42 *(a)(b)* | 350000 | 276888 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.38%, 07/24/42  | 375000 | 424020 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 01/27/45  | 480000 | 423062 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 01/22/47  | 350000 | 308521 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 03/24/51 *(a)(b)* | 350000 | 357738 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 01/25/52 *(a)(b)* | 350000 | 227108 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.52%, 11/19/55 *(a)(b)* | 550000 | 556748 |
| **Morgan Stanley Bank NA** | **Morgan Stanley Bank NA** | **Morgan Stanley Bank NA** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 01/14/28 *(a)(b)* | 250000 | 252260 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 05/26/28 *(a)(b)* | 350000 | 357252 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.97%, 07/14/28 *(a)(b)* | 250000 | 253628 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.02%, 01/12/29 *(a)(b)* | 400000 | 407768 |
| **Morgan Stanley Private Bank NA** | **Morgan Stanley Private Bank NA** | **Morgan Stanley Private Bank NA** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.47%, 07/06/28 *(a)(b)* | 360000 | 362365 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 11/17/28 *(a)(b)* | 430000 | 430909 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.73%, 07/18/31 *(a)(b)* | 540000 | 549553 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.47%, 11/19/31 *(a)(b)* | 550000 | 553132 |
| **National Australia Bank Ltd.** | **National Australia Bank Ltd.** | **National Australia Bank Ltd.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.91%, 06/09/27  | 250000 | 250423 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.09%, 06/11/27  | 250000 | 254783 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.94%, 01/12/28  | 250000 | 255805 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.31%, 06/13/28  | 250000 | 253043 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 06/13/28  | 250000 | 256445 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.79%, 01/10/29  | 250000 | 256530 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.53%, 06/13/30  | 250000 | 255590 |
| **National Bank of Canada** | **National Bank of Canada** | **National Bank of Canada** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 02/01/28 *(a)(b)* | 250000 | 252615 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 12/18/28  | 250000 | 261452 |
| **NatWest Group PLC** | **NatWest Group PLC** | **NatWest Group PLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.58%, 03/01/28 *(a)(b)* | 200000 | 203592 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.07%, 05/22/28 *(a)(b)* | 200000 | 197164 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.52%, 09/30/28 *(a)(b)* | 200000 | 205066 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.89%, 05/18/29 *(a)(b)* | 300000 | 305250 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.81%, 09/13/29 *(a)(b)* | 200000 | 208588 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.08%, 01/27/30 *(a)(b)* | 400000 | 409784 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 05/08/30 *(a)(b)* | 200000 | 201318 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.96%, 08/15/30 *(a)(b)* | 250000 | 255895 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.12%, 05/23/31 *(a)(b)* | 200000 | 206006 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.02%, 03/02/34 *(a)(b)* | 200000 | 215852 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.48%, 06/01/34 *(a)(b)* | 200000 | 210464 |

---

**8**

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.78%, 03/01/35 *(a)(b)* | 200000 | 213010 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.03%, 11/28/35 *(a)(b)* | 250000 | 230740 |
| **Northern Trust Corp.** | **Northern Trust Corp.** | **Northern Trust Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 05/10/27 *(a)* | 100000 | 100226 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 08/03/28 *(a)* | 100000 | 99715 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 05/03/29 *(a)* | 100000 | 97568 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.95%, 05/01/30 *(a)* | 200000 | 183426 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 11/19/30  | 90000 | 90420 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.13%, 11/02/32 *(a)* | 200000 | 219154 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.12%, 11/19/40 *(a)(b)* | 140000 | 140906 |
| **PNC Bank NA** | **PNC Bank NA** | **PNC Bank NA** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 10/25/27 *(a)* | 250000 | 246680 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.43%, 07/21/28 *(a)(b)* | 250000 | 251630 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 07/26/28  | 250000 | 250205 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 10/22/29  | 250000 | 236795 |
| **PNC Financial Services Group, Inc.** | **PNC Financial Services Group, Inc.** | **PNC Financial Services Group, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 05/19/27 *(a)* | 200000 | 197892 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 01/21/28 *(a)(b)* | 200000 | 202714 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 12/02/28 *(a)(b)* | 250000 | 256285 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 04/23/29 *(a)* | 250000 | 246408 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.58%, 06/12/29 *(a)(b)* | 400000 | 414796 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.55%, 01/22/30 *(a)* | 300000 | 282933 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.49%, 05/14/30 *(a)(b)* | 300000 | 312888 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.22%, 01/29/31 *(a)(b)* | 200000 | 207420 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 05/13/31 *(a)(b)* | 200000 | 205114 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.31%, 04/23/32 *(a)(b)* | 200000 | 180388 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.81%, 10/21/32 *(a)(b)* | 250000 | 255203 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 06/06/33 *(a)(b)* | 150000 | 149382 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.04%, 10/28/33 *(a)(b)* | 250000 | 270965 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.07%, 01/24/34 *(a)(b)* | 250000 | 256978 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.94%, 08/18/34 *(a)(b)* | 150000 | 162050 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.88%, 10/20/34 *(a)(b)* | 400000 | 455176 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.68%, 01/22/35 *(a)(b)* | 250000 | 264927 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 07/23/35 *(a)(b)* | 250000 | 260660 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.58%, 01/29/36 *(a)(b)* | 300000 | 315594 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.37%, 07/21/36 *(a)(b)* | 270000 | 279995 |
| **Regions Financial Corp.** | **Regions Financial Corp.** | **Regions Financial Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.72%, 06/06/30 *(a)(b)* | 250000 | 260617 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 09/06/35 *(a)(b)* | 200000 | 206834 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.38%, 12/10/37  | 100000 | 115993 |
| **Royal Bank of Canada** | **Royal Bank of Canada** | **Royal Bank of Canada** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 01/19/27  | 200000 | 202270 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.05%, 01/21/27  | 100000 | 98057 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 05/04/27  | 200000 | 199486 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.24%, 08/03/27  | 250000 | 251683 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 11/01/27  | 250000 | 259832 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 01/12/28  | 150000 | 153194 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.72%, 03/27/28 *(a)(b)* | 200000 | 201870 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 08/01/28  | 200000 | 206506 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.52%, 10/18/28 *(a)(b)* | 150000 | 151449 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 11/03/28 *(a)(b)* | 150000 | 149826 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.97%, 01/24/29 *(a)(b)* | 300000 | 305553 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 02/01/29  | 200000 | 205966 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 08/06/29 *(a)(b)* | 200000 | 202228 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.97%, 08/02/30 *(a)(b)* | 300000 | 308001 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 10/18/30 *(a)(b)* | 350000 | 355575 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 02/04/31 *(a)(b)* | 300000 | 310047 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.97%, 05/02/31 *(a)(b)* | 175000 | 179823 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 08/06/31 *(a)(b)* | 200000 | 203394 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 11/03/31  | 250000 | 225655 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.31%, 11/03/31 *(a)(b)* | 200000 | 199852 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 05/04/32  | 150000 | 146408 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 02/01/33  | 300000 | 310608 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 05/02/33  | 150000 | 155274 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 02/01/34  | 200000 | 210358 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **Santander Holdings USA, Inc.** | **Santander Holdings USA, Inc.** | **Santander Holdings USA, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 07/13/27 *(a)* | 150000 | 150452 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.49%, 01/06/28 *(a)(b)* | 150000 | 146964 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 03/09/29 *(a)(b)* | 200000 | 208564 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.47%, 03/20/29 *(a)(b)* | 150000 | 153188 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.57%, 06/12/29 *(a)(b)* | 100000 | 104677 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.17%, 01/09/30 *(a)(b)* | 200000 | 208908 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 09/06/30 *(a)(b)* | 200000 | 204846 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.74%, 03/20/31 *(a)(b)* | 150000 | 155415 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.66%, 11/09/31 *(a)(b)* | 100000 | 112297 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.34%, 05/31/35 *(a)(b)* | 150000 | 161123 |
| **Santander U.K. Group Holdings PLC** | **Santander U.K. Group Holdings PLC** | **Santander U.K. Group Holdings PLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.47%, 01/11/28 *(a)(b)* | 200000 | 196150 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.82%, 11/03/28 *(a)(b)* | 250000 | 248105 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.53%, 01/10/29 *(a)(b)* | 200000 | 209232 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.32%, 09/22/29 *(a)(b)* | 240000 | 240322 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.69%, 04/15/31 *(a)(b)* | 200000 | 209462 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 03/15/32 *(a)(b)* | 200000 | 184222 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.14%, 09/22/36 *(a)(b)* | 200000 | 199834 |
| **Simmons First National Corp.** | **Simmons First National Corp.** | **Simmons First National Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 10/01/35 *(a)(b)* | 60000 | 60775 |
| **Southstate Bank Corp.** | **Southstate Bank Corp.** | **Southstate Bank Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 06/13/35 *(a)(b)* | 70000 | 73779 |
| **State Street Bank & Trust Co.** | **State Street Bank & Trust Co.** | **State Street Bank & Trust Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.78%, 11/23/29  | 250000 | 257967 |
| **State Street Corp.** | **State Street Corp.** | **State Street Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.99%, 03/18/27 *(a)* | 150000 | 152033 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.33%, 10/22/27 *(a)* | 200000 | 202094 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.20%, 02/07/28 *(a)(b)* | 100000 | 97961 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.54%, 02/28/28 *(a)* | 250000 | 253813 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.82%, 11/04/28 *(a)(b)* | 100000 | 103471 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.53%, 02/20/29 *(a)(b)* | 150000 | 151830 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.68%, 11/21/29 *(a)(b)* | 250000 | 262170 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.14%, 12/03/29 *(a)(b)* | 100000 | 100552 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 01/24/30  | 100000 | 94530 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.83%, 04/24/30 *(a)* | 200000 | 206314 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.20%, 03/03/31  | 200000 | 180212 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 03/30/31 *(a)(b)* | 100000 | 96438 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.68%, 10/22/32 *(a)(b)* | 150000 | 153258 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.62%, 02/07/33 *(a)(b)* | 100000 | 90644 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.42%, 05/13/33 *(a)(b)* | 100000 | 100115 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.16%, 08/04/33 *(a)(b)* | 100000 | 98386 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.82%, 01/26/34 *(a)(b)* | 150000 | 152961 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.16%, 05/18/34 *(a)(b)* | 200000 | 208280 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.03%, 11/01/34 *(a)(b)* | 100000 | 94550 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.12%, 11/21/34 *(a)(b)* | 100000 | 108894 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 02/28/36 *(a)(b)* | 150000 | 154797 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.78%, 10/23/36 *(a)(b)* | 175000 | 175618 |
| **Sumitomo Mitsui Financial Group, Inc.** | **Sumitomo Mitsui Financial Group, Inc.** | **Sumitomo Mitsui Financial Group, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 01/11/27  | 200000 | 198894 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.17%, 01/14/27  | 200000 | 196076 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.36%, 07/12/27  | 200000 | 198384 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 10/18/27  | 250000 | 247420 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.52%, 01/13/28  | 250000 | 257950 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.80%, 07/13/28  | 200000 | 209062 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.94%, 07/19/28  | 250000 | 250285 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.72%, 09/14/28  | 200000 | 208804 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.90%, 09/17/28  | 200000 | 188890 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.31%, 10/16/28  | 100000 | 100953 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.47%, 01/14/29  | 200000 | 191050 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.32%, 07/09/29  | 200000 | 207934 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.04%, 07/16/29  | 200000 | 192588 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.72%, 09/27/29  | 200000 | 190188 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.71%, 01/13/30  | 200000 | 211350 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 01/15/30  | 200000 | 189032 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.24%, 04/15/30  | 200000 | 208186 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.13%, 07/08/30  | 300000 | 273978 |

---

**9**

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.85%, 07/13/30  | 200000 | 213794 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.14%, 09/23/30  | 150000 | 135905 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.71%, 01/12/31  | 200000 | 176108 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.42%, 07/09/31  | 200000 | 210392 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.22%, 09/17/31  | 200000 | 178374 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.77%, 01/13/33  | 250000 | 268220 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 07/08/33 *(a)(b)* | 200000 | 205164 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.78%, 07/13/33  | 200000 | 214858 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.81%, 09/14/33  | 200000 | 215696 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.56%, 07/09/34  | 250000 | 265080 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 01/15/35  | 200000 | 213714 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 07/08/36 *(a)(b)* | 200000 | 206638 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.93%, 09/17/41  | 150000 | 112112 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.18%, 07/13/43  | 200000 | 220390 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.84%, 07/09/44  | 200000 | 210168 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.80%, 07/08/46 *(a)(b)* | 180000 | 185618 |
| **Synchrony Financial** | **Synchrony Financial** | **Synchrony Financial** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 12/01/27 *(a)* | 200000 | 198464 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 03/19/29 *(a)* | 150000 | 152471 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.02%, 07/29/29 *(a)(b)* | 90000 | 90935 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.94%, 08/02/30 *(a)(b)* | 125000 | 129936 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 03/06/31 *(a)(b)* | 175000 | 179097 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 10/28/31 *(a)* | 100000 | 89569 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 07/29/36 *(a)(b)* | 90000 | 92587 |
| **Synovus Bank** | **Synovus Bank** | **Synovus Bank** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 02/15/28 *(a)* | 250000 | 255250 |
| **Toronto-Dominion Bank** | **Toronto-Dominion Bank** | **Toronto-Dominion Bank** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.26%, 12/11/26  | 100000 | 101322 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.57%, 12/17/26  | 250000 | 251625 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.95%, 01/12/27  | 100000 | 97914 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 03/10/27  | 250000 | 246498 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.98%, 04/05/27  | 150000 | 151998 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.11%, 06/08/27  | 275000 | 275608 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.69%, 09/15/27  | 300000 | 303948 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.16%, 01/10/28  | 250000 | 255808 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.86%, 01/31/28  | 200000 | 203530 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.57%, 06/02/28  | 200000 | 202670 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.52%, 07/17/28  | 200000 | 207532 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.11%, 10/13/28  | 150000 | 150407 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.99%, 04/05/29  | 200000 | 205716 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.78%, 12/17/29  | 200000 | 205142 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.81%, 06/03/30  | 150000 | 153504 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 09/10/31  | 150000 | 134304 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 01/12/32  | 100000 | 89700 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 01/30/32  | 150000 | 157554 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 03/10/32  | 250000 | 234055 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.46%, 06/08/32  | 325000 | 326254 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 09/10/34 *(a)(b)* | 200000 | 203346 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.93%, 10/15/35  | 200000 | 202172 |
| **Truist Bank** | **Truist Bank** | **Truist Bank** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.42%, 07/24/28 *(a)(b)* | 270000 | 271377 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 03/11/30 *(a)* | 250000 | 229863 |
| **Truist Financial Corp.** | **Truist Financial Corp.** | **Truist Financial Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.13%, 08/03/27 *(a)* | 150000 | 143298 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.12%, 06/06/28 *(a)(b)* | 150000 | 150263 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.87%, 01/26/29 *(a)(b)* | 250000 | 253885 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 03/19/29 *(a)* | 100000 | 98965 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.89%, 06/07/29 *(a)(b)* | 250000 | 236830 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.16%, 10/30/29 *(a)(b)* | 300000 | 324810 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.44%, 01/24/30 *(a)(b)* | 350000 | 363398 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.95%, 06/05/30 *(a)* | 100000 | 90870 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.07%, 05/20/31 *(a)(b)* | 200000 | 206000 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 08/05/32 *(a)(b)* | 200000 | 206524 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.92%, 07/28/33 *(a)(b)* | 200000 | 200580 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.12%, 10/28/33 *(a)(b)* | 150000 | 162288 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.12%, 01/26/34 *(a)(b)* | 350000 | 357500 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.87%, 06/08/34 *(a)(b)* | 300000 | 320067 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.71%, 01/24/35 *(a)(b)* | 350000 | 370216 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.96%, 10/23/36 *(a)(b)* | 200000 | 199114 |
| **U.S. Bancorp** | **U.S. Bancorp** | **U.S. Bancorp** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 04/27/27 *(a)* | 300000 | 297192 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.22%, 01/27/28 *(a)(b)* | 250000 | 244725 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 04/26/28 *(a)* | 150000 | 150297 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 07/22/28 *(a)(b)* | 250000 | 251988 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 02/01/29 *(a)(b)* | 300000 | 303804 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.78%, 06/12/29 *(a)(b)* | 300000 | 312297 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 07/30/29 *(a)* | 150000 | 144687 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 01/23/30 *(a)(b)* | 250000 | 259477 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.38%, 07/22/30 *(a)* | 250000 | 221578 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 07/23/30 *(a)(b)* | 200000 | 206386 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 02/12/31 *(a)(b)* | 300000 | 309087 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.08%, 05/15/31 *(a)(b)* | 200000 | 206664 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.68%, 01/27/33 *(a)(b)* | 150000 | 135654 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.97%, 07/22/33 *(a)(b)* | 200000 | 202012 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.85%, 10/21/33 *(a)(b)* | 250000 | 268327 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.84%, 02/01/34 *(a)(b)* | 350000 | 354574 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.84%, 06/12/34 *(a)(b)* | 300000 | 322128 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.68%, 01/23/35 *(a)(b)* | 400000 | 425420 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.42%, 02/12/36 *(a)(b)* | 200000 | 209238 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.49%, 11/03/36 *(a)(b)* | 250000 | 218315 |
| **U.S. Bank NA** | **U.S. Bank NA** | **U.S. Bank NA** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.73%, 05/15/28 *(a)(b)* | 250000 | 252375 |
| **UBS AG** | **UBS AG** | **UBS AG** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 07/09/27  | 250000 | 254950 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.86%, 01/10/28 *(a)(b)* | 250000 | 252205 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 02/15/28  | 400000 | 430728 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 09/11/28  | 250000 | 261357 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 06/26/48  | 200000 | 178442 |
| **UBS Group AG** | **UBS Group AG** | **UBS Group AG** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 05/15/45  | 250000 | 234448 |
| **Wachovia Corp.** | **Wachovia Corp.** | **Wachovia Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 08/01/35  | 130000 | 135486 |
| **Webster Financial Corp.** | **Webster Financial Corp.** | **Webster Financial Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 03/25/29 *(a)* | 50000 | 49443 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.78%, 09/11/35 *(a)(b)* | 60000 | 60127 |
| **Wells Fargo & Co.** | **Wells Fargo & Co.** | **Wells Fargo & Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 07/22/27  | 480000 | 482146 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 01/24/28 *(a)(b)* | 400000 | 403568 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.53%, 03/24/28 *(a)(b)* | 725000 | 719860 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.71%, 04/22/28 *(a)(b)* | 600000 | 613158 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.58%, 05/22/28 *(a)(b)* | 500000 | 496495 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.39%, 06/02/28 *(a)(b)* | 650000 | 634322 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.81%, 07/25/28 *(a)(b)* | 550000 | 556286 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 01/24/29 *(a)* | 475000 | 476544 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.97%, 04/23/29 *(a)(b)* | 400000 | 407960 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.57%, 07/25/29 *(a)(b)* | 750000 | 777585 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.08%, 09/15/29 *(a)(b)* | 270000 | 269954 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.30%, 10/23/29 *(a)(b)* | 550000 | 582697 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.95%, 11/15/29  | 100000 | 112194 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 01/23/30 *(a)(b)* | 500000 | 516035 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 10/30/30 *(a)(b)* | 600000 | 572490 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.24%, 01/24/31 *(a)(b)* | 600000 | 623610 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.57%, 02/11/31 *(a)(b)* | 550000 | 515300 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.48%, 04/04/31 *(a)(b)* | 475000 | 480477 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 04/23/31 *(a)(b)* | 600000 | 621666 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 03/02/33 *(a)(b)* | 700000 | 657895 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 07/25/33 *(a)(b)* | 750000 | 766942 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.39%, 04/24/34 *(a)(b)* | 700000 | 733873 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.56%, 07/25/34 *(a)(b)* | 800000 | 846272 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.49%, 10/23/34 *(a)(b)* | 600000 | 671028 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 01/23/35 *(a)(b)* | 575000 | 605009 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 02/07/35  | 100000 | 106558 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.21%, 12/03/35 *(a)(b)* | 500000 | 516475 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.61%, 04/23/36 *(a)(b)* | 500000 | 530150 |

---

**10**

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.89%, 09/15/36 *(a)(b)* | 310000 | 312830 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 12/15/36  | 75000 | 78619 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.07%, 04/30/41 *(a)(b)* | 700000 | 553189 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 11/02/43  | 300000 | 296046 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.61%, 01/15/44  | 450000 | 454072 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 11/04/44  | 300000 | 267228 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 05/01/45  | 330000 | 272725 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 11/17/45  | 350000 | 319553 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 06/14/46  | 400000 | 340416 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 12/07/46  | 300000 | 268362 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.01%, 04/04/51 *(a)(b)* | 1000000 | 939700 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.61%, 04/25/53 *(a)(b)* | 600000 | 529272 |
| **Wells Fargo Bank NA** | **Wells Fargo Bank NA** | **Wells Fargo Bank NA** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 12/11/26 *(a)* | 350000 | 354574 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 08/26/36  | 250000 | 268845 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.85%, 02/01/37  | 250000 | 266192 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.60%, 01/15/38  | 250000 | 283535 |
| **Westpac Banking Corp.** | **Westpac Banking Corp.** | **Westpac Banking Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 03/08/27  | 150000 | 149234 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.04%, 08/26/27  | 200000 | 200982 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.46%, 11/18/27  | 200000 | 206368 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 01/25/28  | 150000 | 148763 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.54%, 11/17/28  | 250000 | 262060 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.95%, 11/20/28  | 200000 | 189686 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 04/16/29  | 150000 | 155631 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 01/16/30  | 100000 | 95208 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 07/01/30  | 150000 | 152240 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.15%, 06/03/31  | 250000 | 227268 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.41%, 08/10/33 *(a)(b)* | 150000 | 155748 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.82%, 11/17/33  | 150000 | 168965 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.11%, 07/24/34 *(a)(b)* | 250000 | 246408 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.67%, 11/15/35 *(a)(b)* | 250000 | 226540 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.62%, 11/20/35 *(a)(b)* | 250000 | 260010 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.02%, 11/18/36 *(a)(b)* | 200000 | 181078 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.42%, 07/24/39  | 200000 | 187738 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.96%, 11/16/40  | 200000 | 155108 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 11/18/41  | 200000 | 153428 |
| **Wintrust Financial Corp.** | **Wintrust Financial Corp.** | **Wintrust Financial Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 06/06/29  | 50000 | 49971 |
| **Zions Bancorp NA** | **Zions Bancorp NA** | **Zions Bancorp NA** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 10/29/29 *(a)* | 250000 | 233335 |
|  |  | **294615065** |
| ***Brokerage/Asset Managers/Exchanges 0.4%***  | ***Brokerage/Asset Managers/Exchanges 0.4%***  | ***Brokerage/Asset Managers/Exchanges 0.4%***  |
| **Affiliated Managers Group, Inc.** | **Affiliated Managers Group, Inc.** | **Affiliated Managers Group, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 06/15/30 *(a)* | 50000 | 47877 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 08/20/34 *(a)* | 75000 | 77133 |
| **Ameriprise Financial, Inc.** | **Ameriprise Financial, Inc.** | **Ameriprise Financial, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 12/15/28 *(a)* | 150000 | 157188 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 05/13/32 *(a)* | 100000 | 101052 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 05/15/33 *(a)* | 150000 | 156399 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 04/15/35 *(a)* | 100000 | 102710 |
| **Apollo Global Management, Inc.** | **Apollo Global Management, Inc.** | **Apollo Global Management, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 01/15/31 *(a)* | 70000 | 70540 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.38%, 11/15/33 *(a)* | 100000 | 110502 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 08/12/35 *(a)* | 150000 | 150461 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.80%, 05/21/54 *(a)* | 150000 | 148689 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 12/15/54 *(a)(b)* | 75000 | 73805 |
| **ARES Management Corp.** | **ARES Management Corp.** | **ARES Management Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.38%, 11/10/28 *(a)* | 100000 | 105785 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 10/11/54 *(a)* | 125000 | 118708 |
| **BGC Group, Inc.** | **BGC Group, Inc.** | **BGC Group, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.00%, 05/25/28 *(a)* | 75000 | 80147 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.60%, 06/10/29 *(a)* | 100000 | 104391 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.15%, 04/02/30 *(a)* | 100000 | 103244 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **BlackRock Funding, Inc.** | **BlackRock Funding, Inc.** | **BlackRock Funding, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 07/26/27 *(a)* | 150000 | 151965 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 03/14/29 *(a)* | 100000 | 102501 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 03/14/34 *(a)* | 200000 | 207504 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 01/08/35 *(a)* | 100000 | 102896 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 03/14/54 *(a)* | 200000 | 195744 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 01/08/55 *(a)* | 200000 | 199040 |
| **BlackRock, Inc.** | **BlackRock, Inc.** | **BlackRock, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 03/15/27  | 100000 | 99366 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 04/30/29 *(a)* | 250000 | 245395 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 04/30/30 *(a)* | 200000 | 187428 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.90%, 01/28/31 *(a)* | 250000 | 225222 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.10%, 02/25/32 *(a)* | 200000 | 176862 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 05/25/33 *(a)* | 200000 | 205570 |
| **Blackstone Reg Finance Co. LLC** | **Blackstone Reg Finance Co. LLC** | **Blackstone Reg Finance Co. LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 11/03/30 *(a)* | 100000 | 100181 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 12/06/34 *(a)* | 150000 | 151393 |
| **Blue Owl Finance LLC** | **Blue Owl Finance LLC** | **Blue Owl Finance LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 06/10/31 *(a)* | 125000 | 113665 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 02/15/32 *(a)* | 75000 | 71916 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 04/18/34 *(a)* | 200000 | 206494 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 10/07/51 *(a)* | 75000 | 52271 |
| **Brookfield Asset Management Ltd.** | **Brookfield Asset Management Ltd.** | **Brookfield Asset Management Ltd.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 11/15/30 *(a)* | 110000 | 110790 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.80%, 04/24/35 *(a)* | 100000 | 105077 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 01/15/36 *(a)* | 70000 | 70475 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.08%, 09/15/55 *(a)* | 265000 | 273570 |
| **Brookfield Capital Finance LLC** | **Brookfield Capital Finance LLC** | **Brookfield Capital Finance LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.09%, 06/14/33 *(a)* | 75000 | 80564 |
| **Brookfield Finance I U.K. PLC/Brookfield Finance, Inc.** | **Brookfield Finance I U.K. PLC/Brookfield Finance, Inc.** | **Brookfield Finance I U.K. PLC/Brookfield Finance, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.34%, 01/30/32 *(a)* | 125000 | 109636 |
| **Brookfield Finance LLC/Brookfield Finance, Inc.** | **Brookfield Finance LLC/Brookfield Finance, Inc.** | **Brookfield Finance LLC/Brookfield Finance, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 04/15/50 *(a)* | 100000 | 69654 |
| **Brookfield Finance, Inc.** | **Brookfield Finance, Inc.** | **Brookfield Finance, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 01/25/28 *(a)* | 200000 | 199378 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 03/29/29 *(a)* | 150000 | 152760 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 04/15/30 *(a)* | 150000 | 150757 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.72%, 04/15/31 *(a)* | 100000 | 91760 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.35%, 01/05/34 *(a)* | 100000 | 108794 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.68%, 01/15/35 *(a)* | 75000 | 77876 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.33%, 01/15/36 *(a)* | 190000 | 191661 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 09/20/47 *(a)* | 175000 | 152003 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 03/30/51 *(a)* | 150000 | 105150 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 02/15/52 *(a)* | 100000 | 71398 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.97%, 03/04/54 *(a)* | 150000 | 152961 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.81%, 03/03/55 *(a)* | 75000 | 74702 |
| **Carlyle Group, Inc.** | **Carlyle Group, Inc.** | **Carlyle Group, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 09/19/35 *(a)* | 140000 | 138181 |
| **Cboe Global Markets, Inc.** | **Cboe Global Markets, Inc.** | **Cboe Global Markets, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 01/12/27 *(a)* | 100000 | 99666 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.63%, 12/15/30 *(a)* | 200000 | 177300 |
| **Charles Schwab Corp.** | **Charles Schwab Corp.** | **Charles Schwab Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 03/02/27 *(a)(c)* | 100000 | 99113 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 03/03/27 *(a)(c)* | 240000 | 235704 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 04/01/27 *(a)(c)* | 100000 | 99251 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 01/25/28 *(a)(c)* | 100000 | 98643 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 03/20/28 *(a)(c)* | 200000 | 192108 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 02/01/29 *(a)(c)* | 75000 | 75288 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.64%, 05/19/29 *(a)(b)(c)* | 190000 | 197385 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 05/22/29 *(a)(c)* | 75000 | 73103 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 10/01/29 *(a)(c)* | 50000 | 47700 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.20%, 11/17/29 *(a)(b)(c)* | 200000 | 212284 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 03/22/30 *(a)(c)* | 50000 | 51222 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.65%, 03/11/31 *(a)(c)* | 100000 | 87883 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 05/13/31 *(a)(c)* | 100000 | 90847 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.34%, 11/14/31 *(a)(b)* | 150000 | 150500 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.95%, 12/01/31 *(a)(c)* | 125000 | 109704 |

---

**11**

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 03/03/32 *(a)(c)* | 150000 | 138029 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.85%, 05/19/34 *(a)(b)(c)* | 225000 | 241796 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.14%, 08/24/34 *(a)(b)(c)* | 225000 | 246127 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.91%, 11/14/36 *(a)(b)(c)* | 150000 | 150375 |
| **CME Group, Inc.** | **CME Group, Inc.** | **CME Group, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 06/15/28 *(a)* | 100000 | 100096 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 03/15/32 *(a)* | 200000 | 183164 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 09/15/43 *(a)* | 200000 | 203516 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 06/15/48 *(a)* | 100000 | 85578 |
| **Eaton Vance Corp.** | **Eaton Vance Corp.** | **Eaton Vance Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 04/06/27 *(a)* | 50000 | 49719 |
| **Franklin Resources, Inc.** | **Franklin Resources, Inc.** | **Franklin Resources, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.60%, 10/30/30 *(a)* | 150000 | 132788 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 08/12/51 *(a)* | 100000 | 64340 |
| **Intercontinental Exchange, Inc.** | **Intercontinental Exchange, Inc.** | **Intercontinental Exchange, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 09/15/27 *(a)* | 100000 | 98696 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 09/15/27 *(a)* | 300000 | 300597 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 09/01/28 *(a)* | 175000 | 173502 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 09/21/28 *(a)* | 100000 | 99556 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 12/01/28 *(a)* | 110000 | 110182 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 06/15/29 *(a)* | 250000 | 252962 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.10%, 06/15/30 *(a)* | 250000 | 229512 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 03/15/31 *(a)* | 120000 | 120235 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 06/15/31 *(a)* | 150000 | 157396 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.85%, 09/15/32 *(a)* | 250000 | 214132 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 03/15/33 *(a)* | 275000 | 278894 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 09/15/40 *(a)* | 250000 | 188067 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 09/21/48 *(a)* | 225000 | 190660 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 06/15/50 *(a)* | 225000 | 151103 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 06/15/52 *(a)* | 275000 | 255871 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 09/15/60 *(a)* | 250000 | 154085 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 06/15/62 *(a)* | 200000 | 188708 |
| **Invesco Finance PLC** | **Invesco Finance PLC** | **Invesco Finance PLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 11/30/43  | 100000 | 98935 |
| **Janus Henderson U.S. Holdings, Inc.** | **Janus Henderson U.S. Holdings, Inc.** | **Janus Henderson U.S. Holdings, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 09/10/34 *(a)* | 100000 | 102167 |
| **Jefferies Financial Group, Inc.** | **Jefferies Financial Group, Inc.** | **Jefferies Financial Group, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 01/15/27  | 150000 | 150919 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.45%, 06/08/27  | 100000 | 103073 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 07/21/28 *(a)* | 200000 | 207524 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 01/23/30  | 175000 | 172301 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 10/15/31 *(a)* | 200000 | 176774 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 10/15/32 *(a)* | 100000 | 87548 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.20%, 04/14/34 *(a)* | 250000 | 264892 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 01/15/36  | 100000 | 106400 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 01/20/43  | 50000 | 52770 |
| **KKR & Co., Inc.** | **KKR & Co., Inc.** | **KKR & Co., Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 08/07/35 *(a)* | 160000 | 160190 |
| **Lazard Group LLC** | **Lazard Group LLC** | **Lazard Group LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 09/19/28 *(a)* | 150000 | 151125 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 03/11/29 *(a)* | 150000 | 150582 |
| **Legg Mason, Inc.** | **Legg Mason, Inc.** | **Legg Mason, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 01/15/44  | 75000 | 75630 |
| **LPL Holdings, Inc.** | **LPL Holdings, Inc.** | **LPL Holdings, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 05/20/27 *(a)* | 100000 | 101947 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 04/03/28 *(a)* | 75000 | 76097 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 11/17/28 *(a)* | 150000 | 160149 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 03/15/30 *(a)* | 150000 | 153799 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 06/15/30 *(a)* | 75000 | 76725 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 05/20/34 *(a)* | 100000 | 105057 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 03/15/35 *(a)* | 95000 | 97495 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 06/15/35 *(a)* | 75000 | 77575 |
| **Marex Group PLC** | **Marex Group PLC** | **Marex Group PLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.83%, 05/08/28 *(a)* | 100000 | 101612 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.40%, 11/04/29 *(a)* | 100000 | 103399 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **Nasdaq, Inc.** | **Nasdaq, Inc.** | **Nasdaq, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 06/28/28 *(a)* | 175000 | 180617 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.65%, 01/15/31 *(a)* | 100000 | 88440 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.55%, 02/15/34 *(a)* | 200000 | 211112 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 12/21/40 *(a)* | 150000 | 108077 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 04/28/50 *(a)* | 100000 | 70147 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 03/07/52 *(a)* | 100000 | 77459 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 08/15/53 *(a)* | 125000 | 130736 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.10%, 06/28/63 *(a)* | 100000 | 105149 |
| **Nomura Holdings, Inc.** | **Nomura Holdings, Inc.** | **Nomura Holdings, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.33%, 01/22/27  | 250000 | 244940 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.59%, 07/02/27  | 200000 | 204364 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.07%, 07/12/28  | 200000 | 209216 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.17%, 07/14/28  | 200000 | 190144 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.61%, 07/06/29  | 200000 | 208808 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 01/16/30  | 200000 | 190346 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 07/01/30  | 200000 | 203768 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.68%, 07/16/30  | 200000 | 185226 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.61%, 07/14/31  | 200000 | 181370 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 01/22/32  | 200000 | 182420 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.18%, 01/18/33  | 200000 | 217850 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.09%, 07/12/33  | 200000 | 217684 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.78%, 07/03/34  | 200000 | 213082 |
| **Raymond James Financial, Inc.** | **Raymond James Financial, Inc.** | **Raymond James Financial, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 04/01/30 *(a)* | 100000 | 102245 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 09/11/35 *(a)* | 110000 | 109608 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 07/15/46  | 150000 | 138813 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 04/01/51 *(a)* | 150000 | 112811 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 09/11/55 *(a)* | 150000 | 148541 |
| **Stifel Financial Corp.** | **Stifel Financial Corp.** | **Stifel Financial Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 05/15/30 *(a)* | 100000 | 98137 |
| **TPG Operating Group II LP** | **TPG Operating Group II LP** | **TPG Operating Group II LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 03/05/34 *(a)* | 100000 | 104957 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 01/15/36 *(a)* | 150000 | 150654 |
|  |  | **21549984** |
| ***Finance Companies 0.3%***  | ***Finance Companies 0.3%***  | ***Finance Companies 0.3%***  |
| **AerCap Ireland Capital DAC/AerCap Global Aviation Trust** | **AerCap Ireland Capital DAC/AerCap Global Aviation Trust** | **AerCap Ireland Capital DAC/AerCap Global Aviation Trust** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.10%, 01/15/27 *(a)* | 150000 | 152968 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.45%, 04/15/27 *(a)* | 200000 | 205776 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 07/21/27 *(a)* | 250000 | 248110 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 10/15/27 *(a)* | 150000 | 151188 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 01/23/28 *(a)* | 150000 | 149209 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 04/01/28 *(a)* | 100000 | 101689 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 06/06/28 *(a)* | 200000 | 207382 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 10/29/28 *(a)* | 600000 | 581112 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 01/19/29 *(a)* | 150000 | 153808 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 09/10/29 *(a)* | 200000 | 202500 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.15%, 09/30/30 *(a)* | 150000 | 161269 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 12/15/31 *(a)* | 250000 | 259700 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 01/30/32 *(a)* | 700000 | 649173 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 10/29/33 *(a)* | 300000 | 272307 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 01/19/34 *(a)* | 150000 | 154326 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 09/10/34 *(a)* | 200000 | 199986 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 11/15/35 *(a)* | 150000 | 149286 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 10/29/41 *(a)* | 300000 | 247356 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.95%, 03/10/55 *(a)(b)* | 150000 | 157528 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 01/31/56 *(a)(b)* | 150000 | 154477 |
| **Air Lease Corp.** | **Air Lease Corp.** | **Air Lease Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.20%, 01/15/27 *(a)* | 150000 | 146621 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 04/01/27 *(a)* | 100000 | 99135 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 12/01/27 *(a)* | 150000 | 148003 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.85%, 12/15/27 *(a)* | 150000 | 154453 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 10/01/28 *(a)* | 100000 | 100581 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 03/01/29 *(a)* | 150000 | 152448 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 10/01/29 *(a)* | 100000 | 95576 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 02/01/30 *(a)* | 100000 | 93669 |

---

**12**

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 12/01/30 *(a)* | 150000 | 139356 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 07/15/31 *(a)* | 100000 | 102074 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 01/15/32 *(a)* | 150000 | 134838 |
| **Apollo Debt Solutions BDC** | **Apollo Debt Solutions BDC** | **Apollo Debt Solutions BDC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.90%, 04/13/29 *(a)* | 125000 | 131131 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 08/30/30 *(a)(d)* | 70000 | 71007 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.70%, 07/29/31 *(a)* | 200000 | 210256 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.55%, 03/15/32 *(a)(d)* | 100000 | 104072 |
| **ARES Capital Corp.** | **ARES Capital Corp.** | **ARES Capital Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 01/15/27  | 200000 | 205248 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 06/15/27 *(a)* | 100000 | 97731 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 06/15/28 *(a)* | 200000 | 190950 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 03/01/29 *(a)* | 150000 | 154066 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 07/15/29 *(a)* | 150000 | 154377 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 09/01/30 *(a)* | 150000 | 151384 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 01/15/31 *(a)* | 110000 | 108820 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 11/15/31 *(a)* | 150000 | 133116 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.80%, 03/08/32 *(a)* | 150000 | 151813 |
| **ARES Strategic Income Fund** | **ARES Strategic Income Fund** | **ARES Strategic Income Fund** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 03/15/28 *(a)* | 200000 | 202672 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 09/09/28 *(a)(d)* | 110000 | 110574 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 01/15/29 *(a)(d)* | 110000 | 108665 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.35%, 08/15/29 *(a)* | 125000 | 128940 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 02/15/30 *(a)* | 125000 | 125730 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.80%, 09/09/30 *(a)(d)* | 90000 | 91054 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 01/15/31 *(a)(d)* | 90000 | 88530 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.20%, 03/21/32 *(a)* | 100000 | 102574 |
| **Bain Capital Specialty Finance, Inc.** | **Bain Capital Specialty Finance, Inc.** | **Bain Capital Specialty Finance, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 03/15/30 *(a)* | 75000 | 74983 |
| **Barings BDC, Inc.** | **Barings BDC, Inc.** | **Barings BDC, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 09/15/28 *(a)* | 50000 | 49817 |
| **Barings Private Credit Corp.** | **Barings Private Credit Corp.** | **Barings Private Credit Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.15%, 06/11/30 *(a)(d)* | 70000 | 69605 |
| **Blackstone Private Credit Fund** | **Blackstone Private Credit Fund** | **Blackstone Private Credit Fund** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 03/15/27 *(a)* | 200000 | 196522 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 09/26/27 *(a)* | 175000 | 176074 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.30%, 11/27/28 *(a)* | 150000 | 159534 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 01/15/29 *(a)* | 100000 | 97232 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 07/16/29 *(a)* | 100000 | 102291 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 11/22/29 *(a)* | 200000 | 202498 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 04/01/30 *(a)* | 75000 | 74837 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 09/10/30 *(a)* | 90000 | 88835 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 01/29/32 *(a)* | 200000 | 204608 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 11/22/34 *(a)* | 225000 | 228971 |
| **Blackstone Secured Lending Fund** | **Blackstone Secured Lending Fund** | **Blackstone Secured Lending Fund** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.13%, 02/15/27 *(a)* | 100000 | 96995 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 11/15/27 *(a)* | 100000 | 102102 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 04/13/28 *(a)* | 100000 | 101054 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 09/30/28 *(a)* | 100000 | 94562 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 06/30/30 *(a)* | 75000 | 75254 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 01/31/31 *(a)* | 125000 | 123918 |
| **Blue Owl Capital Corp.** | **Blue Owl Capital Corp.** | **Blue Owl Capital Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 01/15/27 *(a)* | 100000 | 97462 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 04/13/27 *(a)* | 75000 | 73163 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 06/11/28 *(a)* | 150000 | 141584 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 03/15/29 *(a)* | 200000 | 202698 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.20%, 07/15/30 *(a)* | 100000 | 102104 |
| **Blue Owl Credit Income Corp.** | **Blue Owl Credit Income Corp.** | **Blue Owl Credit Income Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.95%, 06/13/28 *(a)* | 125000 | 132500 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.75%, 01/15/29 *(a)* | 100000 | 105943 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.60%, 09/15/29 *(a)* | 175000 | 179977 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.80%, 03/15/30 *(a)* | 275000 | 274747 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.65%, 03/15/31 *(a)* | 150000 | 155062 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **Blue Owl Technology Finance Corp.** | **Blue Owl Technology Finance Corp.** | **Blue Owl Technology Finance Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 01/15/27 *(a)* | 100000 | 96985 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.10%, 03/15/28 *(a)(d)* | 100000 | 100334 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 04/04/29 *(a)* | 125000 | 127323 |
| **Capital Southwest Corp.** | **Capital Southwest Corp.** | **Capital Southwest Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 09/18/30 *(a)* | 60000 | 60412 |
| **Carlyle Secured Lending, Inc.** | **Carlyle Secured Lending, Inc.** | **Carlyle Secured Lending, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 02/18/30 *(a)* | 75000 | 77136 |
| **Franklin BSP Capital Corp.** | **Franklin BSP Capital Corp.** | **Franklin BSP Capital Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.20%, 06/15/29 *(a)* | 50000 | 51649 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 10/02/30 *(a)(d)* | 50000 | 49476 |
| **FS KKR Capital Corp.** | **FS KKR Capital Corp.** | **FS KKR Capital Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 01/15/27 *(a)* | 100000 | 97049 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 07/15/27 *(a)* | 75000 | 72228 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 10/12/28 *(a)* | 150000 | 138948 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.88%, 01/15/29 *(a)* | 100000 | 104261 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.88%, 08/15/29 *(a)* | 100000 | 101785 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.13%, 01/15/30 *(a)* | 125000 | 124341 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.13%, 01/15/31 *(a)* | 70000 | 68939 |
| **GATX Corp.** | **GATX Corp.** | **GATX Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 03/30/27 *(a)* | 50000 | 49777 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 03/15/28 *(a)* | 150000 | 147874 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 11/07/28 *(a)* | 75000 | 75721 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 04/01/29 *(a)* | 150000 | 152182 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 06/30/30 *(a)* | 100000 | 98673 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.90%, 06/01/31 *(a)* | 100000 | 88003 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 06/01/32 *(a)* | 75000 | 70106 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 03/15/33 *(a)* | 75000 | 75566 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 09/15/33 *(a)* | 75000 | 78145 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.05%, 03/15/34 *(a)* | 100000 | 107193 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.90%, 05/01/34 *(a)* | 100000 | 113120 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 06/15/35 *(a)* | 100000 | 103355 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 03/15/44 *(a)* | 75000 | 71573 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 06/01/51 *(a)* | 100000 | 64917 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.05%, 06/05/54 *(a)* | 75000 | 77081 |
| **Goldman Sachs BDC, Inc.** | **Goldman Sachs BDC, Inc.** | **Goldman Sachs BDC, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.38%, 03/11/27  | 75000 | 76679 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 09/09/30 *(a)* | 70000 | 70742 |
| **Goldman Sachs Private Credit Corp.** | **Goldman Sachs Private Credit Corp.** | **Goldman Sachs Private Credit Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 05/06/28 *(a)(d)* | 75000 | 76281 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 01/31/29 *(a)(d)* | 75000 | 74984 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 05/06/30 *(a)(d)* | 100000 | 102010 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 01/31/31 *(a)(d)* | 90000 | 90287 |
| **Golub Capital BDC, Inc.** | **Golub Capital BDC, Inc.** | **Golub Capital BDC, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.05%, 02/15/27 *(a)* | 75000 | 72505 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.05%, 12/05/28 *(a)* | 75000 | 78887 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 07/15/29 *(a)* | 100000 | 101997 |
| **Golub Capital Private Credit Fund** | **Golub Capital Private Credit Fund** | **Golub Capital Private Credit Fund** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 08/15/28 *(a)(d)* | 90000 | 90560 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.80%, 09/12/29 *(a)* | 90000 | 91060 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 05/01/30 *(a)* | 95000 | 96359 |
| **Hercules Capital, Inc.** | **Hercules Capital, Inc.** | **Hercules Capital, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 01/20/27 *(a)* | 100000 | 98407 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 06/16/30 *(a)* | 60000 | 60841 |
| **HPS Corporate Lending Fund** | **HPS Corporate Lending Fund** | **HPS Corporate Lending Fund** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 06/05/27 *(d)* | 100000 | 100470 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 01/14/28 *(a)* | 100000 | 100800 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 09/11/28 *(a)(d)* | 110000 | 109261 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 01/30/29 *(a)* | 100000 | 104315 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 09/30/29 *(a)* | 75000 | 77316 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.85%, 06/05/30 *(a)(d)* | 100000 | 101147 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 11/15/30 *(a)(d)* | 90000 | 89584 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 04/14/32 *(a)* | 100000 | 101090 |

---

**13**

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **Main Street Capital Corp.** | **Main Street Capital Corp.** | **Main Street Capital Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 06/04/27 *(a)* | 50000 | 51090 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 08/15/28 *(a)* | 100000 | 100275 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.95%, 03/01/29 *(a)* | 75000 | 78008 |
| **Morgan Stanley Direct Lending Fund** | **Morgan Stanley Direct Lending Fund** | **Morgan Stanley Direct Lending Fund** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 02/11/27 *(a)* | 100000 | 99834 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.15%, 05/17/29 *(a)* | 75000 | 77362 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 05/19/30 *(a)* | 100000 | 102382 |
| **MSD Investment Corp.** | **MSD Investment Corp.** | **MSD Investment Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 05/31/30 *(a)(d)* | 100000 | 100601 |
| **New Mountain Finance Corp.** | **New Mountain Finance Corp.** | **New Mountain Finance Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.20%, 10/15/27  | 75000 | 76392 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.88%, 02/01/29 *(a)* | 75000 | 76518 |
| **North Haven Private Income Fund LLC** | **North Haven Private Income Fund LLC** | **North Haven Private Income Fund LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 09/25/28 *(a)(d)* | 50000 | 49846 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 02/01/30 *(a)* | 75000 | 75157 |
| **Nuveen Churchill Direct Lending Corp.** | **Nuveen Churchill Direct Lending Corp.** | **Nuveen Churchill Direct Lending Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.65%, 03/15/30 *(a)* | 100000 | 103129 |
| **Oaktree Specialty Lending Corp.** | **Oaktree Specialty Lending Corp.** | **Oaktree Specialty Lending Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 01/15/27 *(a)* | 50000 | 48679 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.10%, 02/15/29 *(a)* | 100000 | 102973 |
| **Oaktree Strategic Credit Fund** | **Oaktree Strategic Credit Fund** | **Oaktree Strategic Credit Fund** |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.40%, 11/14/28 *(a)* | 75000 | 80897 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 07/23/29 *(a)* | 75000 | 77273 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.19%, 07/15/30 *(a)(d)* | 70000 | 70641 |
| **Sixth Street Lending Partners** | **Sixth Street Lending Partners** | **Sixth Street Lending Partners** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 03/11/29 *(a)* | 200000 | 207886 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 01/15/30 *(a)* | 100000 | 101296 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.13%, 07/15/30 *(a)(d)* | 100000 | 102820 |
| **Sixth Street Specialty Lending, Inc.** | **Sixth Street Specialty Lending, Inc.** | **Sixth Street Specialty Lending, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.13%, 03/01/29 *(a)* | 75000 | 77057 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 08/15/30 *(a)* | 75000 | 75995 |
|  |  | **19079391** |
| ***Financial Other 0.0%***  | ***Financial Other 0.0%***  | ***Financial Other 0.0%***  |
| **Andrew W Mellon Foundation** | **Andrew W Mellon Foundation** | **Andrew W Mellon Foundation** |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.95%, 08/01/27 *(a)* | 100000 | 95703 |
| **HA Sustainable Infrastructure Capital, Inc.** | **HA Sustainable Infrastructure Capital, Inc.** | **HA Sustainable Infrastructure Capital, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.15%, 01/15/31 *(a)* | 110000 | 112995 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.38%, 07/01/34 *(a)* | 200000 | 204355 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 07/15/35 *(a)* | 70000 | 72724 |
| **J Paul Getty Trust** | **J Paul Getty Trust** | **J Paul Getty Trust** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.91%, 04/01/35 *(a)* | 100000 | 103221 |
| **ORIX Corp.** | **ORIX Corp.** | **ORIX Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 07/18/27  | 100000 | 99437 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 09/13/27  | 95000 | 96610 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 09/10/29  | 150000 | 152733 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 09/09/30  | 90000 | 90434 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 03/09/31  | 100000 | 90119 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 09/13/32  | 200000 | 208090 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 02/25/35  | 95000 | 98824 |
|  |  | **1425245** |
| ***Insurance 1.2%***  | ***Insurance 1.2%***  | ***Insurance 1.2%***  |
| **Aegon Ltd.** | **Aegon Ltd.** | **Aegon Ltd.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 04/11/48 *(a)(b)* | 200000 | 202662 |
| **Aetna, Inc.** | **Aetna, Inc.** | **Aetna, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.63%, 06/15/36  | 100000 | 110584 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 12/15/37  | 150000 | 167650 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 05/15/42 *(a)* | 100000 | 86890 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 03/15/44 *(a)* | 50000 | 44136 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 08/15/47 *(a)* | 75000 | 57172 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **Aflac, Inc.** | **Aflac, Inc.** | **Aflac, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 04/01/30 *(a)* | 250000 | 246182 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 10/15/46 *(a)* | 75000 | 61214 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 01/15/49 *(a)* | 100000 | 89720 |
| **Alleghany Corp.** | **Alleghany Corp.** | **Alleghany Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 05/15/30 *(a)* | 100000 | 98060 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 09/15/44 *(a)* | 100000 | 93153 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 08/15/51 *(a)* | 100000 | 69206 |
| **Allstate Corp.** | **Allstate Corp.** | **Allstate Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.28%, 12/15/26 *(a)* | 75000 | 74534 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 06/24/29 *(a)* | 100000 | 103405 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.45%, 12/15/30 *(a)* | 75000 | 65566 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 03/30/33 *(a)* | 150000 | 156546 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 06/01/33  | 100000 | 104676 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.55%, 05/09/35  | 75000 | 79110 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 04/01/36  | 75000 | 80837 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 06/15/43  | 125000 | 111533 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 12/15/46 *(a)* | 100000 | 83904 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 08/10/49 *(a)* | 100000 | 77726 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 05/15/67 *(a)(b)* | 100000 | 105281 |
| **American Financial Group, Inc.** | **American Financial Group, Inc.** | **American Financial Group, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 04/02/30 *(a)* | 75000 | 78714 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 09/23/35 *(a)* | 60000 | 58979 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 06/15/47 *(a)* | 100000 | 85148 |
| **American International Group, Inc.** | **American International Group, Inc.** | **American International Group, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 05/07/30 *(a)* | 100000 | 102538 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 06/30/30 *(a)* | 150000 | 144741 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 03/27/33 *(a)* | 150000 | 155139 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 01/15/35 *(a)* | 78000 | 73534 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 05/07/35 *(a)* | 100000 | 104834 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 07/16/44 *(a)* | 145000 | 129349 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 04/01/48 *(a)* | 200000 | 179966 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 06/30/50 *(a)* | 200000 | 169332 |
| **American National Group, Inc.** | **American National Group, Inc.** | **American National Group, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 06/15/27 *(a)* | 90000 | 90640 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 10/01/29 *(a)* | 100000 | 103588 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 07/15/35 *(a)* | 100000 | 101391 |
| **Aon Corp.** | **Aon Corp.** | **Aon Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.21%, 01/01/27  | 100000 | 104163 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 12/15/28 *(a)* | 100000 | 101405 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 05/02/29 *(a)* | 150000 | 148224 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 05/15/30 *(a)* | 200000 | 188714 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 09/30/40  | 50000 | 55369 |
| **Aon Corp./Aon Global Holdings PLC** | **Aon Corp./Aon Global Holdings PLC** | **Aon Corp./Aon Global Holdings PLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 05/28/27 *(a)* | 100000 | 98273 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.05%, 08/23/31 *(a)* | 100000 | 88439 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.60%, 12/02/31 *(a)* | 100000 | 90607 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 09/12/32 *(a)* | 100000 | 102995 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 02/28/33 *(a)* | 100000 | 104577 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 08/23/51 *(a)* | 100000 | 63195 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 02/28/52 *(a)* | 200000 | 152298 |
| **Aon Global Ltd.** | **Aon Global Ltd.** | **Aon Global Ltd.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 06/14/44 *(a)* | 100000 | 88676 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 05/15/45 *(a)* | 100000 | 90169 |
| **Aon North America, Inc.** | **Aon North America, Inc.** | **Aon North America, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 03/01/27 *(a)* | 150000 | 151858 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 03/01/29 *(a)* | 150000 | 154570 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 03/01/31 *(a)* | 125000 | 130524 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 03/01/34 *(a)* | 300000 | 313926 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 03/01/54 *(a)* | 300000 | 303927 |
| **Arch Capital Finance LLC** | **Arch Capital Finance LLC** | **Arch Capital Finance LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.03%, 12/15/46 *(a)* | 100000 | 95256 |
| **Arch Capital Group Ltd.** | **Arch Capital Group Ltd.** | **Arch Capital Group Ltd.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.35%, 05/01/34  | 75000 | 88076 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.64%, 06/30/50 *(a)* | 200000 | 151706 |

---

**14**

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **Arch Capital Group U.S., Inc.** | **Arch Capital Group U.S., Inc.** | **Arch Capital Group U.S., Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.14%, 11/01/43  | 85000 | 82345 |
| **Arthur J Gallagher & Co.** | **Arthur J Gallagher & Co.** | **Arthur J Gallagher & Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 12/15/27 *(a)* | 100000 | 101003 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 12/15/29 *(a)* | 150000 | 153397 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 11/09/31 *(a)* | 100000 | 89412 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 02/15/32 *(a)* | 100000 | 102385 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 03/02/33 *(a)* | 75000 | 78480 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 02/15/34 *(a)* | 50000 | 55443 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 07/15/34 *(a)* | 102000 | 106221 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 02/15/35 *(a)* | 300000 | 304740 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 05/20/51 *(a)* | 150000 | 106697 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.05%, 03/09/52 *(a)* | 100000 | 64230 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 03/02/53 *(a)* | 100000 | 99604 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 02/15/54 *(a)* | 100000 | 112184 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 07/15/54 *(a)* | 75000 | 74795 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.55%, 02/15/55 *(a)* | 300000 | 292407 |
| **Aspen Insurance Holdings Ltd.** | **Aspen Insurance Holdings Ltd.** | **Aspen Insurance Holdings Ltd.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 07/01/30 *(a)* | 60000 | 62870 |
| **Assurant, Inc.** | **Assurant, Inc.** | **Assurant, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 03/27/28 *(a)* | 100000 | 101310 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 02/22/30 *(a)* | 100000 | 97447 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.55%, 02/15/36 *(a)* | 90000 | 91688 |
| **Assured Guaranty U.S. Holdings, Inc.** | **Assured Guaranty U.S. Holdings, Inc.** | **Assured Guaranty U.S. Holdings, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 06/15/31 *(a)* | 200000 | 188900 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 09/15/51 *(a)* | 50000 | 36095 |
| **Athene Holding Ltd.** | **Athene Holding Ltd.** | **Athene Holding Ltd.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 01/12/28 *(a)* | 100000 | 99755 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.15%, 04/03/30 *(a)* | 100000 | 106123 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 01/15/31 *(a)* | 100000 | 94804 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.65%, 02/01/33 *(a)* | 100000 | 108141 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 01/15/34 *(a)* | 100000 | 103802 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 05/25/51 *(a)* | 100000 | 71038 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 05/15/52 *(a)* | 125000 | 80961 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 04/01/54 *(a)* | 150000 | 148290 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.63%, 10/15/54 *(a)(b)* | 100000 | 97819 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.63%, 05/19/55 *(a)* | 175000 | 181632 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.88%, 06/28/55 *(a)(b)* | 100000 | 98419 |
| **AXA SA** | **AXA SA** | **AXA SA** |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.60%, 12/15/30  | 150000 | 177871 |
| **AXIS Specialty Finance LLC** | **AXIS Specialty Finance LLC** | **AXIS Specialty Finance LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 07/15/29 *(a)* | 100000 | 98845 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 01/15/40 *(a)(b)* | 50000 | 48259 |
| **AXIS Specialty Finance PLC** | **AXIS Specialty Finance PLC** | **AXIS Specialty Finance PLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 12/06/27 *(a)* | 50000 | 49838 |
| **Berkshire Hathaway Finance Corp.** | **Berkshire Hathaway Finance Corp.** | **Berkshire Hathaway Finance Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 03/15/27 *(a)* | 150000 | 147513 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.85%, 03/12/30 *(a)* | 100000 | 92075 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.45%, 10/15/30 *(a)* | 150000 | 133658 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 03/15/32 *(a)* | 100000 | 93988 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 01/15/40  | 200000 | 219620 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 05/15/42  | 100000 | 93654 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 05/15/43  | 75000 | 67797 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 08/15/48 *(a)* | 350000 | 299120 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 01/15/49 *(a)* | 350000 | 301542 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 10/15/50 *(a)* | 300000 | 198261 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 01/15/51 *(a)* | 100000 | 61508 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 03/15/52 *(a)* | 525000 | 414414 |
| **Berkshire Hathaway, Inc.** | **Berkshire Hathaway, Inc.** | **Berkshire Hathaway, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 02/11/43  | 175000 | 166826 |
| **Brighthouse Financial, Inc.** | **Brighthouse Financial, Inc.** | **Brighthouse Financial, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 06/22/27 *(a)* | 150000 | 147017 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 05/15/30 *(a)* | 150000 | 151497 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 06/22/47 *(a)* | 175000 | 131080 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 12/22/51 *(a)* | 75000 | 46847 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **Brown & Brown, Inc.** | **Brown & Brown, Inc.** | **Brown & Brown, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 06/23/28 *(a)* | 90000 | 90927 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 03/15/29 *(a)* | 75000 | 75339 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 06/23/30 *(a)* | 150000 | 152086 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 03/15/31 *(a)* | 150000 | 134379 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 03/17/32 *(a)* | 100000 | 96809 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 06/23/32 *(a)* | 90000 | 92303 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 06/11/34 *(a)* | 100000 | 103850 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.55%, 06/23/35 *(a)* | 180000 | 185170 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 03/17/52 *(a)* | 100000 | 87854 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 06/23/55 *(a)* | 190000 | 199513 |
| **Centene Corp.** | **Centene Corp.** | **Centene Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 12/15/27 *(a)* | 500000 | 494240 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 07/15/28 *(a)* | 400000 | 372808 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 12/15/29 *(a)* | 500000 | 484105 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 02/15/30 *(a)* | 350000 | 321975 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 10/15/30 *(a)* | 400000 | 357156 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 03/01/31 *(a)* | 400000 | 345064 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 08/01/31 *(a)* | 200000 | 171506 |
| **Chubb Corp.** | **Chubb Corp.** | **Chubb Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 05/11/37  | 150000 | 164490 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 05/15/38  | 100000 | 113815 |
| **Chubb INA Holdings LLC** | **Chubb INA Holdings LLC** | **Chubb INA Holdings LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 08/15/29 *(a)* | 150000 | 153574 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.38%, 09/15/30 *(a)* | 100000 | 88247 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 03/15/34 *(a)* | 375000 | 385942 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 08/15/35 *(a)* | 250000 | 253072 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 03/13/43  | 75000 | 65728 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 11/03/45 *(a)* | 250000 | 221895 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 12/15/51 *(a)* | 150000 | 98178 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.05%, 12/15/61 *(a)* | 250000 | 157292 |
| **Cincinnati Financial Corp.** | **Cincinnati Financial Corp.** | **Cincinnati Financial Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.92%, 05/15/28  | 75000 | 80149 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.13%, 11/01/34  | 50000 | 54204 |
| **CNA Financial Corp.** | **CNA Financial Corp.** | **CNA Financial Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 08/15/27 *(a)* | 100000 | 98933 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 05/01/29 *(a)* | 100000 | 99101 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.05%, 08/15/30 *(a)* | 100000 | 90136 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 06/15/33 *(a)* | 100000 | 104107 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 02/15/34 *(a)* | 100000 | 101130 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 08/15/35 *(a)* | 75000 | 75822 |
| **CNO Financial Group, Inc.** | **CNO Financial Group, Inc.** | **CNO Financial Group, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 05/30/29 *(a)* | 75000 | 76437 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.45%, 06/15/34 *(a)* | 125000 | 132631 |
| **Corebridge Financial, Inc.** | **Corebridge Financial, Inc.** | **Corebridge Financial, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 04/05/27 *(a)* | 250000 | 248137 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 04/05/29 *(a)* | 150000 | 147855 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 04/05/32 *(a)* | 300000 | 285432 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.05%, 09/15/33 *(a)* | 100000 | 106534 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 01/15/34 *(a)* | 100000 | 104556 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 04/05/42 *(a)* | 100000 | 86179 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 04/05/52 *(a)* | 250000 | 204392 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.88%, 12/15/52 *(a)(b)* | 175000 | 178776 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.38%, 09/15/54 *(a)(b)* | 150000 | 151486 |
| **Elevance Health, Inc.** | **Elevance Health, Inc.** | **Elevance Health, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 12/01/27 *(a)* | 300000 | 298056 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 03/01/28 *(a)* | 150000 | 150140 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 09/15/28 *(a)* | 255000 | 254587 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 06/15/29 *(a)* | 100000 | 103186 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 09/15/29 *(a)* | 150000 | 143259 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 02/15/30 *(a)* | 150000 | 153258 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 05/15/30 *(a)* | 200000 | 184130 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.55%, 03/15/31 *(a)* | 200000 | 183084 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 11/01/31 *(a)* | 150000 | 153802 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 05/15/32 *(a)* | 100000 | 97685 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 09/15/32 *(a)* | 130000 | 130251 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 10/15/32 *(a)* | 150000 | 158427 |

---

**15**

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 02/15/33 *(a)* | 175000 | 176510 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 06/15/34 *(a)* | 175000 | 181678 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 12/15/34  | 50000 | 53740 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 02/15/35 *(a)* | 200000 | 205280 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 01/15/36 *(a)* | 205000 | 205336 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.85%, 01/15/36  | 75000 | 80001 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.38%, 06/15/37  | 100000 | 109998 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 05/15/42  | 200000 | 181320 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 01/15/43  | 150000 | 135867 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 01/15/44  | 75000 | 71495 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 08/15/44 *(a)* | 150000 | 133614 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 12/01/47 *(a)* | 250000 | 210137 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 03/01/48 *(a)* | 150000 | 129284 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 09/15/49 *(a)* | 150000 | 111483 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 05/15/50 *(a)* | 200000 | 133120 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 03/15/51 *(a)* | 200000 | 144856 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 05/15/52 *(a)* | 125000 | 105294 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.10%, 10/15/52 *(a)* | 150000 | 156774 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 02/15/53 *(a)* | 200000 | 183286 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 06/15/54 *(a)* | 175000 | 172487 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 02/15/55 *(a)* | 250000 | 247982 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 09/15/55 *(a)* | 90000 | 89463 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.85%, 11/01/64 *(a)* | 150000 | 149210 |
| **Enact Holdings, Inc.** | **Enact Holdings, Inc.** | **Enact Holdings, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 05/28/29 *(a)* | 150000 | 157425 |
| **Enstar Finance LLC** | **Enstar Finance LLC** | **Enstar Finance LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 01/15/42 *(a)(b)* | 75000 | 74111 |
| **Enstar Group Ltd.** | **Enstar Group Ltd.** | **Enstar Group Ltd.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 06/01/29 *(a)* | 100000 | 101295 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 09/01/31 *(a)* | 100000 | 90243 |
| **Equitable Holdings, Inc.** | **Equitable Holdings, Inc.** | **Equitable Holdings, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 04/20/28 *(a)* | 275000 | 276232 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.59%, 01/11/33 *(a)* | 75000 | 78614 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 04/20/48 *(a)* | 250000 | 227457 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.70%, 03/28/55 *(a)(b)* | 75000 | 78239 |
| **Essent Group Ltd.** | **Essent Group Ltd.** | **Essent Group Ltd.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 07/01/29 *(a)* | 100000 | 104673 |
| **Everest Reinsurance Holdings, Inc.** | **Everest Reinsurance Holdings, Inc.** | **Everest Reinsurance Holdings, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.87%, 06/01/44  | 100000 | 90687 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 10/15/50 *(a)* | 200000 | 141202 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 10/15/52 *(a)* | 150000 | 96473 |
| **F&G Annuities & Life, Inc.** | **F&G Annuities & Life, Inc.** | **F&G Annuities & Life, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.40%, 01/13/28 *(a)* | 100000 | 104948 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 06/04/29 *(a)* | 100000 | 104333 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 10/04/34 *(a)* | 75000 | 76148 |
| **Fairfax Financial Holdings Ltd.** | **Fairfax Financial Holdings Ltd.** | **Fairfax Financial Holdings Ltd.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 04/17/28 *(a)* | 100000 | 101283 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 04/29/30 *(a)* | 125000 | 125676 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 03/03/31 *(a)* | 100000 | 94227 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 08/16/32 *(a)* | 125000 | 130754 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 12/07/33 *(a)* | 100000 | 106550 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 05/20/35 *(a)* | 100000 | 104748 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.35%, 03/22/54 *(a)* | 175000 | 183424 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.10%, 03/15/55 *(a)* | 100000 | 101479 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 05/20/55 *(a)* | 100000 | 108066 |
| **Fidelity National Financial, Inc.** | **Fidelity National Financial, Inc.** | **Fidelity National Financial, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 06/15/30 *(a)* | 200000 | 190872 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 03/15/31 *(a)* | 150000 | 134028 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 09/17/51 *(a)* | 75000 | 48457 |
| **First American Financial Corp.** | **First American Financial Corp.** | **First American Financial Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 05/15/30 *(a)* | 100000 | 96958 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 08/15/31 *(a)* | 100000 | 87756 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 09/30/34 *(a)* | 75000 | 76034 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **Globe Life, Inc.** | **Globe Life, Inc.** | **Globe Life, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 09/15/28 *(a)* | 100000 | 101110 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.15%, 08/15/30 *(a)* | 150000 | 136140 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.85%, 09/15/34 *(a)* | 75000 | 78913 |
| **Hanover Insurance Group, Inc.** | **Hanover Insurance Group, Inc.** | **Hanover Insurance Group, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 09/01/30 *(a)* | 100000 | 91172 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 09/01/35 *(a)* | 150000 | 153250 |
| **Hartford Insurance Group, Inc.** | **Hartford Insurance Group, Inc.** | **Hartford Insurance Group, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 08/19/29 *(a)* | 150000 | 143259 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.10%, 10/01/41  | 80000 | 86810 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 04/15/43  | 75000 | 65708 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 03/15/48 *(a)* | 100000 | 86781 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 08/19/49 *(a)* | 150000 | 113730 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 09/15/51 *(a)* | 100000 | 65487 |
| **Horace Mann Educators Corp.** | **Horace Mann Educators Corp.** | **Horace Mann Educators Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.25%, 09/15/28 *(a)* | 100000 | 107457 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 10/01/30 *(a)* | 50000 | 49873 |
| **Humana, Inc.** | **Humana, Inc.** | **Humana, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.35%, 02/03/27 *(a)* | 150000 | 145263 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 03/15/27 *(a)* | 100000 | 99747 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 03/01/28 *(a)* | 100000 | 103381 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 12/01/28 *(a)* | 100000 | 104129 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 03/23/29 *(a)* | 100000 | 98171 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 08/15/29 *(a)* | 150000 | 144144 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 04/01/30 *(a)* | 100000 | 101506 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 04/15/31 *(a)* | 200000 | 207050 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.15%, 02/03/32 *(a)* | 150000 | 130214 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 03/01/33 *(a)* | 150000 | 158515 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 03/15/34 *(a)* | 200000 | 211424 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.55%, 05/01/35 *(a)* | 125000 | 128303 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 12/01/42 *(a)* | 75000 | 65427 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 10/01/44 *(a)* | 100000 | 89385 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 03/15/47 *(a)* | 100000 | 86057 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 08/15/49 *(a)* | 75000 | 56636 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 03/15/53 *(a)* | 150000 | 139038 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 04/15/54 *(a)* | 200000 | 191862 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 05/01/55 *(a)* | 100000 | 99325 |
| **Jackson Financial, Inc.** | **Jackson Financial, Inc.** | **Jackson Financial, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 11/23/31 *(a)* | 100000 | 91182 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.67%, 06/08/32 *(a)* | 100000 | 103827 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 11/23/51 *(a)* | 100000 | 70912 |
| **Kemper Corp.** | **Kemper Corp.** | **Kemper Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 09/30/30 *(a)* | 150000 | 134115 |
| **Lincoln National Corp.** | **Lincoln National Corp.** | **Lincoln National Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 03/01/28 *(a)* | 100000 | 99370 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.05%, 01/15/30 *(a)* | 100000 | 95483 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 01/15/31 *(a)* | 100000 | 94917 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 03/01/32 *(a)* | 75000 | 69746 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.85%, 03/15/34 *(a)* | 75000 | 78918 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 11/15/35 *(a)* | 90000 | 90347 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.30%, 10/09/37  | 100000 | 108306 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 06/15/40  | 100000 | 113459 |
| **Loews Corp.** | **Loews Corp.** | **Loews Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 02/01/35  | 100000 | 108709 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 05/15/43 *(a)* | 100000 | 86517 |
| **Manulife Financial Corp.** | **Manulife Financial Corp.** | **Manulife Financial Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.48%, 05/19/27 *(a)* | 100000 | 97923 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.06%, 02/24/32 *(a)(b)* | 150000 | 149390 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 03/16/32 *(a)* | 150000 | 144570 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 03/04/46  | 100000 | 100187 |
| **Markel Group, Inc.** | **Markel Group, Inc.** | **Markel Group, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 11/01/27 *(a)* | 50000 | 49430 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 09/17/29 *(a)* | 50000 | 48297 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 04/05/46  | 100000 | 90757 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 11/01/47 *(a)* | 75000 | 61691 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 05/20/49 *(a)* | 100000 | 90119 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 09/17/50 *(a)* | 100000 | 78705 |

---

**16**

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 05/07/52 *(a)* | 75000 | 51894 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 05/16/54 *(a)* | 100000 | 102798 |
| **Marsh & McLennan Cos., Inc.** | **Marsh & McLennan Cos., Inc.** | **Marsh & McLennan Cos., Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 11/08/27 *(a)* | 200000 | 202398 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 03/15/29 *(a)* | 250000 | 252990 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 03/15/30 *(a)* | 150000 | 153187 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 11/15/30 *(a)* | 140000 | 127897 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 11/15/31 *(a)* | 150000 | 154092 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 12/15/31 *(a)* | 75000 | 67379 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 11/01/32 *(a)* | 100000 | 107691 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 08/01/33  | 100000 | 108925 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 09/15/33 *(a)* | 100000 | 105486 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 03/15/34 *(a)* | 100000 | 103713 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 03/15/35 *(a)* | 350000 | 356013 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 03/15/39 *(a)* | 50000 | 48699 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 11/15/44 *(a)* | 100000 | 99252 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 01/30/47 *(a)* | 100000 | 86207 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 03/01/48 *(a)* | 125000 | 105135 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 03/15/49 *(a)* | 200000 | 183880 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 12/15/51 *(a)* | 75000 | 48457 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 11/01/52 *(a)* | 100000 | 110050 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 03/15/53 *(a)* | 100000 | 98712 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 09/15/53 *(a)* | 175000 | 179258 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 03/15/54 *(a)* | 75000 | 73903 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 03/15/55 *(a)* | 250000 | 245185 |
| **Mercury General Corp.** | **Mercury General Corp.** | **Mercury General Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 03/15/27 *(a)* | 100000 | 99922 |
| **MetLife, Inc.** | **MetLife, Inc.** | **MetLife, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 03/23/30 *(a)* | 200000 | 204536 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 12/15/32  | 100000 | 112789 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 07/15/33 *(a)* | 150000 | 158590 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.38%, 06/15/34  | 100000 | 112538 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 12/15/34 *(a)* | 200000 | 208976 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 06/15/35  | 150000 | 161089 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 02/06/41  | 150000 | 158755 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 08/13/42  | 150000 | 129207 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 11/13/43  | 250000 | 234940 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.72%, 12/15/44 *(e)* | 100000 | 91621 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 03/01/45  | 175000 | 146305 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 05/13/46 *(a)* | 100000 | 90800 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 07/15/52 *(a)* | 200000 | 185950 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 01/15/54 *(a)* | 150000 | 145214 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.35%, 03/15/55 *(a)(b)* | 175000 | 185040 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.40%, 12/15/66 *(a)* | 230000 | 241829 |
| &nbsp;&nbsp;&nbsp;&nbsp; 10.75%, 08/01/69 *(a)(b)* | 75000 | 100067 |
| **MGIC Investment Corp.** | **MGIC Investment Corp.** | **MGIC Investment Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 08/15/28 *(a)* | 100000 | 100040 |
| **Nationwide Financial Services, Inc.** | **Nationwide Financial Services, Inc.** | **Nationwide Financial Services, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 05/15/87 *(b)* | 40000 | 40164 |
| **NMI Holdings, Inc.** | **NMI Holdings, Inc.** | **NMI Holdings, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 08/15/29 *(a)* | 100000 | 103927 |
| **Old Republic International Corp.** | **Old Republic International Corp.** | **Old Republic International Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 03/28/34 *(a)* | 100000 | 104760 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 06/11/51 *(a)* | 125000 | 92715 |
| **PartnerRe Finance B LLC** | **PartnerRe Finance B LLC** | **PartnerRe Finance B LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 07/02/29 *(a)* | 100000 | 98194 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 10/01/50 *(a)(b)* | 75000 | 70919 |
| **Primerica, Inc.** | **Primerica, Inc.** | **Primerica, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 11/19/31 *(a)* | 150000 | 136211 |
| **Principal Financial Group, Inc.** | **Principal Financial Group, Inc.** | **Principal Financial Group, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 05/15/29 *(a)* | 150000 | 147687 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.13%, 06/15/30 *(a)* | 150000 | 136611 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 03/15/33 *(a)* | 75000 | 78098 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.05%, 10/15/36  | 100000 | 109592 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 11/15/46 *(a)* | 62000 | 53295 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 03/15/53 *(a)* | 75000 | 74842 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **Progressive Corp.** | **Progressive Corp.** | **Progressive Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 01/15/27  | 100000 | 98475 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 03/01/29 *(a)* | 150000 | 150487 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 03/26/30 *(a)* | 100000 | 96675 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 03/15/32 *(a)* | 75000 | 69603 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 12/01/32  | 150000 | 167394 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 06/15/33 *(a)* | 100000 | 103161 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 01/26/45  | 100000 | 80420 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 04/15/47 *(a)* | 175000 | 148143 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 03/15/48 *(a)* | 100000 | 84947 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 03/26/50 *(a)* | 100000 | 80554 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 03/15/52 *(a)* | 100000 | 77096 |
| **Prudential Financial, Inc.** | **Prudential Financial, Inc.** | **Prudential Financial, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 03/27/28 *(a)* | 97000 | 97003 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.10%, 03/10/30 *(a)* | 200000 | 185868 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 12/14/36  | 150000 | 160618 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.63%, 12/01/37  | 150000 | 172080 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 03/10/40 *(a)* | 250000 | 196725 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 05/15/44  | 150000 | 135173 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 09/15/47 *(a)(b)* | 100000 | 98927 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.91%, 12/07/47 *(a)* | 200000 | 160260 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.42%, 03/27/48 *(a)* | 75000 | 64712 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 09/15/48 *(a)(b)* | 150000 | 151861 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.94%, 12/07/49 *(a)* | 100000 | 79144 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 02/25/50 *(a)* | 150000 | 126944 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 10/01/50 *(a)(b)* | 200000 | 186442 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 03/13/51 *(a)* | 300000 | 227556 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 03/01/52 *(a)(b)* | 200000 | 198656 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 09/01/52 *(a)(b)* | 200000 | 207578 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 03/01/53 *(a)(b)* | 100000 | 106633 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 03/15/54 *(a)(b)* | 200000 | 211056 |
| **Prudential Funding Asia PLC** | **Prudential Funding Asia PLC** | **Prudential Funding Asia PLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 04/14/30  | 200000 | 192138 |
| **Radian Group, Inc.** | **Radian Group, Inc.** | **Radian Group, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 03/15/27 *(a)* | 100000 | 100331 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.20%, 05/15/29 *(a)* | 100000 | 104863 |
| **Reinsurance Group of America, Inc.** | **Reinsurance Group of America, Inc.** | **Reinsurance Group of America, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 05/15/29 *(a)* | 100000 | 99033 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 06/15/30 *(a)* | 200000 | 189838 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 09/15/33 *(a)* | 100000 | 107081 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 09/15/34 *(a)* | 100000 | 104563 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.65%, 09/15/55 *(a)(b)* | 100000 | 103065 |
| **RenaissanceRe Holdings Ltd.** | **RenaissanceRe Holdings Ltd.** | **RenaissanceRe Holdings Ltd.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 04/15/29 *(a)* | 150000 | 147216 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 06/05/33 *(a)* | 150000 | 157680 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.80%, 04/01/35 *(a)* | 75000 | 78877 |
| **Selective Insurance Group, Inc.** | **Selective Insurance Group, Inc.** | **Selective Insurance Group, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 03/01/49 *(a)* | 75000 | 69791 |
| **SiriusPoint Ltd.** | **SiriusPoint Ltd.** | **SiriusPoint Ltd.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 04/05/29 *(a)* | 100000 | 105185 |
| **Stewart Information Services Corp.** | **Stewart Information Services Corp.** | **Stewart Information Services Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 11/15/31 *(a)* | 100000 | 89838 |
| **Transatlantic Holdings, Inc.** | **Transatlantic Holdings, Inc.** | **Transatlantic Holdings, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.00%, 11/30/39  | 100000 | 127590 |
| **Travelers Cos., Inc.** | **Travelers Cos., Inc.** | **Travelers Cos., Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 07/24/35 *(a)* | 90000 | 92179 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 06/20/36  | 150000 | 174262 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 06/15/37  | 150000 | 168369 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 11/01/40  | 100000 | 102691 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 08/01/43  | 100000 | 91245 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 08/25/45 *(a)* | 75000 | 65206 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 05/30/47 *(a)* | 200000 | 165096 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 03/07/48 *(a)* | 100000 | 82367 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 03/04/49 *(a)* | 100000 | 82693 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.05%, 06/08/51 *(a)* | 200000 | 135116 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 05/25/53 *(a)* | 150000 | 150723 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 07/24/55 *(a)* | 130000 | 135199 |

---

**17**

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **UnitedHealth Group, Inc.** | **UnitedHealth Group, Inc.** | **UnitedHealth Group, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 01/15/27  | 150000 | 149286 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 04/15/27  | 150000 | 148968 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 04/15/27 *(a)* | 100000 | 100846 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 05/15/27 *(a)* | 100000 | 99801 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 10/15/27  | 150000 | 147705 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 02/15/28 *(a)* | 200000 | 205614 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 06/15/28  | 150000 | 149855 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 06/15/28 *(a)* | 90000 | 91136 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 12/15/28  | 150000 | 149787 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 01/15/29 *(a)* | 200000 | 201538 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 04/15/29 *(a)* | 100000 | 102333 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 05/15/29 *(a)* | 150000 | 150117 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 08/15/29  | 200000 | 192272 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 01/15/30 *(a)* | 250000 | 256852 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 02/15/30 *(a)* | 150000 | 156885 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 05/15/30  | 200000 | 183092 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 01/15/31 *(a)* | 140000 | 142621 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 04/15/31 *(a)* | 200000 | 206018 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 05/15/31 *(a)* | 300000 | 271449 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 01/15/32 *(a)* | 250000 | 257610 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 05/15/32 *(a)* | 250000 | 248255 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 02/15/33 *(a)* | 350000 | 367059 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 04/15/33 *(a)* | 250000 | 249555 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 04/15/34 *(a)* | 200000 | 204820 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 07/15/34 *(a)* | 375000 | 387889 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 06/15/35 *(a)* | 180000 | 187762 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 07/15/35  | 200000 | 199462 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.80%, 03/15/36  | 143000 | 153952 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 06/15/37  | 100000 | 113153 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.63%, 11/15/37  | 150000 | 171708 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.88%, 02/15/38  | 200000 | 233680 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 08/15/39 *(a)* | 250000 | 211472 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 05/15/40 *(a)* | 150000 | 113862 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 10/15/40 *(a)* | 75000 | 79346 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 02/15/41 *(a)* | 100000 | 107195 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.05%, 05/15/41 *(a)* | 300000 | 230865 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 11/15/41 *(a)* | 100000 | 92818 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 03/15/42 *(a)* | 100000 | 89738 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 10/15/42 *(a)* | 100000 | 84330 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 03/15/43 *(a)* | 100000 | 87247 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 07/15/44 *(a)* | 250000 | 252130 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 07/15/45  | 350000 | 320467 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 01/15/47 *(a)* | 150000 | 125366 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 04/15/47 *(a)* | 100000 | 84063 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 10/15/47 *(a)* | 200000 | 155512 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 06/15/48 *(a)* | 250000 | 208742 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 12/15/48 *(a)* | 175000 | 150140 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 08/15/49 *(a)* | 225000 | 170329 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 05/15/50 *(a)* | 250000 | 162702 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 05/15/51 *(a)* | 350000 | 241633 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 05/15/52 *(a)* | 375000 | 331324 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 02/15/53 *(a)* | 350000 | 360983 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 04/15/53 *(a)* | 375000 | 346046 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 04/15/54 *(a)* | 300000 | 289992 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 07/15/54 *(a)* | 500000 | 500930 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 06/15/55 *(a)* | 140000 | 146887 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 08/15/59 *(a)* | 150000 | 110876 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 05/15/60 *(a)* | 225000 | 140380 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 05/15/62 *(a)* | 175000 | 154320 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.05%, 02/15/63 *(a)* | 275000 | 288148 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 04/15/63 *(a)* | 325000 | 298239 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 04/15/64 *(a)* | 200000 | 192672 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 07/15/64 *(a)* | 325000 | 325949 |
| **Unum Group** | **Unum Group** | **Unum Group** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 06/15/29 *(a)* | 100000 | 99067 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 12/15/35 *(a)* | 50000 | 49953 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 08/15/42  | 100000 | 100437 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 12/15/49 *(a)* | 75000 | 61433 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 06/15/51 *(a)* | 100000 | 76553 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 06/15/54 *(a)* | 75000 | 74800 |
| **Voya Financial, Inc.** | **Voya Financial, Inc.** | **Voya Financial, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 09/20/34 *(a)* | 75000 | 75123 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 07/15/43  | 50000 | 50595 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 06/15/46  | 50000 | 45091 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 01/23/48 *(a)(b)* | 100000 | 94630 |
| **W.R. Berkley Corp.** | **W.R. Berkley Corp.** | **W.R. Berkley Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 05/12/50 *(a)* | 50000 | 39187 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 03/30/52 *(a)* | 100000 | 72129 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 09/30/61 *(a)* | 100000 | 63257 |
| **Willis North America, Inc.** | **Willis North America, Inc.** | **Willis North America, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 06/15/27 *(a)* | 150000 | 151098 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 09/15/28 *(a)* | 150000 | 151251 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 09/15/29 *(a)* | 100000 | 95302 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 05/15/33 *(a)* | 150000 | 155893 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 09/15/48 *(a)* | 75000 | 68769 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 09/15/49 *(a)* | 150000 | 113910 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.90%, 03/05/54 *(a)* | 100000 | 101564 |
| **XL Group Ltd.** | **XL Group Ltd.** | **XL Group Ltd.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 12/15/43  | 55000 | 52755 |
|  |  | **64771614** |
| ***REITs 0.7%***  | ***REITs 0.7%***  | ***REITs 0.7%***  |
| **Agree LP** | **Agree LP** | **Agree LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 10/01/30 *(a)* | 100000 | 93855 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 10/01/32 *(a)* | 100000 | 101482 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 06/15/34 *(a)* | 100000 | 105015 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 06/15/35 *(a)* | 100000 | 105336 |
| **Alexandria Real Estate Equities, Inc.** | **Alexandria Real Estate Equities, Inc.** | **Alexandria Real Estate Equities, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 01/15/28 *(a)* | 100000 | 99505 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 07/30/29 *(a)* | 50000 | 50173 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 12/15/29 *(a)* | 100000 | 94137 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 07/01/30 *(a)* | 100000 | 101083 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 12/15/30 *(a)* | 150000 | 152664 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 08/15/31 *(a)* | 150000 | 140803 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 05/18/32 *(a)* | 175000 | 148458 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.88%, 02/01/33 *(a)* | 150000 | 123432 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 03/15/34 *(a)* | 150000 | 129473 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 04/15/35 *(a)* | 100000 | 97111 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 10/01/35 *(a)* | 100000 | 102161 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 05/15/36 *(a)* | 75000 | 74717 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 04/15/49 *(a)* | 50000 | 42964 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 02/01/50 *(a)* | 150000 | 112439 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 05/18/51 *(a)* | 150000 | 92505 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 03/15/52 *(a)* | 175000 | 119229 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 04/15/53 *(a)* | 100000 | 88578 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 05/15/54 *(a)* | 100000 | 94194 |
| **American Assets Trust LP** | **American Assets Trust LP** | **American Assets Trust LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 02/01/31 *(a)* | 75000 | 68750 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.15%, 10/01/34 *(a)* | 100000 | 102358 |
| **American Homes 4 Rent LP** | **American Homes 4 Rent LP** | **American Homes 4 Rent LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 02/15/28 *(a)* | 100000 | 100263 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 02/15/29 *(a)* | 100000 | 101959 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 06/15/30 *(a)* | 100000 | 102199 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 07/15/31 *(a)* | 100000 | 89486 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 04/15/32 *(a)* | 150000 | 141696 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 02/01/34 *(a)* | 100000 | 103698 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 03/15/35 *(a)* | 75000 | 76514 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 07/15/51 *(a)* | 75000 | 51491 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 04/15/52 *(a)* | 50000 | 40292 |
| **Americold Realty Operating Partnership LP** | **Americold Realty Operating Partnership LP** | **Americold Realty Operating Partnership LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 05/15/32 *(a)* | 75000 | 76215 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.41%, 09/12/34 *(a)* | 100000 | 98951 |

---

**18**

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **AvalonBay Communities, Inc.** | **AvalonBay Communities, Inc.** | **AvalonBay Communities, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 01/15/28 *(a)* | 75000 | 73889 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.90%, 12/01/28 *(a)* | 50000 | 47165 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 06/01/29 *(a)* | 75000 | 73163 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 03/01/30 *(a)* | 100000 | 92861 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 12/01/30 *(a)* | 70000 | 70363 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 01/15/31 *(a)* | 150000 | 137580 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.05%, 01/15/32 *(a)* | 150000 | 132211 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 02/15/33 *(a)* | 100000 | 102907 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 12/07/33 *(a)* | 100000 | 104613 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 06/01/34 *(a)* | 100000 | 104502 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 08/01/35 *(a)* | 70000 | 71107 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 10/15/46 *(a)* | 100000 | 81194 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 04/15/48 *(a)* | 50000 | 43200 |
| **Boston Properties LP** | **Boston Properties LP** | **Boston Properties LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 12/01/27 *(a)* | 150000 | 157099 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 12/01/28 *(a)* | 150000 | 150747 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 06/21/29 *(a)* | 200000 | 193282 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 03/15/30 *(a)* | 100000 | 93777 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 01/30/31 *(a)* | 200000 | 187706 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.55%, 04/01/32 *(a)* | 150000 | 130846 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 10/01/33 *(a)* | 150000 | 124428 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 01/15/34 *(a)* | 150000 | 162264 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 01/15/35 *(a)* | 150000 | 154437 |
| **Brixmor Operating Partnership LP** | **Brixmor Operating Partnership LP** | **Brixmor Operating Partnership LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 03/15/27 *(a)* | 100000 | 99714 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 05/15/29 *(a)* | 150000 | 149250 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 07/01/30 *(a)* | 150000 | 148135 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 08/16/31 *(a)* | 100000 | 89959 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 04/01/32 *(a)* | 75000 | 77021 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 02/15/33 *(a)* | 70000 | 70223 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 02/15/34 *(a)* | 100000 | 103431 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 02/15/35 *(a)* | 50000 | 52695 |
| **Broadstone Net Lease LLC** | **Broadstone Net Lease LLC** | **Broadstone Net Lease LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.60%, 09/15/31 *(a)* | 75000 | 66425 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 11/01/32 *(a)* | 60000 | 60184 |
| **Camden Property Trust** | **Camden Property Trust** | **Camden Property Trust** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 10/15/28 *(a)* | 100000 | 100462 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 07/01/29 *(a)* | 100000 | 96761 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 05/15/30 *(a)* | 100000 | 94602 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 01/15/34 *(a)* | 100000 | 101943 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 11/01/49 *(a)* | 50000 | 35933 |
| **COPT Defense Properties LP** | **COPT Defense Properties LP** | **COPT Defense Properties LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 01/15/29 *(a)* | 150000 | 139926 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 10/15/30 *(a)* | 70000 | 69755 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 04/15/31 *(a)* | 100000 | 91143 |
| **Cousins Properties LP** | **Cousins Properties LP** | **Cousins Properties LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 02/15/32 *(a)* | 75000 | 77020 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 10/01/34 *(a)* | 100000 | 104506 |
| **CubeSmart LP** | **CubeSmart LP** | **CubeSmart LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 12/15/28 *(a)* | 75000 | 71036 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 02/15/29 *(a)* | 100000 | 100457 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 02/15/30 *(a)* | 75000 | 71291 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 02/15/31 *(a)* | 100000 | 88475 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 02/15/32 *(a)* | 75000 | 66499 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 11/01/35 *(a)* | 100000 | 100400 |
| **Digital Realty Trust LP** | **Digital Realty Trust LP** | **Digital Realty Trust LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 08/15/27 *(a)* | 150000 | 149098 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.55%, 01/15/28 *(a)* | 150000 | 154413 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 07/15/28 *(a)* | 150000 | 151278 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 07/01/29 *(a)* | 150000 | 147237 |
| **DOC Dr. LLC** | **DOC Dr. LLC** | **DOC Dr. LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 03/15/27 *(a)* | 100000 | 100120 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 11/01/31 *(a)* | 100000 | 90039 |
| **EPR Properties** | **EPR Properties** | **EPR Properties** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 12/15/26 *(a)* | 100000 | 100250 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 06/01/27 *(a)* | 150000 | 150117 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 08/15/29 *(a)* | 100000 | 96870 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 11/15/30 *(a)* | 100000 | 99721 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 11/15/31 *(a)* | 100000 | 93069 |
| **ERP Operating LP** | **ERP Operating LP** | **ERP Operating LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 08/01/27 *(a)* | 100000 | 98933 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 03/01/28 *(a)* | 100000 | 99018 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 12/01/28 *(a)* | 100000 | 100533 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 07/01/29 *(a)* | 100000 | 96461 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 02/15/30 *(a)* | 100000 | 93966 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 06/15/32 *(a)* | 100000 | 102772 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 09/15/34 *(a)* | 100000 | 99763 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 07/01/44 *(a)* | 150000 | 134082 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 06/01/45 *(a)* | 50000 | 44549 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 08/01/47 *(a)* | 100000 | 81892 |
| **Essential Properties LP** | **Essential Properties LP** | **Essential Properties LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 07/15/31 *(a)* | 100000 | 91454 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 12/01/35 *(a)* | 75000 | 75323 |
| **Essex Portfolio LP** | **Essex Portfolio LP** | **Essex Portfolio LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.70%, 03/01/28 *(a)* | 75000 | 71159 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 03/01/29 *(a)* | 150000 | 149238 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 01/15/30 *(a)* | 100000 | 95176 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.65%, 01/15/31 *(a)* | 150000 | 131088 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 03/15/32 *(a)* | 150000 | 134472 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 04/01/34 *(a)* | 100000 | 104366 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 09/01/50 *(a)* | 100000 | 61545 |
| **Extra Space Storage LP** | **Extra Space Storage LP** | **Extra Space Storage LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 04/01/28 *(a)* | 150000 | 155041 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 04/01/29 *(a)* | 75000 | 74197 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 06/15/29 *(a)* | 100000 | 99426 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 07/01/30 *(a)* | 75000 | 78452 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.20%, 10/15/30 *(a)* | 50000 | 45230 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.90%, 01/15/31 *(a)* | 100000 | 106393 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.55%, 06/01/31 *(a)* | 100000 | 90727 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 10/15/31 *(a)* | 150000 | 133408 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.35%, 03/15/32 *(a)* | 150000 | 131274 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 01/15/33 *(a)* | 150000 | 151801 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 02/01/34 *(a)* | 100000 | 103117 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 01/15/35 *(a)* | 75000 | 77070 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 06/15/35 *(a)* | 100000 | 103055 |
| **Federal Realty OP LP** | **Federal Realty OP LP** | **Federal Realty OP LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 07/15/27 *(a)* | 100000 | 98861 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 05/01/28 *(a)* | 75000 | 77046 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 06/15/29 *(a)* | 75000 | 72430 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 06/01/30 *(a)* | 50000 | 48348 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 12/01/44 *(a)* | 100000 | 88709 |
| **First Industrial LP** | **First Industrial LP** | **First Industrial LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 01/15/31 *(a)* | 100000 | 102778 |
| **Healthcare Realty Holdings LP** | **Healthcare Realty Holdings LP** | **Healthcare Realty Holdings LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 07/01/27 *(a)* | 75000 | 74453 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 02/15/30 *(a)* | 150000 | 142266 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 03/15/31 *(a)* | 100000 | 87840 |
| **Healthpeak OP LLC** | **Healthpeak OP LLC** | **Healthpeak OP LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.13%, 12/01/28 *(a)* | 75000 | 70631 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 07/15/29 *(a)* | 150000 | 146091 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 01/15/30 *(a)* | 200000 | 189916 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 01/15/31 *(a)* | 150000 | 139177 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 12/15/32 *(a)* | 150000 | 154872 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 01/15/33 *(a)* | 150000 | 149934 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 02/15/35 *(a)* | 95000 | 97745 |
| **Highwoods Realty LP** | **Highwoods Realty LP** | **Highwoods Realty LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 04/15/29 *(a)* | 100000 | 98554 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.05%, 02/15/30 *(a)* | 100000 | 93381 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.60%, 02/01/31 *(a)* | 100000 | 89424 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 01/15/33 *(a)* | 60000 | 60283 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.65%, 02/01/34 *(a)* | 75000 | 85665 |

---

**19**

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **Host Hotels & Resorts LP** | **Host Hotels & Resorts LP** | **Host Hotels & Resorts LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 12/15/28 *(a)* | 70000 | 69957 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 12/15/29 *(a)* | 150000 | 143715 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 09/15/30 *(a)* | 150000 | 142687 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 12/15/31 *(a)* | 75000 | 67551 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 06/15/32 *(a)* | 100000 | 104415 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 07/01/34 *(a)* | 100000 | 103491 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 04/15/35 *(a)* | 100000 | 101762 |
| **Invitation Homes Operating Partnership LP** | **Invitation Homes Operating Partnership LP** | **Invitation Homes Operating Partnership LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 11/15/28 *(a)* | 200000 | 190182 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 08/15/30 *(a)* | 100000 | 104217 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 08/15/31 *(a)* | 100000 | 87304 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 04/15/32 *(a)* | 100000 | 97155 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 01/15/33 *(a)* | 100000 | 101243 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 08/15/33 *(a)* | 100000 | 104194 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 02/01/35 *(a)* | 100000 | 99463 |
| **Kilroy Realty LP** | **Kilroy Realty LP** | **Kilroy Realty LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 08/15/29 *(a)* | 120000 | 117944 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.05%, 02/15/30 *(a)* | 75000 | 69607 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 11/15/32 *(a)* | 75000 | 62903 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 11/15/33 *(a)* | 75000 | 61811 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 10/15/35 *(a)* | 120000 | 121842 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 01/15/36 *(a)* | 75000 | 78037 |
| **Kimco Realty OP LLC** | **Kimco Realty OP LLC** | **Kimco Realty OP LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.90%, 03/01/28 *(a)* | 100000 | 95486 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 10/01/30 *(a)* | 100000 | 93426 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 12/01/31 *(a)* | 100000 | 88947 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 04/01/32 *(a)* | 100000 | 93406 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 02/01/33 *(a)* | 100000 | 100225 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.40%, 03/01/34 *(a)* | 100000 | 111083 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 03/01/35 *(a)* | 75000 | 75093 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 02/01/36 *(a)* | 90000 | 92842 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 04/01/45 *(a)* | 75000 | 64157 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 12/01/46 *(a)* | 100000 | 83381 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 10/01/49 *(a)* | 75000 | 56813 |
| **Kite Realty Group LP** | **Kite Realty Group LP** | **Kite Realty Group LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 08/15/32 *(a)* | 50000 | 51236 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 03/01/34 *(a)* | 75000 | 77813 |
| **Kite Realty Group Trust** | **Kite Realty Group Trust** | **Kite Realty Group Trust** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 09/15/30 *(a)* | 100000 | 101015 |
| **Ladder Capital Finance Holdings LLLP/Ladder Capital Finance Corp.** | **Ladder Capital Finance Holdings LLLP/Ladder Capital Finance Corp.** | **Ladder Capital Finance Holdings LLLP/Ladder Capital Finance Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 08/01/30 *(a)* | 100000 | 102329 |
| **Lineage OP LP** | **Lineage OP LP** | **Lineage OP LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 07/15/30 *(a)(d)* | 90000 | 91411 |
| **LXP Industrial Trust** | **LXP Industrial Trust** | **LXP Industrial Trust** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 09/15/30 *(a)* | 75000 | 69004 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 10/01/31 *(a)* | 75000 | 65686 |
| **Mid-America Apartments LP** | **Mid-America Apartments LP** | **Mid-America Apartments LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 06/01/27 *(a)* | 150000 | 149347 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 06/15/28 *(a)* | 100000 | 100453 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 03/15/29 *(a)* | 50000 | 49836 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 03/15/30 *(a)* | 100000 | 94892 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.70%, 02/15/31 *(a)* | 100000 | 87998 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 02/15/32 *(a)* | 75000 | 78476 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 01/15/33 *(a)* | 70000 | 70295 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 03/15/34 *(a)* | 75000 | 76314 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 09/15/51 *(a)* | 50000 | 31965 |
| **National Health Investors, Inc.** | **National Health Investors, Inc.** | **National Health Investors, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 02/01/31 *(a)* | 100000 | 90898 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 02/01/33 *(a)* | 60000 | 59857 |
| **NNN REIT, Inc.** | **NNN REIT, Inc.** | **NNN REIT, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 10/15/27 *(a)* | 100000 | 99064 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 10/15/28 *(a)* | 100000 | 100626 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 04/15/30 *(a)* | 100000 | 93143 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 10/15/33 *(a)* | 75000 | 78893 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 06/15/34 *(a)* | 100000 | 104359 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 10/15/48 *(a)* | 50000 | 44627 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 04/15/50 *(a)* | 100000 | 66001 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 04/15/51 *(a)* | 75000 | 53331 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 04/15/52 *(a)* | 100000 | 63692 |
| **Omega Healthcare Investors, Inc.** | **Omega Healthcare Investors, Inc.** | **Omega Healthcare Investors, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 04/01/27 *(a)* | 150000 | 150522 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 01/15/28 *(a)* | 100000 | 100863 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 10/01/29 *(a)* | 75000 | 72417 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 07/01/30 *(a)* | 110000 | 112169 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 02/01/31 *(a)* | 150000 | 140101 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 04/15/33 *(a)* | 100000 | 89161 |
| **Phillips Edison Grocery Center Operating Partnership I LP** | **Phillips Edison Grocery Center Operating Partnership I LP** | **Phillips Edison Grocery Center Operating Partnership I LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 11/15/31 *(a)* | 100000 | 89912 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 08/15/32 *(a)* | 60000 | 61586 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 07/15/34 *(a)* | 50000 | 52618 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 01/15/35 *(a)* | 50000 | 49703 |
| **Piedmont Operating Partnership LP** | **Piedmont Operating Partnership LP** | **Piedmont Operating Partnership LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.88%, 07/15/29 *(a)* | 75000 | 79751 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 08/15/30 *(a)* | 150000 | 137536 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 01/15/33 *(a)* | 70000 | 70557 |
| **Prologis LP** | **Prologis LP** | **Prologis LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.13%, 04/15/27 *(a)* | 150000 | 146548 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 12/15/27 *(a)* | 75000 | 74331 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 06/15/28 *(a)* | 150000 | 153604 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 09/15/28 *(a)* | 150000 | 149904 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 09/15/28 *(a)* | 75000 | 75182 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 02/01/29 *(a)* | 50000 | 50515 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 11/15/29 *(a)* | 50000 | 47858 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 04/15/30 *(a)* | 200000 | 185700 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 07/01/30 *(a)* | 75000 | 67546 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.25%, 10/15/30 *(a)* | 100000 | 87668 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 01/15/31 *(a)* | 100000 | 102522 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.63%, 03/15/31 *(a)* | 100000 | 87666 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 01/15/32 *(a)* | 100000 | 88641 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 01/15/33 *(a)* | 150000 | 151959 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 06/15/33 *(a)* | 150000 | 152446 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 01/15/34 *(a)* | 150000 | 154956 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 03/15/34 *(a)* | 100000 | 102475 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 01/31/35 *(a)* | 100000 | 101914 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 05/15/35 *(a)* | 100000 | 103842 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 09/15/48 *(a)* | 75000 | 64221 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.05%, 03/01/50 *(a)* | 50000 | 33947 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 04/15/50 *(a)* | 150000 | 100812 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.13%, 10/15/50 *(a)* | 150000 | 82703 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 06/15/53 *(a)* | 150000 | 144990 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 03/15/54 *(a)* | 150000 | 144892 |
| **Public Storage Operating Co.** | **Public Storage Operating Co.** | **Public Storage Operating Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.09%, 09/15/27 *(a)* | 50000 | 49358 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.85%, 05/01/28 *(a)* | 150000 | 143086 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.95%, 11/09/28 *(a)* | 100000 | 94741 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 01/15/29 *(a)* | 100000 | 103468 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.39%, 05/01/29 *(a)* | 150000 | 147219 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 05/01/31 *(a)* | 100000 | 90652 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 11/09/31 *(a)* | 100000 | 89388 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 08/01/33 *(a)* | 100000 | 104324 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 07/01/35 *(a)* | 75000 | 76664 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 08/01/53 *(a)* | 175000 | 172168 |
| **Realty Income Corp.** | **Realty Income Corp.** | **Realty Income Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 01/15/27 *(a)* | 180000 | 178099 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 08/15/27 *(a)* | 150000 | 150021 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 01/15/28 *(a)* | 100000 | 98947 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.10%, 03/15/28 *(a)* | 100000 | 95920 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.20%, 06/15/28 *(a)* | 100000 | 95886 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 12/15/28 *(a)* | 150000 | 152890 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 02/01/29 *(a)* | 70000 | 69796 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 02/15/29 *(a)* | 100000 | 102126 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 07/15/29 *(a)* | 100000 | 99783 |

---

**20**

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 12/15/29 *(a)* | 100000 | 96294 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 01/15/30 *(a)* | 50000 | 48699 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 03/15/30 *(a)* | 100000 | 102940 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 01/15/31 *(a)* | 200000 | 190604 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 02/15/31 *(a)* | 150000 | 142482 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 02/15/32 *(a)* | 75000 | 67920 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 10/13/32 *(a)* | 150000 | 159802 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 12/15/32 *(a)* | 75000 | 67502 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 02/01/33 *(a)* | 70000 | 69654 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.80%, 03/15/33 *(a)* | 100000 | 83474 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 07/15/33 *(a)* | 100000 | 101857 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 02/15/34 *(a)* | 150000 | 154839 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 03/15/47 *(a)* | 100000 | 89917 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 09/01/54 *(a)* | 100000 | 98176 |
| **Regency Centers LP** | **Regency Centers LP** | **Regency Centers LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 02/01/27 *(a)* | 75000 | 74606 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 03/15/28 *(a)* | 150000 | 150297 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 06/15/30 *(a)* | 100000 | 98173 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 07/15/32 *(a)* | 100000 | 102860 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 01/15/34 *(a)* | 75000 | 77742 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 02/01/47 *(a)* | 100000 | 86753 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 03/15/49 *(a)* | 75000 | 66395 |
| **Rexford Industrial Realty LP** | **Rexford Industrial Realty LP** | **Rexford Industrial Realty LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 06/15/28 *(a)* | 75000 | 76314 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.15%, 09/01/31 *(a)* | 150000 | 131952 |
| **Sabra Health Care LP** | **Sabra Health Care LP** | **Sabra Health Care LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 10/15/29 *(a)* | 100000 | 97832 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 12/01/31 *(a)* | 150000 | 137289 |
| **Safehold GL Holdings LLC** | **Safehold GL Holdings LLC** | **Safehold GL Holdings LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 01/15/32 *(a)* | 100000 | 89710 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.10%, 04/01/34 *(a)* | 75000 | 79866 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 01/15/35 *(a)* | 100000 | 103097 |
| **Simon Property Group LP** | **Simon Property Group LP** | **Simon Property Group LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 06/15/27 *(a)* | 100000 | 99291 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 12/01/27 *(a)* | 150000 | 148536 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 02/01/28 *(a)* | 175000 | 167351 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 09/13/29 *(a)* | 250000 | 236380 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 07/15/30 *(a)* | 150000 | 140851 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 10/01/30 *(a)* | 150000 | 151290 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.20%, 02/01/31 *(a)* | 150000 | 135774 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 01/15/32 *(a)* | 100000 | 88363 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 02/01/32 *(a)* | 100000 | 90393 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 03/08/33 *(a)* | 150000 | 158910 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 01/15/34 *(a)* | 100000 | 110384 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 09/26/34 *(a)* | 150000 | 150189 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 10/01/35 *(a)* | 150000 | 153136 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 02/01/40 *(a)* | 100000 | 115935 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 03/15/42 *(a)* | 100000 | 93229 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 11/30/46 *(a)* | 100000 | 84473 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 09/13/49 *(a)* | 250000 | 175437 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 07/15/50 *(a)* | 175000 | 133619 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.85%, 03/08/53 *(a)* | 125000 | 129268 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.65%, 01/15/54 *(a)* | 75000 | 85126 |
| **Store Capital LLC** | **Store Capital LLC** | **Store Capital LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 03/15/28 *(a)* | 100000 | 100270 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 03/15/29 *(a)* | 100000 | 99718 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 04/30/30 *(a)(d)* | 75000 | 76618 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 12/01/31 *(a)* | 75000 | 66364 |
| **Sun Communities Operating LP** | **Sun Communities Operating LP** | **Sun Communities Operating LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 11/01/28 *(a)* | 100000 | 95108 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 07/15/31 *(a)* | 100000 | 91293 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 04/15/32 *(a)* | 100000 | 97816 |
| **Tanger Properties LP** | **Tanger Properties LP** | **Tanger Properties LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 07/15/27 *(a)* | 100000 | 99431 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 09/01/31 *(a)* | 100000 | 90675 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **UDR, Inc.** | **UDR, Inc.** | **UDR, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 01/15/28 *(a)* | 100000 | 98797 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 01/15/30 *(a)* | 150000 | 144219 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 08/15/31 *(a)* | 100000 | 92929 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.10%, 08/01/32 *(a)* | 150000 | 128874 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.90%, 03/15/33 *(a)* | 75000 | 62225 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.10%, 06/15/33 *(a)* | 100000 | 83822 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 09/01/34 *(a)* | 75000 | 76529 |
| **Ventas Realty LP** | **Ventas Realty LP** | **Ventas Realty LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 04/01/27 *(a)* | 150000 | 149536 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 03/01/28 *(a)* | 100000 | 99788 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 01/15/29 *(a)* | 150000 | 150855 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 01/15/30 *(a)* | 100000 | 95280 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 11/15/30 *(a)* | 100000 | 101685 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 07/01/34 *(a)* | 100000 | 104896 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 01/15/35 *(a)* | 125000 | 125694 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 09/30/43 *(a)* | 100000 | 100754 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 02/01/45 *(a)* | 100000 | 85149 |
| **Welltower OP LLC** | **Welltower OP LLC** | **Welltower OP LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 02/15/27 *(a)* | 100000 | 98626 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 04/15/28 *(a)* | 100000 | 100788 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.05%, 01/15/29 *(a)* | 100000 | 94254 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 03/15/29 *(a)* | 150000 | 150406 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 01/15/30 *(a)* | 100000 | 96212 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 07/01/30 *(a)* | 100000 | 101375 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 01/15/31 *(a)* | 150000 | 140041 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 06/01/31 *(a)* | 125000 | 116136 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 01/15/32 *(a)* | 100000 | 91286 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 06/15/32 *(a)* | 150000 | 145518 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 07/01/35 *(a)* | 200000 | 205672 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 03/15/41 *(a)* | 50000 | 56239 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 09/01/48 *(a)* | 100000 | 94723 |
| **WP Carey, Inc.** | **WP Carey, Inc.** | **WP Carey, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 07/15/29 *(a)* | 75000 | 74097 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 07/15/30 *(a)* | 70000 | 70746 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 02/01/31 *(a)* | 100000 | 90142 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 02/01/32 *(a)* | 75000 | 66299 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 04/01/33 *(a)* | 100000 | 84666 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 06/30/34 *(a)* | 75000 | 77760 |
|  |  | **36038836** |
|  |  | **437480135** |
| **Industrial 13.6%** | **Industrial 13.6%** | **Industrial 13.6%** |
| ***Basic Industry 0.6%***  | ***Basic Industry 0.6%***  | ***Basic Industry 0.6%***  |
| **Air Products & Chemicals, Inc.** | **Air Products & Chemicals, Inc.** | **Air Products & Chemicals, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.85%, 05/15/27 *(a)* | 100000 | 97286 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 06/11/28 *(a)* | 110000 | 111178 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 02/08/29 *(a)* | 225000 | 229561 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.05%, 05/15/30 *(a)* | 150000 | 138099 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 02/08/31 *(a)* | 100000 | 102884 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 10/11/32 *(a)* | 90000 | 93206 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 03/03/33 *(a)* | 100000 | 102574 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 02/08/34 *(a)* | 200000 | 204598 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 05/15/40 *(a)* | 150000 | 114156 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 05/15/50 *(a)* | 170000 | 111258 |
| **Albemarle Corp.** | **Albemarle Corp.** | **Albemarle Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 06/01/27 *(a)* | 100000 | 100323 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 06/01/32 *(a)* | 100000 | 100493 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 12/01/44 *(a)* | 50000 | 46100 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 06/01/52 *(a)* | 100000 | 90855 |
| **AngloGold Ashanti Holdings PLC** | **AngloGold Ashanti Holdings PLC** | **AngloGold Ashanti Holdings PLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 11/01/28 *(a)* | 200000 | 194526 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 10/01/30 *(a)* | 200000 | 191888 |

---

**21**

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **ArcelorMittal SA** | **ArcelorMittal SA** | **ArcelorMittal SA** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.55%, 11/29/27 *(a)* | 200000 | 208262 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 07/16/29  | 100000 | 100385 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.80%, 11/29/32 *(a)* | 150000 | 168174 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 06/17/34 *(a)* | 100000 | 108084 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 10/15/39  | 100000 | 113503 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 03/01/41 *(f)* | 100000 | 109577 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.35%, 06/17/54 *(a)* | 75000 | 78658 |
| **Barrick Mining Corp.** | **Barrick Mining Corp.** | **Barrick Mining Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.45%, 10/15/35  | 150000 | 167688 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 04/01/42  | 75000 | 74548 |
| **Barrick North America Finance LLC** | **Barrick North America Finance LLC** | **Barrick North America Finance LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 05/30/41  | 100000 | 103118 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 05/01/43  | 150000 | 155098 |
| **Barrick PD Australia Finance Pty. Ltd.** | **Barrick PD Australia Finance Pty. Ltd.** | **Barrick PD Australia Finance Pty. Ltd.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 10/15/39  | 150000 | 160411 |
| **BHP Billiton Finance USA Ltd.** | **BHP Billiton Finance USA Ltd.** | **BHP Billiton Finance USA Ltd.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 02/28/28 *(a)* | 200000 | 203398 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 09/08/28 *(a)* | 150000 | 154609 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 02/21/30 *(a)* | 200000 | 206826 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 09/08/30 *(a)* | 150000 | 156783 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 02/21/32 *(a)* | 150000 | 155832 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 02/28/33 *(a)* | 150000 | 153787 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 09/08/33 *(a)* | 250000 | 261197 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 02/21/35 *(a)* | 225000 | 234394 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 02/15/36 *(a)* | 100000 | 101840 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 02/24/42  | 170000 | 149146 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 09/30/43  | 450000 | 433368 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 09/08/53 *(a)* | 150000 | 152349 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 09/05/55 *(a)* | 150000 | 156490 |
| **Cabot Corp.** | **Cabot Corp.** | **Cabot Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 07/01/29 *(a)* | 150000 | 148827 |
| **Celulosa Arauco y Constitucion SA** | **Celulosa Arauco y Constitucion SA** | **Celulosa Arauco y Constitucion SA** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 11/02/47 *(a)* | 200000 | 181226 |
| **CF Industries, Inc.** | **CF Industries, Inc.** | **CF Industries, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 03/15/34  | 100000 | 100958 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 11/26/35 *(a)* | 180000 | 181450 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 06/01/43  | 125000 | 113680 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 03/15/44  | 150000 | 143148 |
| **Dow Chemical Co.** | **Dow Chemical Co.** | **Dow Chemical Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 11/30/28 *(a)* | 100000 | 101444 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.38%, 11/01/29  | 75000 | 83168 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.10%, 11/15/30 *(a)* | 150000 | 133001 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 01/15/31 *(a)* | 125000 | 124704 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.30%, 03/15/33 *(a)* | 100000 | 107114 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 02/15/34 *(a)* | 150000 | 150202 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 10/01/34 *(a)* | 50000 | 46157 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 03/15/35 *(a)* | 75000 | 74892 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 03/15/36 *(a)* | 100000 | 100570 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.40%, 05/15/39  | 100000 | 130625 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 11/15/41 *(a)* | 175000 | 160631 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 11/15/42 *(a)* | 250000 | 202197 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 10/01/44 *(a)* | 100000 | 81567 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.55%, 11/30/48 *(a)* | 150000 | 134946 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 05/15/49 *(a)* | 150000 | 121149 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 11/15/50 *(a)* | 225000 | 149805 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.90%, 05/15/53 *(a)* | 150000 | 157741 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 02/15/54 *(a)* | 100000 | 89423 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 03/15/55 *(a)* | 100000 | 93601 |
| **DuPont de Nemours, Inc.** | **DuPont de Nemours, Inc.** | **DuPont de Nemours, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.73%, 11/15/28 *(a)* | 200000 | 202898 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.73%, 11/15/28 *(a)(d)* | 86000 | 87155 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.32%, 11/15/38 *(a)* | 150000 | 153168 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.42%, 11/15/48 *(a)* | 85000 | 81078 |
| **Eastman Chemical Co.** | **Eastman Chemical Co.** | **Eastman Chemical Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 12/01/28 *(a)* | 150000 | 151105 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 08/01/29 *(a)* | 100000 | 102084 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 03/08/33 *(a)* | 100000 | 105066 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 02/20/34 *(a)* | 100000 | 103447 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 09/01/42 *(a)* | 100000 | 89351 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 10/15/44 *(a)* | 150000 | 128754 |
| **Ecolab, Inc.** | **Ecolab, Inc.** | **Ecolab, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.65%, 02/01/27 *(a)* | 100000 | 97543 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 12/01/27 *(a)* | 150000 | 148492 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 01/15/28 *(a)* | 100000 | 102783 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 06/15/28 *(a)* | 100000 | 101025 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 03/24/30 *(a)* | 100000 | 102916 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.30%, 01/30/31 *(a)* | 100000 | 86968 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.13%, 02/01/32 *(a)* | 150000 | 132878 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 09/01/35 *(a)* | 100000 | 102897 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 12/08/41  | 75000 | 77893 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 12/01/47 *(a)* | 75000 | 61501 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.13%, 08/15/50 *(a)* | 100000 | 56298 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 12/15/51 *(a)* | 150000 | 94734 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 08/18/55 *(a)* | 150000 | 92456 |
| **EIDP, Inc.** | **EIDP, Inc.** | **EIDP, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 05/15/32 *(a)* | 100000 | 103042 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 05/15/33 *(a)* | 150000 | 150871 |
| **Freeport-McMoRan, Inc.** | **Freeport-McMoRan, Inc.** | **Freeport-McMoRan, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 09/01/27 *(a)* | 150000 | 150268 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 03/01/28 *(a)* | 100000 | 99824 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 09/01/29 *(a)* | 100000 | 101679 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 03/01/30 *(a)* | 75000 | 74702 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 08/01/30 *(a)* | 200000 | 201306 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 11/14/34 *(a)* | 100000 | 103935 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 03/15/43 *(a)* | 300000 | 292491 |
| **Georgia-Pacific LLC** | **Georgia-Pacific LLC** | **Georgia-Pacific LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.75%, 11/15/29  | 75000 | 85090 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.88%, 05/15/31  | 100000 | 122102 |
| **Gerdau Trade, Inc.** | **Gerdau Trade, Inc.** | **Gerdau Trade, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 06/09/35 *(a)* | 120000 | 124200 |
| **International Flavors & Fragrances, Inc.** | **International Flavors & Fragrances, Inc.** | **International Flavors & Fragrances, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 09/26/28 *(a)* | 100000 | 100603 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 06/01/47 *(a)* | 75000 | 61346 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 09/26/48 *(a)* | 150000 | 134304 |
| **International Paper Co.** | **International Paper Co.** | **International Paper Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 09/15/35 *(a)* | 75000 | 75410 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.30%, 11/15/39  | 100000 | 117910 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 11/15/41 *(a)* | 100000 | 104205 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 06/15/44 *(a)* | 100000 | 90143 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 05/15/46 *(a)* | 100000 | 93425 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 08/15/47 *(a)* | 100000 | 83671 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 08/15/48 *(a)* | 100000 | 82481 |
| **Kinross Gold Corp.** | **Kinross Gold Corp.** | **Kinross Gold Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 07/15/27 *(a)* | 100000 | 100606 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 07/15/33 *(a)* | 100000 | 109812 |
| **Linde, Inc.** | **Linde, Inc.** | **Linde, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.10%, 08/10/30 *(a)* | 100000 | 87782 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 11/07/42 *(a)* | 100000 | 81453 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 08/10/50 *(a)* | 100000 | 54743 |
| **Lubrizol Corp.** | **Lubrizol Corp.** | **Lubrizol Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 10/01/34  | 75000 | 85399 |
| **LYB International Finance BV** | **LYB International Finance BV** | **LYB International Finance BV** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 07/15/43  | 150000 | 132212 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 03/15/44 *(a)* | 150000 | 126317 |
| **LYB International Finance II BV** | **LYB International Finance II BV** | **LYB International Finance II BV** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 03/02/27 *(a)* | 150000 | 149199 |
| **LYB International Finance III LLC** | **LYB International Finance III LLC** | **LYB International Finance III LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 10/01/30 *(a)* | 100000 | 89263 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 01/15/31 *(a)* | 90000 | 90356 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 05/15/33 *(a)* | 75000 | 76371 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 03/01/34 *(a)* | 150000 | 149782 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.15%, 05/15/35 *(a)* | 100000 | 103574 |

---

**22**

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 01/15/36 *(a)* | 180000 | 180787 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 10/01/40 *(a)* | 150000 | 110861 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 10/15/49 *(a)* | 200000 | 146818 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 05/01/50 *(a)* | 175000 | 127631 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 04/01/51 *(a)* | 175000 | 115260 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 10/01/60 *(a)* | 100000 | 63699 |
| **LyondellBasell Industries NV** | **LyondellBasell Industries NV** | **LyondellBasell Industries NV** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 02/26/55 *(a)* | 175000 | 134967 |
| **Mosaic Co.** | **Mosaic Co.** | **Mosaic Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 11/15/27 *(a)* | 100000 | 100013 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 11/15/28 *(a)* | 75000 | 77521 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 01/15/29 *(a)* | 90000 | 90339 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 11/15/30 *(a)* | 70000 | 70287 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 11/15/33 *(a)* | 75000 | 77729 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 11/15/41 *(a)* | 100000 | 91076 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 11/15/43 *(a)* | 100000 | 97429 |
| **NewMarket Corp.** | **NewMarket Corp.** | **NewMarket Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 03/18/31 *(a)* | 100000 | 91616 |
| **Newmont Corp.** | **Newmont Corp.** | **Newmont Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.60%, 07/15/32 *(a)* | 140000 | 127637 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 04/01/35  | 100000 | 108900 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 03/15/42 *(a)* | 80000 | 77438 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 06/09/44 *(a)* | 100000 | 100783 |
| **Newmont Corp./Newcrest Finance Pty. Ltd.** | **Newmont Corp./Newcrest Finance Pty. Ltd.** | **Newmont Corp./Newcrest Finance Pty. Ltd.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 05/13/30 *(a)* | 79000 | 76222 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 03/15/34 *(a)* | 200000 | 209918 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 05/13/50 *(a)* | 75000 | 62451 |
| **Nucor Corp.** | **Nucor Corp.** | **Nucor Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 05/01/28 *(a)* | 150000 | 150151 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 06/01/30 *(a)* | 150000 | 141156 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 06/01/30 *(a)* | 100000 | 102191 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 04/01/32 *(a)* | 100000 | 93209 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 06/01/35 *(a)* | 100000 | 102724 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.40%, 12/01/37  | 50000 | 56373 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 08/01/43 *(a)* | 75000 | 74126 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 04/01/52 *(a)* | 100000 | 77537 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.98%, 12/15/55 *(a)* | 200000 | 126668 |
| **Nutrien Ltd.** | **Nutrien Ltd.** | **Nutrien Ltd.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 12/15/26 *(a)* | 100000 | 99941 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 06/21/27 *(a)* | 100000 | 101705 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 03/27/28 *(a)* | 150000 | 152748 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 04/01/29 *(a)* | 100000 | 100030 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 05/13/30 *(a)* | 150000 | 142162 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 06/21/34 *(a)* | 100000 | 103743 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 03/15/35 *(a)* | 75000 | 70018 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 12/01/36  | 50000 | 53138 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 12/01/40  | 100000 | 101905 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.13%, 01/15/41 *(a)* | 45000 | 47680 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 06/01/43 *(a)* | 100000 | 91915 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 01/15/45 *(a)* | 125000 | 119133 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 04/01/49 *(a)* | 100000 | 91568 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 05/13/50 *(a)* | 150000 | 116520 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.80%, 03/27/53 *(a)* | 150000 | 153207 |
| **Packaging Corp. of America** | **Packaging Corp. of America** | **Packaging Corp. of America** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 12/15/27 *(a)* | 75000 | 74334 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 12/15/29 *(a)* | 150000 | 143838 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 08/15/35 *(a)* | 150000 | 153736 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.05%, 10/01/51 *(a)* | 150000 | 99150 |
| **PPG Industries, Inc.** | **PPG Industries, Inc.** | **PPG Industries, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 03/15/28 *(a)* | 100000 | 99745 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 08/15/29 *(a)* | 100000 | 95465 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.55%, 06/15/30 *(a)* | 100000 | 93268 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 03/15/31 *(a)* | 130000 | 130341 |
| **Rayonier LP** | **Rayonier LP** | **Rayonier LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 05/17/31 *(a)* | 75000 | 67933 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **Reliance, Inc.** | **Reliance, Inc.** | **Reliance, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.15%, 08/15/30 *(a)* | 200000 | 181426 |
| **Rio Tinto Alcan, Inc.** | **Rio Tinto Alcan, Inc.** | **Rio Tinto Alcan, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.25%, 03/15/31  | 100000 | 114735 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.13%, 12/15/33  | 150000 | 165520 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 06/01/35  | 75000 | 80681 |
| **Rio Tinto Finance USA Ltd.** | **Rio Tinto Finance USA Ltd.** | **Rio Tinto Finance USA Ltd.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.13%, 07/15/28  | 100000 | 107976 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 11/02/40  | 200000 | 202070 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 11/02/51 *(a)* | 250000 | 157920 |
| **Rio Tinto Finance USA PLC** | **Rio Tinto Finance USA PLC** | **Rio Tinto Finance USA PLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 03/12/27  | 100000 | 100718 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 03/14/28 *(a)* | 150000 | 151881 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 03/14/30 *(a)* | 300000 | 308856 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 03/14/32 *(a)* | 225000 | 232778 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 03/09/33 *(a)* | 150000 | 155019 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 03/14/35 *(a)* | 300000 | 311538 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 03/22/42 *(a)* | 100000 | 94690 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 08/21/42 *(a)* | 100000 | 87235 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 03/09/53 *(a)* | 200000 | 189952 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 03/14/55 *(a)* | 300000 | 310647 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 03/14/65 *(a)* | 150000 | 156945 |
| **RPM International, Inc.** | **RPM International, Inc.** | **RPM International, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 03/15/27 *(a)* | 50000 | 49762 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 03/01/29 *(a)* | 100000 | 101210 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 01/15/32 *(a)* | 75000 | 68399 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 06/01/45 *(a)* | 75000 | 72375 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 01/15/48 *(a)* | 25000 | 21004 |
| **Sherwin-Williams Co.** | **Sherwin-Williams Co.** | **Sherwin-Williams Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 06/01/27 *(a)* | 250000 | 247892 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 03/01/28 *(a)* | 75000 | 75812 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 08/15/28 *(a)* | 100000 | 100699 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 08/15/29 *(a)* | 100000 | 95955 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 05/15/30 *(a)* | 100000 | 92410 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 08/15/30 *(a)* | 100000 | 101077 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 09/01/31 *(a)* | 75000 | 77024 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.20%, 03/15/32 *(a)* | 75000 | 66077 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 08/15/35 *(a)* | 100000 | 102613 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 12/15/42 *(a)* | 50000 | 41944 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 08/01/45 *(a)* | 75000 | 65389 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 06/01/47 *(a)* | 250000 | 217370 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 08/15/49 *(a)* | 100000 | 76530 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 05/15/50 *(a)* | 100000 | 69648 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 03/15/52 *(a)* | 100000 | 63096 |
| **Smurfit Kappa Treasury ULC** | **Smurfit Kappa Treasury ULC** | **Smurfit Kappa Treasury ULC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 01/15/30 *(a)* | 200000 | 206834 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.44%, 04/03/34 *(a)* | 200000 | 207834 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.78%, 04/03/54 *(a)* | 200000 | 204094 |
| **Smurfit Westrock Financing DAC** | **Smurfit Westrock Financing DAC** | **Smurfit Westrock Financing DAC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.42%, 01/15/35 *(a)* | 200000 | 206922 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.19%, 01/15/36 *(a)* | 200000 | 202365 |
| **Southern Copper Corp.** | **Southern Copper Corp.** | **Southern Copper Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 07/27/35  | 150000 | 178191 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 04/16/40  | 200000 | 227166 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 11/08/42  | 250000 | 240375 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 04/23/45  | 250000 | 258655 |
| **Steel Dynamics, Inc.** | **Steel Dynamics, Inc.** | **Steel Dynamics, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 12/15/26 *(a)* | 100000 | 100076 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.65%, 10/15/27 *(a)* | 75000 | 71793 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 12/15/28 *(a)* | 120000 | 119753 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 04/15/30 *(a)* | 100000 | 96730 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 08/15/34 *(a)* | 125000 | 130331 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 05/15/35 *(a)* | 100000 | 102805 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 10/15/50 *(a)* | 75000 | 52202 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 05/15/55 *(a)* | 75000 | 76315 |

---

**23**

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **Suzano Austria GmbH** | **Suzano Austria GmbH** | **Suzano Austria GmbH** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 09/15/28 *(a)* | 100000 | 94525 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 01/15/29 *(a)* | 200000 | 206134 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 01/15/30 *(a)* | 200000 | 200870 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 01/15/31 *(a)* | 250000 | 235482 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 01/15/32 *(a)* | 200000 | 178870 |
| **Suzano Netherlands BV** | **Suzano Netherlands BV** | **Suzano Netherlands BV** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 01/15/36 *(a)* | 200000 | 198462 |
| **Vale Overseas Ltd.** | **Vale Overseas Ltd.** | **Vale Overseas Ltd.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 07/08/30 *(a)* | 300000 | 289542 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.13%, 06/12/33 *(a)* | 200000 | 214680 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.25%, 01/17/34  | 75000 | 90309 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.88%, 11/21/36  | 150000 | 170121 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.88%, 11/10/39  | 200000 | 227588 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.40%, 06/28/54 *(a)* | 275000 | 283134 |
| **Vale SA** | **Vale SA** | **Vale SA** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 09/11/42  | 100000 | 101437 |
| **Westlake Corp.** | **Westlake Corp.** | **Westlake Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 06/15/30 *(a)* | 100000 | 95381 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.55%, 11/15/35 *(a)* | 110000 | 110708 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 08/15/46 *(a)* | 100000 | 86332 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 11/15/47 *(a)* | 100000 | 78287 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 08/15/51 *(a)* | 125000 | 77175 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.38%, 11/15/55 *(a)* | 110000 | 110079 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 08/15/61 *(a)* | 100000 | 60252 |
| **WestRock MWV LLC** | **WestRock MWV LLC** | **WestRock MWV LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.20%, 01/15/30  | 100000 | 114467 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.95%, 02/15/31  | 50000 | 57806 |
| **Weyerhaeuser Co.** | **Weyerhaeuser Co.** | **Weyerhaeuser Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 11/15/29 *(a)* | 150000 | 148828 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 04/15/30 *(a)* | 150000 | 148378 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.38%, 03/15/32  | 100000 | 114238 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 03/09/33 *(a)* | 100000 | 91804 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 03/09/52 *(a)* | 75000 | 58678 |
| **WRKCo, Inc.** | **WRKCo, Inc.** | **WRKCo, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 03/15/28 *(a)* | 150000 | 149866 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 06/01/28 *(a)* | 100000 | 99439 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 03/15/29 *(a)* | 100000 | 102137 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 06/15/33 *(a)* | 150000 | 134316 |
| **Yamana Gold, Inc.** | **Yamana Gold, Inc.** | **Yamana Gold, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 08/15/31 *(a)(d)* | 50000 | 45027 |
|  |  | **33401509** |
| ***Capital Goods 1.3%***  | ***Capital Goods 1.3%***  | ***Capital Goods 1.3%***  |
| **3M Co.** | **3M Co.** | **3M Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 10/15/27 *(a)* | 100000 | 98232 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 09/14/28 *(a)* | 150000 | 149067 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 03/01/29 *(a)* | 200000 | 196304 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 08/26/29 *(a)* | 150000 | 141481 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 03/15/30 *(a)* | 100000 | 102643 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.05%, 04/15/30 *(a)* | 200000 | 191656 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 03/15/35 *(a)* | 100000 | 103460 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 03/15/37  | 100000 | 107108 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 06/15/44  | 75000 | 62309 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 09/19/46 *(a)* | 100000 | 70873 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 10/15/47 *(a)* | 75000 | 57444 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 09/14/48 *(a)* | 150000 | 122564 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 08/26/49 *(a)* | 200000 | 140934 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 04/15/50 *(a)* | 100000 | 76082 |
| **ABB Finance USA, Inc.** | **ABB Finance USA, Inc.** | **ABB Finance USA, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 04/03/28 *(a)* | 100000 | 100600 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 05/08/42  | 100000 | 91081 |
| **Acuity Brands Lighting, Inc.** | **Acuity Brands Lighting, Inc.** | **Acuity Brands Lighting, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.15%, 12/15/30 *(a)* | 100000 | 90643 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **AGCO Corp.** | **AGCO Corp.** | **AGCO Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 03/21/27 *(a)* | 75000 | 76016 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.80%, 03/21/34 *(a)* | 125000 | 130741 |
| **Allegion PLC** | **Allegion PLC** | **Allegion PLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 10/01/29 *(a)* | 100000 | 97221 |
| **Allegion U.S. Holding Co., Inc.** | **Allegion U.S. Holding Co., Inc.** | **Allegion U.S. Holding Co., Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 10/01/27 *(a)* | 75000 | 74275 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.41%, 07/01/32 *(a)* | 100000 | 104788 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 05/29/34 *(a)* | 75000 | 79053 |
| **Amcor Finance USA, Inc.** | **Amcor Finance USA, Inc.** | **Amcor Finance USA, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 05/15/28 *(a)* | 100000 | 100607 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 05/26/33 *(a)* | 75000 | 78751 |
| **Amcor Flexibles North America, Inc.** | **Amcor Flexibles North America, Inc.** | **Amcor Flexibles North America, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 03/17/28  | 150000 | 152184 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 03/17/30 *(a)* | 120000 | 123263 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 06/19/30 *(a)* | 100000 | 92916 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.69%, 05/25/31 *(a)* | 150000 | 137279 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 03/17/35 *(a)* | 200000 | 207536 |
| **Amphenol Corp.** | **Amphenol Corp.** | **Amphenol Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 04/05/27 *(a)* | 75000 | 76104 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 11/15/27  | 150000 | 149920 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 06/12/28 *(a)* | 140000 | 141490 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 11/15/28 *(a)* | 150000 | 150093 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 04/05/29 *(a)* | 75000 | 77357 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 06/01/29 *(a)* | 100000 | 101201 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 02/15/30 *(a)* | 150000 | 142689 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 11/15/30 *(a)* | 150000 | 149769 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.20%, 09/15/31 *(a)* | 200000 | 179186 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 02/15/33 *(a)* | 200000 | 199212 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 04/05/34 *(a)* | 100000 | 104737 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 01/15/35 *(a)* | 100000 | 102828 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 02/15/36 *(a)* | 300000 | 297357 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 11/15/54 *(a)* | 75000 | 74456 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 11/15/55 *(a)* | 300000 | 292509 |
| **Amrize Finance U.S. LLC** | **Amrize Finance U.S. LLC** | **Amrize Finance U.S. LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 04/07/27 *(d)* | 150000 | 150991 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 04/07/28 *(a)(d)* | 125000 | 126574 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 04/07/30 *(a)(d)* | 150000 | 154068 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 04/07/35 *(a)(d)* | 200000 | 207556 |
| **AptarGroup, Inc.** | **AptarGroup, Inc.** | **AptarGroup, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 03/30/31 *(a)* | 110000 | 111123 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 03/15/32 *(a)* | 100000 | 93660 |
| **Avery Dennison Corp.** | **Avery Dennison Corp.** | **Avery Dennison Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 04/30/30 *(a)* | 100000 | 93665 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 02/15/32 *(a)* | 100000 | 87808 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 03/15/33 *(a)* | 100000 | 106305 |
| **Berry Global, Inc.** | **Berry Global, Inc.** | **Berry Global, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 04/15/28 *(a)* | 100000 | 102932 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.80%, 06/15/31 *(a)* | 100000 | 105992 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 01/15/34 *(a)* | 150000 | 157353 |
| **Boeing Co.** | **Boeing Co.** | **Boeing Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 02/01/27 *(a)* | 200000 | 196654 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 03/01/27 *(a)* | 100000 | 98344 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.04%, 05/01/27 *(a)* | 300000 | 303054 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.26%, 05/01/27 *(a)* | 200000 | 205488 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 02/01/28 *(a)* | 250000 | 245585 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 03/01/28 *(a)* | 75000 | 73484 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 11/01/28 *(a)* | 50000 | 49091 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 03/01/29 *(a)* | 150000 | 145158 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.30%, 05/01/29 *(a)* | 250000 | 265960 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 02/01/30 *(a)* | 150000 | 142024 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 05/01/30 *(a)* | 800000 | 824936 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 02/01/31 *(a)* | 250000 | 240410 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.39%, 05/01/31 *(a)* | 175000 | 190701 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.13%, 02/15/33  | 75000 | 81547 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 05/01/34 *(a)* | 100000 | 91321 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.53%, 05/01/34 *(a)* | 475000 | 528395 |

---

**24**

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 02/01/35 *(a)* | 150000 | 131502 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.63%, 02/15/38  | 100000 | 112784 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 03/01/38 *(a)* | 100000 | 84736 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 03/01/39 *(a)* | 50000 | 41326 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.88%, 03/15/39  | 80000 | 90826 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 02/15/40  | 100000 | 104447 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.71%, 05/01/40 *(a)* | 550000 | 565669 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 06/15/46 *(a)* | 75000 | 53946 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 03/01/47 *(a)* | 50000 | 37013 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 03/01/48 *(a)* | 50000 | 36222 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 11/01/48 *(a)* | 100000 | 75030 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 05/01/49 *(a)* | 100000 | 75712 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 02/01/50 *(a)* | 250000 | 185605 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.81%, 05/01/50 *(a)* | 1000000 | 997520 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.86%, 05/01/54 *(a)* | 475000 | 541581 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.83%, 03/01/59 *(a)* | 50000 | 35343 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 08/01/59 *(a)* | 150000 | 108251 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.93%, 05/01/60 *(a)* | 625000 | 620644 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.01%, 05/01/64 *(a)* | 250000 | 286890 |
| **Carlisle Cos., Inc.** | **Carlisle Cos., Inc.** | **Carlisle Cos., Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 12/01/27 *(a)* | 150000 | 149263 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 03/01/30 *(a)* | 150000 | 141693 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.20%, 03/01/32 *(a)* | 100000 | 87370 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 09/15/35 *(a)* | 75000 | 76733 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.55%, 09/15/40 *(a)* | 100000 | 101811 |
| **Carrier Global Corp.** | **Carrier Global Corp.** | **Carrier Global Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.49%, 02/15/27 *(a)* | 56000 | 55000 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.72%, 02/15/30 *(a)* | 400000 | 376784 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 02/15/31 *(a)(d)* | 150000 | 138991 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.90%, 03/15/34 *(a)* | 200000 | 216092 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 04/05/40 *(a)* | 300000 | 244998 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.58%, 04/05/50 *(a)(d)* | 225000 | 168991 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.20%, 03/15/54 *(a)* | 87000 | 95550 |
| **Caterpillar Financial Services Corp.** | **Caterpillar Financial Services Corp.** | **Caterpillar Financial Services Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 01/07/27  | 100000 | 100852 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.70%, 01/08/27  | 100000 | 97806 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 08/12/27  | 150000 | 149695 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.10%, 09/14/27  | 150000 | 143326 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 10/15/27  | 150000 | 151795 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 11/15/27  | 200000 | 203274 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 08/15/28  | 220000 | 221632 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 11/14/28  | 190000 | 190520 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 02/27/29  | 100000 | 103006 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 08/16/29  | 200000 | 203374 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 11/15/29  | 200000 | 205758 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 01/08/30  | 100000 | 103760 |
| **Caterpillar, Inc.** | **Caterpillar, Inc.** | **Caterpillar, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.60%, 09/19/29 *(a)* | 100000 | 95487 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.60%, 04/09/30 *(a)* | 200000 | 189558 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.90%, 03/12/31 *(a)* | 100000 | 90307 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 05/15/35 *(a)* | 300000 | 314139 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 09/15/35  | 100000 | 105847 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.05%, 08/15/36  | 100000 | 112313 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 05/27/41  | 150000 | 153043 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 08/15/42  | 250000 | 212725 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 05/15/44 *(a)* | 100000 | 89281 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 09/19/49 *(a)* | 100000 | 72816 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 04/09/50 *(a)* | 150000 | 109352 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 05/15/55 *(a)* | 100000 | 102803 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 05/15/64 *(a)* | 100000 | 90253 |
| **CNH Industrial Capital LLC** | **CNH Industrial Capital LLC** | **CNH Industrial Capital LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 10/08/27 *(a)* | 100000 | 100757 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 04/10/28 *(a)* | 100000 | 100882 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 01/12/29 *(a)* | 100000 | 103637 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 04/20/29 *(a)* | 100000 | 102587 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 10/16/30 *(a)* | 90000 | 90282 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **CNH Industrial NV** | **CNH Industrial NV** | **CNH Industrial NV** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 11/15/27 *(a)* | 100000 | 99667 |
| **CRH America Finance, Inc.** | **CRH America Finance, Inc.** | **CRH America Finance, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 02/09/31 *(a)* | 200000 | 200488 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 05/21/34 *(a)* | 200000 | 208780 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 01/09/35 *(a)* | 200000 | 210010 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 02/09/36 *(a)* | 200000 | 202112 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 01/09/55 *(a)* | 100000 | 104435 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 02/09/56 *(a)* | 50000 | 50235 |
| **CRH SMW Finance DAC** | **CRH SMW Finance DAC** | **CRH SMW Finance DAC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 05/21/29 *(a)* | 200000 | 206712 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 01/09/30 *(a)* | 200000 | 206356 |
| **Deere & Co.** | **Deere & Co.** | **Deere & Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 10/16/29  | 112000 | 118241 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 04/15/30 *(a)* | 150000 | 145000 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.13%, 03/03/31  | 75000 | 85376 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 01/16/35 *(a)* | 200000 | 212768 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 06/09/42 *(a)* | 200000 | 174502 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 09/07/49 *(a)* | 100000 | 68404 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 04/15/50 *(a)* | 150000 | 119799 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 01/19/55 *(a)* | 100000 | 105775 |
| **Deere Funding Canada Corp.** | **Deere Funding Canada Corp.** | **Deere Funding Canada Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 10/09/30 *(a)* | 100000 | 100124 |
| **Dover Corp.** | **Dover Corp.** | **Dover Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 03/01/41 *(a)* | 100000 | 101248 |
| **Eagle Materials, Inc.** | **Eagle Materials, Inc.** | **Eagle Materials, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 07/01/31 *(a)* | 150000 | 136476 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 03/15/36 *(a)* | 130000 | 128723 |
| **Eaton Capital ULC** | **Eaton Capital ULC** | **Eaton Capital ULC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 05/09/30 *(a)* | 200000 | 202492 |
| **Eaton Corp.** | **Eaton Corp.** | **Eaton Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 09/15/27 *(a)* | 100000 | 98861 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 05/18/28 *(a)* | 100000 | 101202 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 11/02/32  | 96000 | 94712 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 03/15/33 *(a)* | 250000 | 247710 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 11/02/42  | 150000 | 132630 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.92%, 09/15/47 *(a)* | 100000 | 82093 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 08/23/52 *(a)* | 100000 | 91166 |
| **Embraer Netherlands Finance BV** | **Embraer Netherlands Finance BV** | **Embraer Netherlands Finance BV** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.98%, 02/11/35 *(a)* | 125000 | 132821 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 01/09/38 *(a)* | 180000 | 178603 |
| **Emerson Electric Co.** | **Emerson Electric Co.** | **Emerson Electric Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.80%, 10/15/27 *(a)* | 150000 | 144816 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 12/21/28 *(a)* | 200000 | 189490 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.95%, 10/15/30 *(a)* | 75000 | 68276 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.20%, 12/21/31 *(a)* | 200000 | 179086 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 03/15/35 *(a)* | 75000 | 77702 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 11/15/39  | 50000 | 51875 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 10/15/50 *(a)* | 100000 | 65431 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 12/21/51 *(a)* | 200000 | 130398 |
| **Ferguson Enterprises, Inc.** | **Ferguson Enterprises, Inc.** | **Ferguson Enterprises, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 03/15/31 *(a)* | 130000 | 129992 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 10/03/34 *(a)* | 125000 | 126839 |
| **Flowserve Corp.** | **Flowserve Corp.** | **Flowserve Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 10/01/30 *(a)* | 150000 | 143406 |
| **Fortive Corp.** | **Fortive Corp.** | **Fortive Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 06/15/46 *(a)* | 80000 | 67534 |
| **Fortune Brands Innovations, Inc.** | **Fortune Brands Innovations, Inc.** | **Fortune Brands Innovations, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 09/15/29 *(a)* | 100000 | 96385 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 03/25/32 *(a)* | 100000 | 96040 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 06/01/33 *(a)* | 100000 | 106201 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 03/25/52 *(a)* | 100000 | 81992 |
| **GE Capital Funding LLC** | **GE Capital Funding LLC** | **GE Capital Funding LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 05/15/32 *(a)* | 200000 | 203282 |

---

**25**

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **GE Capital International Funding Co. Unlimited Co.** | **GE Capital International Funding Co. Unlimited Co.** | **GE Capital International Funding Co. Unlimited Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.42%, 11/15/35  | 200000 | 197682 |
| **General Dynamics Corp.** | **General Dynamics Corp.** | **General Dynamics Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 04/01/27 *(a)* | 100000 | 99759 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 05/15/28 *(a)* | 300000 | 300513 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 04/01/30 *(a)* | 150000 | 147907 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 06/01/31 *(a)* | 100000 | 91106 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 08/15/35 *(a)* | 100000 | 102872 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 04/01/40 *(a)* | 100000 | 93042 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 06/01/41 *(a)* | 100000 | 76261 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 11/15/42 *(a)* | 150000 | 124038 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 04/01/50 *(a)* | 150000 | 129944 |
| **General Electric Co.** | **General Electric Co.** | **General Electric Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 07/29/30 *(a)* | 180000 | 182111 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 03/15/32  | 200000 | 228190 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 01/29/36 *(a)* | 180000 | 184703 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 01/14/38  | 200000 | 219858 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.88%, 01/10/39  | 100000 | 119357 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 03/11/44  | 100000 | 91761 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 05/01/50 *(a)* | 100000 | 87393 |
| **HEICO Corp.** | **HEICO Corp.** | **HEICO Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 08/01/28 *(a)* | 100000 | 103119 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 08/01/33 *(a)* | 100000 | 104683 |
| **Hexcel Corp.** | **Hexcel Corp.** | **Hexcel Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 02/15/27 *(a)* | 200000 | 199216 |
| **Honeywell International, Inc.** | **Honeywell International, Inc.** | **Honeywell International, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.10%, 03/01/27 *(a)* | 200000 | 193378 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 07/30/27 *(a)* | 200000 | 202548 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 02/15/28 *(a)* | 100000 | 102351 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 01/15/29 *(a)* | 200000 | 201892 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 08/15/29 *(a)* | 150000 | 143511 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 09/01/29 *(a)* | 100000 | 103158 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 02/01/30 *(a)* | 200000 | 204854 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.95%, 06/01/30 *(a)* | 200000 | 182728 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 09/01/31 *(a)* | 250000 | 219205 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 09/01/31 *(a)* | 100000 | 104120 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 02/01/32 *(a)* | 200000 | 204998 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 02/15/33 *(a)* | 225000 | 233413 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 01/15/34 *(a)* | 200000 | 199534 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 03/01/35 *(a)* | 200000 | 205342 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 03/15/36  | 100000 | 107452 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 03/15/37  | 100000 | 107464 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 03/01/41  | 75000 | 78149 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.81%, 11/21/47 *(a)* | 100000 | 80178 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 06/01/50 *(a)* | 150000 | 99411 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 03/01/54 *(a)* | 300000 | 290838 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 03/01/64 *(a)* | 100000 | 97647 |
| **Howmet Aerospace, Inc.** | **Howmet Aerospace, Inc.** | **Howmet Aerospace, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.90%, 02/01/27  | 100000 | 102434 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 01/15/28  | 100000 | 105684 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 01/15/29 *(a)* | 100000 | 97072 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 10/15/31 *(a)* | 100000 | 103141 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 11/15/32 *(a)* | 90000 | 90891 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 02/01/37  | 100000 | 109472 |
| **Hubbell, Inc.** | **Hubbell, Inc.** | **Hubbell, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 02/15/28 *(a)* | 100000 | 99143 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 03/15/31 *(a)* | 100000 | 91286 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 11/15/35 *(a)* | 70000 | 70146 |
| **Huntington Ingalls Industries, Inc.** | **Huntington Ingalls Industries, Inc.** | **Huntington Ingalls Industries, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.48%, 12/01/27 *(a)* | 100000 | 98759 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.04%, 08/16/28 *(a)* | 100000 | 94566 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 01/15/30 *(a)* | 100000 | 103625 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 05/01/30 *(a)* | 100000 | 99161 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 01/15/35 *(a)* | 100000 | 106122 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **IDEX Corp.** | **IDEX Corp.** | **IDEX Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 09/01/29 *(a)* | 75000 | 76838 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 05/01/30 *(a)* | 100000 | 94882 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 06/15/31 *(a)* | 75000 | 68752 |
| **Illinois Tool Works, Inc.** | **Illinois Tool Works, Inc.** | **Illinois Tool Works, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 09/01/42 *(a)* | 300000 | 257154 |
| **Ingersoll Rand, Inc.** | **Ingersoll Rand, Inc.** | **Ingersoll Rand, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 06/15/27 *(a)* | 150000 | 152464 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 08/14/28 *(a)* | 75000 | 77628 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.18%, 06/15/29 *(a)* | 150000 | 155499 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.31%, 06/15/31 *(a)* | 75000 | 78795 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 08/14/33 *(a)* | 200000 | 213706 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 06/15/34 *(a)* | 150000 | 157083 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 06/15/54 *(a)* | 100000 | 101930 |
| **John Deere Capital Corp.** | **John Deere Capital Corp.** | **John Deere Capital Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 01/08/27  | 200000 | 201604 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.70%, 01/11/27  | 100000 | 97779 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 03/05/27  | 100000 | 101330 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 03/09/27  | 200000 | 194930 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 06/11/27  | 150000 | 152617 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 07/15/27  | 200000 | 201368 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 09/15/27  | 200000 | 201386 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.05%, 01/06/28  | 50000 | 49409 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 01/07/28  | 100000 | 101755 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 01/20/28  | 200000 | 204018 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 03/03/28  | 100000 | 102431 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 03/06/28  | 150000 | 142566 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 06/05/28  | 130000 | 131453 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 07/14/28  | 250000 | 257005 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 01/16/29  | 150000 | 152631 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 03/07/29  | 100000 | 98837 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 04/18/29  | 100000 | 98338 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 06/11/29  | 150000 | 154624 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 07/18/29  | 150000 | 144373 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 10/11/29  | 100000 | 103797 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 01/09/30  | 100000 | 94599 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 06/05/30  | 150000 | 152971 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 06/10/30  | 200000 | 205828 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 10/15/30  | 110000 | 111529 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.45%, 01/15/31  | 100000 | 88386 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 03/07/31  | 150000 | 155475 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 06/17/31  | 100000 | 89796 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 09/08/31  | 200000 | 202576 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 06/07/32  | 100000 | 98515 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 09/15/32  | 150000 | 151270 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 09/08/33  | 175000 | 184105 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 04/11/34  | 150000 | 156442 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 06/12/34  | 150000 | 155959 |
| **Johnson Controls International PLC** | **Johnson Controls International PLC** | **Johnson Controls International PLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 01/15/36  | 50000 | 54879 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 07/02/44 *(a)* | 95000 | 85467 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 02/15/47 *(a)* | 100000 | 87647 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 07/02/64 *(a)(e)* | 75000 | 65984 |
| **Johnson Controls International PLC/Tyco Fire & Security Finance SCA** | **Johnson Controls International PLC/Tyco Fire & Security Finance SCA** | **Johnson Controls International PLC/Tyco Fire & Security Finance SCA** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 04/19/29 *(a)* | 125000 | 130445 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 09/15/30 *(a)* | 150000 | 134246 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 09/16/31 *(a)* | 100000 | 88302 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 12/01/32 *(a)* | 100000 | 102433 |
| **Kennametal, Inc.** | **Kennametal, Inc.** | **Kennametal, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 06/15/28 *(a)* | 100000 | 100745 |
| **L3Harris Technologies, Inc.** | **L3Harris Technologies, Inc.** | **L3Harris Technologies, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 12/15/26 *(a)* | 75000 | 74893 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 01/15/27  | 225000 | 228406 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 06/15/28 *(a)* | 300000 | 302319 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 06/01/29 *(a)* | 150000 | 154503 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 12/15/29 *(a)* | 50000 | 47642 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.80%, 01/15/31 *(a)* | 100000 | 88625 |

---

**26**

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 06/01/31 *(a)* | 150000 | 156637 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 07/31/33 *(a)* | 275000 | 288879 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 06/01/34 *(a)* | 150000 | 156268 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.15%, 12/15/40  | 95000 | 104646 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 04/27/45 *(a)* | 100000 | 96727 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 07/31/53 *(a)* | 100000 | 100997 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 08/15/54 *(a)* | 100000 | 99875 |
| **Leggett & Platt, Inc.** | **Leggett & Platt, Inc.** | **Leggett & Platt, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 11/15/27 *(a)* | 100000 | 98107 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 03/15/29 *(a)* | 100000 | 98380 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 11/15/51 *(a)* | 100000 | 65144 |
| **Lennox International, Inc.** | **Lennox International, Inc.** | **Lennox International, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.70%, 08/01/27 *(a)* | 75000 | 72191 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 09/15/28 *(a)* | 100000 | 103585 |
| **Lockheed Martin Corp.** | **Lockheed Martin Corp.** | **Lockheed Martin Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 11/15/27 *(a)* | 150000 | 153534 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 05/15/28 *(a)* | 100000 | 101335 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 08/15/28 *(a)* | 90000 | 90634 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 02/15/29 *(a)* | 100000 | 101707 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.85%, 06/15/30 *(a)* | 100000 | 90947 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 08/15/30 *(a)* | 130000 | 131795 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 12/15/31 *(a)* | 125000 | 128570 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 06/15/32 *(a)* | 150000 | 147457 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 01/15/33 *(a)* | 150000 | 158551 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 02/15/34 *(a)* | 150000 | 152656 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 08/15/34 *(a)* | 100000 | 101892 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 03/01/35 *(a)* | 100000 | 93017 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 08/15/35 *(a)* | 130000 | 133600 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 05/15/36 *(a)* | 125000 | 123585 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.15%, 09/01/36  | 100000 | 112245 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.72%, 06/01/40  | 100000 | 108223 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.07%, 12/15/42  | 200000 | 173858 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 03/01/45 *(a)* | 150000 | 122633 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 05/15/46 *(a)* | 250000 | 229822 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 06/15/50 *(a)* | 150000 | 97428 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.09%, 09/15/52 *(a)* | 288000 | 233824 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 06/15/53 *(a)* | 150000 | 122502 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 11/15/54 *(a)* | 150000 | 154866 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 02/15/55 *(a)* | 225000 | 216355 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 06/15/62 *(a)* | 125000 | 101428 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.90%, 11/15/63 *(a)* | 150000 | 158536 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 02/15/64 *(a)* | 100000 | 94667 |
| **Martin Marietta Materials, Inc.** | **Martin Marietta Materials, Inc.** | **Martin Marietta Materials, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 06/01/27 *(a)* | 50000 | 49667 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 12/15/27 *(a)* | 50000 | 49539 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 03/15/30 *(a)* | 100000 | 93303 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 07/15/31 *(a)* | 200000 | 180966 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 12/01/34 *(a)* | 125000 | 128556 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 12/15/47 *(a)* | 100000 | 84178 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 07/15/51 *(a)* | 150000 | 103118 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 12/01/54 *(a)* | 125000 | 124435 |
| **Masco Corp.** | **Masco Corp.** | **Masco Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 02/15/28 *(a)* | 100000 | 94373 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 10/01/30 *(a)* | 100000 | 89794 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 02/15/31 *(a)* | 125000 | 110941 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 05/15/47 *(a)* | 100000 | 86667 |
| **Mohawk Industries, Inc.** | **Mohawk Industries, Inc.** | **Mohawk Industries, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 05/15/30 *(a)* | 160000 | 155291 |
| **Nordson Corp.** | **Nordson Corp.** | **Nordson Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 12/15/29 *(a)* | 150000 | 150921 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.80%, 09/15/33 *(a)* | 100000 | 107047 |
| **Northrop Grumman Corp.** | **Northrop Grumman Corp.** | **Northrop Grumman Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 02/01/27 *(a)* | 100000 | 99175 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 01/15/28 *(a)* | 375000 | 369604 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 02/01/29 *(a)* | 150000 | 152796 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 05/01/30 *(a)* | 150000 | 151747 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 07/15/30 *(a)* | 75000 | 76554 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 03/15/33 *(a)* | 250000 | 253950 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 06/01/34 *(a)* | 150000 | 153060 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 07/15/35 *(a)* | 75000 | 78333 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 05/01/40 *(a)* | 100000 | 100667 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 11/15/40  | 100000 | 99688 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 06/01/43  | 150000 | 139998 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 04/15/45 *(a)* | 75000 | 61243 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.03%, 10/15/47 *(a)* | 400000 | 328036 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 05/01/50 *(a)* | 200000 | 193282 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 03/15/53 *(a)* | 150000 | 137936 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 06/01/54 *(a)* | 200000 | 191286 |
| **nVent Finance SARL** | **nVent Finance SARL** | **nVent Finance SARL** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 04/15/28 *(a)* | 150000 | 151018 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 05/15/33 *(a)* | 100000 | 105008 |
| **Oshkosh Corp.** | **Oshkosh Corp.** | **Oshkosh Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 03/01/30 *(a)* | 100000 | 95672 |
| **Otis Worldwide Corp.** | **Otis Worldwide Corp.** | **Otis Worldwide Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.29%, 04/05/27 *(a)* | 100000 | 97833 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 08/16/28 *(a)* | 100000 | 103206 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.57%, 02/15/30 *(a)* | 250000 | 234232 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 11/19/31 *(a)* | 125000 | 130196 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 09/04/35 *(a)* | 90000 | 91993 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.11%, 02/15/40 *(a)* | 175000 | 138269 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.36%, 02/15/50 *(a)* | 125000 | 89838 |
| **Owens Corning** | **Owens Corning** | **Owens Corning** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 06/15/27 *(a)* | 100000 | 102059 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 08/15/29 *(a)* | 100000 | 99320 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 02/15/30 *(a)* | 75000 | 72755 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 06/01/30 *(a)* | 100000 | 98269 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 06/15/34 *(a)* | 150000 | 158418 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 12/01/36  | 25000 | 28768 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 07/15/47 *(a)* | 100000 | 82400 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 01/30/48 *(a)* | 100000 | 83245 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 06/15/54 *(a)* | 125000 | 128468 |
| **Parker-Hannifin Corp.** | **Parker-Hannifin Corp.** | **Parker-Hannifin Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 03/01/27 *(a)* | 100000 | 99271 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 09/15/27 *(a)* | 200000 | 201432 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 06/14/29 *(a)* | 150000 | 146466 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 09/15/29 *(a)* | 200000 | 203400 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 11/21/34 *(a)* | 100000 | 97949 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 05/15/38  | 50000 | 56409 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 11/21/44 *(a)* | 100000 | 89485 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 03/01/47 *(a)* | 100000 | 84387 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 06/14/49 *(a)* | 200000 | 163846 |
| **Pentair Finance SARL** | **Pentair Finance SARL** | **Pentair Finance SARL** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 07/01/29 *(a)* | 75000 | 75617 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.90%, 07/15/32 *(a)* | 50000 | 53223 |
| **Precision Castparts Corp.** | **Precision Castparts Corp.** | **Precision Castparts Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 01/15/43 *(a)* | 100000 | 85125 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 06/15/45 *(a)* | 100000 | 89387 |
| **Regal Rexnord Corp.** | **Regal Rexnord Corp.** | **Regal Rexnord Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.05%, 04/15/28 *(a)* | 200000 | 207102 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.30%, 02/15/30 *(a)* | 200000 | 212580 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.40%, 04/15/33 *(a)* | 200000 | 215686 |
| **Republic Services, Inc.** | **Republic Services, Inc.** | **Republic Services, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 11/15/27 *(a)* | 150000 | 148834 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 05/15/28 *(a)* | 100000 | 100242 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 04/01/29 *(a)* | 100000 | 102754 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 11/15/29 *(a)* | 150000 | 155955 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 03/01/30 *(a)* | 200000 | 186316 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.45%, 02/15/31 *(a)* | 150000 | 131309 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 02/15/32 *(a)* | 100000 | 86590 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 03/15/33 *(a)* | 100000 | 87867 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 12/15/33 *(a)* | 100000 | 104083 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 04/01/34 *(a)* | 150000 | 155175 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 11/15/34 *(a)* | 100000 | 104429 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 03/15/35 *(a)* | 150000 | 156349 |

---

**27**

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.20%, 03/01/40  | 100000 | 111777 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 05/15/41 *(a)* | 75000 | 78905 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.05%, 03/01/50 *(a)* | 50000 | 34651 |
| **Rockwell Automation, Inc.** | **Rockwell Automation, Inc.** | **Rockwell Automation, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 03/01/29 *(a)* | 100000 | 98540 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 08/15/31 *(a)* | 100000 | 88080 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 03/01/49 *(a)* | 100000 | 84905 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 08/15/61 *(a)* | 100000 | 59591 |
| **RTX Corp.** | **RTX Corp.** | **RTX Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 03/15/27 *(a)* | 200000 | 198890 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 05/04/27 *(a)* | 200000 | 197664 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.20%, 08/15/27  | 75000 | 78938 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 11/16/28 *(a)* | 550000 | 551925 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 01/15/29 *(a)* | 100000 | 105034 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 09/15/29  | 100000 | 111815 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 07/01/30 *(a)* | 150000 | 138411 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 03/15/31 *(a)* | 175000 | 189360 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.90%, 09/01/31 *(a)* | 200000 | 176146 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 03/15/32 *(a)* | 200000 | 178786 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 02/27/33 *(a)* | 200000 | 208602 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.10%, 03/15/34 *(a)* | 275000 | 303614 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 05/01/35  | 75000 | 79477 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.05%, 06/01/36  | 100000 | 109990 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.13%, 07/15/38  | 100000 | 110996 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 11/16/38 *(a)* | 175000 | 166605 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 04/15/40  | 100000 | 106421 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 10/15/40 *(d)* | 75000 | 73516 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 12/15/41  | 100000 | 94382 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 06/01/42  | 675000 | 616741 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 12/15/43 *(a)* | 50000 | 46866 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 05/15/45 *(a)* | 175000 | 148475 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 11/01/46 *(a)* | 175000 | 137988 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 04/15/47 *(a)* | 150000 | 129401 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 05/04/47 *(a)* | 100000 | 82387 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 11/16/48 *(a)* | 300000 | 266781 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 07/01/50 *(a)* | 200000 | 137138 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.82%, 09/01/51 *(a)* | 200000 | 127776 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.03%, 03/15/52 *(a)* | 200000 | 133004 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 02/27/53 *(a)* | 200000 | 196164 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.40%, 03/15/54 *(a)* | 300000 | 336423 |
| **Snap-on, Inc.** | **Snap-on, Inc.** | **Snap-on, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 03/01/48 *(a)* | 100000 | 84239 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 05/01/50 *(a)* | 100000 | 69775 |
| **Sonoco Products Co.** | **Sonoco Products Co.** | **Sonoco Products Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 09/01/29 *(a)* | 100000 | 100927 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 05/01/30 *(a)* | 100000 | 94848 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 02/01/32 *(a)* | 100000 | 90508 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 09/01/34 *(a)* | 150000 | 149250 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 11/01/40 *(a)* | 100000 | 102041 |
| **Stanley Black & Decker, Inc.** | **Stanley Black & Decker, Inc.** | **Stanley Black & Decker, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 03/06/28 *(a)* | 100000 | 103751 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 11/15/28 *(a)* | 75000 | 75125 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 03/15/30 *(a)* | 200000 | 182828 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 05/15/32 *(a)* | 75000 | 67877 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 09/01/40  | 100000 | 98798 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 11/15/48 *(a)* | 75000 | 66313 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 11/15/50 *(a)* | 100000 | 60182 |
| **Textron, Inc.** | **Textron, Inc.** | **Textron, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 03/01/28 *(a)* | 100000 | 98371 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 09/17/29 *(a)* | 75000 | 74045 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 06/01/30 *(a)* | 100000 | 94955 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 03/15/31 *(a)* | 150000 | 136374 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.10%, 11/15/33 *(a)* | 75000 | 81507 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 05/15/35 *(a)* | 75000 | 78305 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 03/15/36 *(a)* | 100000 | 100118 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **Timken Co.** | **Timken Co.** | **Timken Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 12/15/28 *(a)* | 100000 | 100663 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 04/01/32 *(a)* | 100000 | 96560 |
| **Trane Technologies Financing Ltd.** | **Trane Technologies Financing Ltd.** | **Trane Technologies Financing Ltd.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 03/21/29 *(a)* | 100000 | 99358 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 03/03/33 *(a)* | 200000 | 209348 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 06/13/34 *(a)* | 100000 | 103424 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 03/21/49 *(a)* | 75000 | 65737 |
| **Trane Technologies Holdco, Inc.** | **Trane Technologies Holdco, Inc.** | **Trane Technologies Holdco, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 08/21/28 *(a)* | 100000 | 99625 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 06/15/43  | 100000 | 105899 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 02/21/48 *(a)* | 75000 | 64495 |
| **Tyco Electronics Group SA** | **Tyco Electronics Group SA** | **Tyco Electronics Group SA** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 08/15/27 *(a)* | 100000 | 98961 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 02/09/31 *(a)* | 100000 | 101370 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 02/04/32 *(a)* | 100000 | 90183 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 05/09/35 *(a)* | 100000 | 101742 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.13%, 10/01/37  | 100000 | 118699 |
| **Valmont Industries, Inc.** | **Valmont Industries, Inc.** | **Valmont Industries, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 10/01/44 *(a)* | 100000 | 94539 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 10/01/54 *(a)* | 75000 | 71553 |
| **Veralto Corp.** | **Veralto Corp.** | **Veralto Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 09/18/28 *(a)* | 100000 | 103293 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 09/18/33 *(a)* | 175000 | 183909 |
| **Vontier Corp.** | **Vontier Corp.** | **Vontier Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 04/01/31 *(a)* | 100000 | 91582 |
| **Vulcan Materials Co.** | **Vulcan Materials Co.** | **Vulcan Materials Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 04/01/27 *(a)* | 150000 | 149844 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 06/01/30 *(a)* | 50000 | 48583 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 12/01/34 *(a)* | 125000 | 130319 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 06/15/47 *(a)* | 150000 | 131717 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 03/01/48 *(a)* | 100000 | 89613 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 12/01/54 *(a)* | 100000 | 102053 |
| **Waste Connections, Inc.** | **Waste Connections, Inc.** | **Waste Connections, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 12/01/28 *(a)* | 100000 | 100867 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 05/01/29 *(a)* | 100000 | 98656 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.60%, 02/01/30 *(a)* | 150000 | 141786 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 06/01/32 *(a)* | 100000 | 93441 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 01/15/33 *(a)* | 125000 | 123440 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 03/01/34 *(a)* | 150000 | 153927 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.05%, 04/01/50 *(a)* | 100000 | 68303 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 01/15/52 *(a)* | 200000 | 132024 |
| **Waste Management, Inc.** | **Waste Management, Inc.** | **Waste Management, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 07/03/27 *(a)* | 150000 | 152551 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 11/15/27 *(a)* | 200000 | 197486 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.15%, 03/15/28 *(a)* | 100000 | 94182 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 03/15/28 *(a)* | 150000 | 152125 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 01/15/29 *(a)* | 100000 | 99833 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 02/15/29 *(a)* | 150000 | 154215 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 02/15/30 *(a)* | 150000 | 153235 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 03/15/30 *(a)* | 125000 | 127938 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 03/15/31 *(a)* | 150000 | 131291 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 07/03/31 *(a)* | 125000 | 129938 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 03/15/32 *(a)* | 125000 | 128578 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 04/15/32 *(a)* | 200000 | 199296 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 02/15/33 *(a)* | 100000 | 101904 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 02/15/34 *(a)* | 250000 | 257970 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 03/15/35 *(a)* | 250000 | 256340 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 06/01/41 *(a)* | 75000 | 57662 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 03/01/45 *(a)* | 112000 | 95911 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 07/15/49 *(a)* | 100000 | 84062 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 11/15/50 *(a)* | 100000 | 61224 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 10/15/54 *(a)* | 200000 | 198736 |
| **Westinghouse Air Brake Technologies Corp.** | **Westinghouse Air Brake Technologies Corp.** | **Westinghouse Air Brake Technologies Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 09/15/28 *(a)(f)* | 250000 | 253107 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 05/29/30 *(a)* | 100000 | 102542 |

---

**28**

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.61%, 03/11/34 *(a)* | 75000 | 79632 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 05/29/35 *(a)* | 100000 | 104833 |
| **WW Grainger, Inc.** | **WW Grainger, Inc.** | **WW Grainger, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 09/15/34 *(a)* | 100000 | 99922 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 06/15/45 *(a)* | 100000 | 91820 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 05/15/47 *(a)* | 200000 | 170900 |
| **Xylem, Inc.** | **Xylem, Inc.** | **Xylem, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.95%, 01/30/28 *(a)* | 100000 | 96061 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 01/30/31 *(a)* | 150000 | 136628 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 11/01/46 *(a)* | 50000 | 43153 |
|  |  | **73420190** |
| ***Communications 1.8%***  | ***Communications 1.8%***  | ***Communications 1.8%***  |
| **America Movil SAB de CV** | **America Movil SAB de CV** | **America Movil SAB de CV** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 04/22/29 *(a)* | 200000 | 196434 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 05/07/30 *(a)* | 200000 | 188970 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 07/21/32 *(a)* | 200000 | 202304 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 01/20/33 *(a)* | 200000 | 204652 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.38%, 03/01/35  | 200000 | 222258 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.13%, 03/30/40  | 430000 | 464714 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 07/16/42  | 200000 | 176570 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 04/22/49 *(a)* | 200000 | 171246 |
| **American Tower Corp.** | **American Tower Corp.** | **American Tower Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 01/15/27 *(a)* | 150000 | 147873 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 01/15/27 *(a)* | 130000 | 128653 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 03/15/27 *(a)* | 150000 | 149082 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 07/15/27 *(a)* | 175000 | 173547 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 01/15/28 *(a)* | 100000 | 99013 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 01/31/28 *(a)* | 100000 | 94677 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 03/15/28 *(a)* | 100000 | 102941 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 07/15/28 *(a)* | 100000 | 102779 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.80%, 11/15/28 *(a)* | 150000 | 156718 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 02/15/29 *(a)* | 75000 | 77203 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 03/15/29 *(a)* | 100000 | 99207 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 08/15/29 *(a)* | 350000 | 344900 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 01/15/30 *(a)* | 150000 | 142085 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 01/31/30 *(a)* | 100000 | 102500 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 03/15/30 *(a)* | 100000 | 102375 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.10%, 06/15/30 *(a)* | 100000 | 90925 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.88%, 10/15/30 *(a)* | 150000 | 133895 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 04/15/31 *(a)* | 100000 | 91836 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 09/15/31 *(a)* | 100000 | 89204 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 03/15/32 *(a)* | 150000 | 146297 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 03/15/33 *(a)* | 150000 | 158523 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.55%, 07/15/33 *(a)* | 200000 | 210148 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.90%, 11/15/33 *(a)* | 150000 | 161034 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 02/15/34 *(a)* | 175000 | 182511 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 01/31/35 *(a)* | 100000 | 103644 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 03/15/35 *(a)* | 100000 | 103161 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 10/15/49 *(a)* | 100000 | 75054 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 06/15/50 *(a)* | 200000 | 134516 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 01/15/51 *(a)* | 150000 | 97277 |
| **AppLovin Corp.** | **AppLovin Corp.** | **AppLovin Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 12/01/29 *(a)* | 200000 | 204808 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 12/01/31 *(a)* | 200000 | 208070 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 12/01/34 *(a)* | 150000 | 155362 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 12/01/54 *(a)* | 100000 | 100709 |
| **AT&T, Inc.** | **AT&T, Inc.** | **AT&T, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 02/15/27 *(a)* | 150000 | 149595 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 03/01/27 *(a)* | 300000 | 300702 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 06/01/27 *(a)* | 300000 | 292497 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.65%, 02/01/28 *(a)* | 400000 | 380444 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 02/15/28 *(a)* | 327000 | 327209 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 03/01/29 *(a)* | 575000 | 578507 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 02/15/30 *(a)* | 547000 | 550222 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 08/15/30 *(a)* | 250000 | 254915 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 06/01/31 *(a)* | 550000 | 507199 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 02/01/32 *(a)* | 450000 | 397075 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 11/01/32 *(a)* | 200000 | 200416 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.55%, 12/01/33 *(a)* | 707000 | 606818 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 02/15/34 *(a)* | 500000 | 522695 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 05/15/35 *(a)* | 475000 | 461719 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 08/15/35 *(a)* | 200000 | 207090 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 11/01/35 *(a)* | 220000 | 219463 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 03/01/37 *(a)* | 175000 | 179238 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 08/15/37 *(a)* | 150000 | 147854 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.30%, 01/15/38  | 100000 | 109798 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.55%, 02/15/39  | 75000 | 84014 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 03/01/39 *(a)* | 200000 | 192838 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 08/15/40 *(a)* | 50000 | 52835 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 09/01/40  | 150000 | 149633 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.38%, 03/01/41  | 100000 | 109024 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 06/01/41 *(a)* | 450000 | 359185 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.55%, 08/15/41  | 75000 | 75917 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 03/15/42  | 50000 | 48337 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 12/15/42 *(a)* | 275000 | 237240 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 02/01/43 *(a)* | 100000 | 74635 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 06/01/44 *(a)* | 100000 | 88244 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 06/15/44 *(a)* | 100000 | 90227 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 06/15/45 *(a)* | 200000 | 168680 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 07/15/45 *(a)* | 100000 | 90375 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.55%, 11/01/45 *(a)* | 190000 | 186909 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 05/15/46 *(a)* | 375000 | 333195 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 11/15/46 *(a)* | 150000 | 140237 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 02/15/47 *(a)* | 150000 | 154424 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 03/01/47 *(a)* | 75000 | 72827 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 03/09/48 *(a)* | 350000 | 295498 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 03/09/49 *(a)* | 200000 | 169506 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 02/15/50 *(a)* | 100000 | 91875 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 06/01/51 *(a)* | 550000 | 395565 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 02/01/52 *(a)* | 150000 | 100127 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 09/15/53 *(a)* | 1235000 | 850829 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 11/01/54 *(a)* | 260000 | 255289 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 09/15/55 *(a)* | 1373000 | 941713 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.05%, 08/15/56 *(a)* | 250000 | 258265 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 03/01/57 *(a)* | 75000 | 73684 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 12/01/57 *(a)* | 1086000 | 771864 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 09/15/59 *(a)* | 1049000 | 715722 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 06/01/60 *(a)* | 275000 | 195071 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 02/01/61 *(a)* | 100000 | 65460 |
| **Bell Telephone Co. of Canada or Bell Canada** | **Bell Telephone Co. of Canada or Bell Canada** | **Bell Telephone Co. of Canada or Bell Canada** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.15%, 02/15/32 *(a)* | 100000 | 86845 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 05/11/33 *(a)* | 175000 | 178645 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 02/15/34 *(a)* | 150000 | 153173 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.46%, 04/01/48 *(a)* | 200000 | 167170 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 07/29/49 *(a)* | 100000 | 80477 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 03/17/51 *(a)* | 100000 | 72958 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 08/15/52 *(a)* | 75000 | 53819 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.55%, 02/15/54 *(a)* | 150000 | 145335 |
| **British Telecommunications PLC** | **British Telecommunications PLC** | **British Telecommunications PLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 12/04/28 *(a)* | 250000 | 256635 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.63%, 12/15/30 *(f)* | 450000 | 554058 |
| **Charter Communications Operating LLC/Charter Communications Operating** <br> **Capital** | **Charter Communications Operating LLC/Charter Communications Operating** <br> **Capital** | **Charter Communications Operating LLC/Charter Communications Operating** <br> **Capital** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 02/15/28 *(a)* | 200000 | 196970 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 03/15/28 *(a)* | 300000 | 298431 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 01/15/29 *(a)* | 200000 | 186140 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 03/30/29 *(a)* | 200000 | 202032 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.10%, 06/01/29 *(a)* | 250000 | 260940 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 04/01/31 *(a)* | 300000 | 269655 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 02/01/32 *(a)* | 200000 | 171974 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 04/01/33 *(a)* | 150000 | 141426 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.65%, 02/01/34 *(a)* | 150000 | 158746 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.55%, 06/01/34 *(a)* | 300000 | 316815 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.38%, 10/23/35 *(a)* | 330000 | 341520 |

---

**29**

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.85%, 12/01/35 *(a)* | 200000 | 200488 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 04/01/38 *(a)* | 150000 | 139287 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 06/01/41 *(a)* | 300000 | 213882 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 03/01/42 *(a)* | 250000 | 175525 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.48%, 10/23/45 *(a)* | 700000 | 672686 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 05/01/47 *(a)* | 450000 | 378207 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 04/01/48 *(a)* | 450000 | 394947 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 07/01/49 *(a)* | 200000 | 160738 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 03/01/50 *(a)* | 500000 | 384455 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 04/01/51 *(a)* | 375000 | 241800 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 06/01/52 *(a)* | 400000 | 262796 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 04/01/53 *(a)* | 250000 | 202670 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.83%, 10/23/55 *(a)* | 100000 | 98347 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.70%, 12/01/55 *(a)* | 150000 | 146099 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 04/01/61 *(a)* | 335000 | 205449 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 12/01/61 *(a)* | 250000 | 167240 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 06/30/62 *(a)* | 250000 | 153853 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 04/01/63 *(a)* | 200000 | 161010 |
| **Comcast Corp.** | **Comcast Corp.** | **Comcast Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.35%, 01/15/27 *(a)* | 200000 | 196546 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 02/01/27 *(a)* | 250000 | 248067 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 04/01/27 *(a)* | 100000 | 99155 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 11/15/27 *(a)* | 100000 | 102717 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 02/15/28 *(a)* | 250000 | 245647 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 05/01/28 *(a)* | 150000 | 148733 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 10/15/28 *(a)* | 500000 | 502740 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 01/15/29 *(a)* | 150000 | 152180 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 06/01/29 *(a)* | 100000 | 103339 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 02/01/30 *(a)* | 300000 | 282909 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 04/01/30 *(a)* | 250000 | 242502 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 10/15/30 *(a)* | 300000 | 300681 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.95%, 01/15/31 *(a)* | 300000 | 267426 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 02/15/31 *(a)* | 350000 | 304465 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 05/15/32 *(a)* | 100000 | 102602 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 11/15/32 *(a)* | 200000 | 212042 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 01/15/33  | 325000 | 318740 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 02/15/33 *(a)* | 200000 | 200978 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.05%, 03/15/33  | 150000 | 172401 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 05/15/33 *(a)* | 200000 | 202528 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 06/01/34 *(a)* | 250000 | 258452 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 08/15/34 *(a)* | 200000 | 192064 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 05/15/35 *(a)* | 150000 | 154574 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 06/15/35  | 100000 | 105496 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 08/15/35 *(a)* | 100000 | 96265 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 11/15/35  | 145000 | 162551 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 07/15/36 *(a)* | 175000 | 149916 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.17%, 01/15/37 *(a)(d)* | 311000 | 310994 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.45%, 03/15/37  | 100000 | 111379 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.95%, 08/15/37  | 100000 | 115766 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 03/01/38 *(a)* | 250000 | 219817 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 10/15/38 *(a)* | 200000 | 188720 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.55%, 07/01/39  | 50000 | 56517 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 11/01/39 *(a)* | 200000 | 159138 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 04/01/40 *(a)* | 275000 | 230362 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 07/15/42  | 100000 | 88680 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 03/01/44  | 50000 | 44371 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 08/15/45 *(a)* | 100000 | 86249 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 07/15/46 *(a)* | 275000 | 195825 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 08/15/47 *(a)* | 150000 | 115985 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.97%, 11/01/47 *(a)* | 375000 | 288390 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 03/01/48 *(a)* | 200000 | 154234 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 10/15/48 *(a)* | 375000 | 319912 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 11/01/49 *(a)* | 350000 | 265247 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 02/01/50 *(a)* | 300000 | 206529 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 01/15/51 *(a)* | 300000 | 179430 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.89%, 11/01/51 *(a)* | 919000 | 556721 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 08/15/52 *(a)* | 300000 | 163152 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 11/01/52 *(a)* | 202000 | 151351 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 05/15/53 *(a)* | 275000 | 253577 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 06/01/54 *(a)* | 200000 | 192392 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.05%, 05/15/55 *(a)* | 200000 | 202834 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.94%, 11/01/56 *(a)* | 1076000 | 626221 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 10/15/58 *(a)* | 175000 | 149345 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 08/15/62 *(a)* | 200000 | 103190 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.99%, 11/01/63 *(a)* | 714000 | 398726 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 05/15/64 *(a)* | 250000 | 230922 |
| **Crown Castle, Inc.** | **Crown Castle, Inc.** | **Crown Castle, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 03/01/27 *(a)* | 100000 | 99690 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 03/15/27 *(a)* | 200000 | 196630 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 09/01/27 *(a)* | 200000 | 198200 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 01/11/28 *(a)* | 200000 | 203080 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 02/15/28 *(a)* | 150000 | 148518 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 09/01/28 *(a)* | 100000 | 101376 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 02/15/29 *(a)* | 100000 | 99851 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 09/01/29 *(a)* | 100000 | 101644 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 11/15/29 *(a)* | 100000 | 95436 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 07/01/30 *(a)* | 150000 | 142575 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 01/15/31 *(a)* | 200000 | 179190 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.10%, 04/01/31 *(a)* | 200000 | 176306 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 07/15/31 *(a)* | 150000 | 134394 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 05/01/33 *(a)* | 150000 | 152115 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.80%, 03/01/34 *(a)* | 200000 | 210666 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 09/01/34 *(a)* | 100000 | 101469 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 04/01/41 *(a)* | 250000 | 183682 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 05/15/47 *(a)* | 100000 | 87618 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 02/15/49 *(a)* | 50000 | 45816 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 11/15/49 *(a)* | 75000 | 57276 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 07/01/50 *(a)* | 50000 | 39371 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 01/15/51 *(a)* | 200000 | 134296 |
| **Deutsche Telekom International Finance BV** | **Deutsche Telekom International Finance BV** | **Deutsche Telekom International Finance BV** |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.75%, 06/15/30 *(f)* | 600000 | 705522 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.25%, 06/01/32  | 150000 | 188016 |
| **Electronic Arts, Inc.** | **Electronic Arts, Inc.** | **Electronic Arts, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.85%, 02/15/31 *(a)* | 100000 | 96946 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 02/15/51 *(a)* | 125000 | 118321 |
| **Fox Corp.** | **Fox Corp.** | **Fox Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.71%, 01/25/29 *(a)* | 400000 | 406092 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 04/08/30 *(a)* | 100000 | 97429 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 10/13/33 *(a)* | 200000 | 221892 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.48%, 01/25/39 *(a)* | 200000 | 202878 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.58%, 01/25/49 *(a)* | 300000 | 293025 |
| **Grupo Televisa SAB** | **Grupo Televisa SAB** | **Grupo Televisa SAB** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.63%, 01/15/40  | 200000 | 185098 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 05/13/45 *(a)* | 200000 | 141446 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.13%, 01/31/46 *(a)* | 200000 | 160826 |
| **Interpublic Group of Cos., Inc.** | **Interpublic Group of Cos., Inc.** | **Interpublic Group of Cos., Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 10/01/28 *(a)* | 100000 | 100138 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 03/30/30 *(a)* | 100000 | 101096 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 03/01/31 *(a)* | 100000 | 90328 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 06/15/33 *(a)* | 50000 | 50979 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 03/01/41 *(a)* | 100000 | 76266 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 10/01/48 *(a)* | 100000 | 94126 |
| **Koninklijke KPN NV** | **Koninklijke KPN NV** | **Koninklijke KPN NV** |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.38%, 10/01/30  | 100000 | 117429 |
| **Meta Platforms, Inc.** | **Meta Platforms, Inc.** | **Meta Platforms, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 08/15/27 *(a)* | 450000 | 448695 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 05/15/28 *(a)* | 250000 | 254997 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 08/15/29 *(a)* | 200000 | 203088 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 05/15/30 *(a)* | 200000 | 206690 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 11/15/30 *(a)* | 730000 | 735227 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 08/15/31 *(a)* | 200000 | 204498 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 08/15/32 *(a)* | 600000 | 585828 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 11/15/32 *(a)* | 740000 | 751396 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 05/15/33 *(a)* | 300000 | 310749 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 08/15/34 *(a)* | 450000 | 457969 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 11/15/35 *(a)* | 1190000 | 1203590 |

---

**30**

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 11/15/45 *(a)* | 820000 | 820074 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 08/15/52 *(a)* | 500000 | 421510 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 05/15/53 *(a)* | 450000 | 448884 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 08/15/54 *(a)* | 600000 | 582036 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 11/15/55 *(a)* | 1180000 | 1177310 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 08/15/62 *(a)* | 250000 | 209995 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 05/15/63 *(a)* | 300000 | 299913 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.55%, 08/15/64 *(a)* | 500000 | 484005 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 11/15/65 *(a)* | 810000 | 805885 |
| **NBCUniversal Media LLC** | **NBCUniversal Media LLC** | **NBCUniversal Media LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.40%, 04/30/40  | 75000 | 82720 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 04/01/41  | 100000 | 104155 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 01/15/43  | 130000 | 112011 |
| **Netflix, Inc.** | **Netflix, Inc.** | **Netflix, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 04/15/28  | 275000 | 281146 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 11/15/28  | 325000 | 342842 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.38%, 05/15/29  | 225000 | 242073 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 08/15/34 *(a)* | 150000 | 155599 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 08/15/54 *(a)* | 150000 | 149166 |
| **Omnicom Group, Inc.** | **Omnicom Group, Inc.** | **Omnicom Group, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 04/30/30 *(a)* | 100000 | 92620 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 06/01/30 *(a)* | 100000 | 99389 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.60%, 08/01/31 *(a)* | 150000 | 136461 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 11/01/34 *(a)* | 100000 | 102914 |
| **Orange SA** | **Orange SA** | **Orange SA** |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.00%, 03/01/31  | 475000 | 575253 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 01/13/42  | 150000 | 149033 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 02/06/44 *(a)* | 150000 | 149622 |
| **Paramount Global** | **Paramount Global** | **Paramount Global** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 01/15/27 *(a)* | 150000 | 147438 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 02/15/28 *(a)* | 150000 | 146624 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 06/01/28 *(a)* | 100000 | 98272 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 06/01/29 *(a)* | 100000 | 98259 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.88%, 07/30/30  | 125000 | 138574 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 01/15/31 *(a)* | 150000 | 148181 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 05/19/32 *(a)* | 150000 | 139784 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 05/15/33  | 100000 | 98621 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.88%, 04/30/36  | 150000 | 157468 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.90%, 10/15/40 *(a)* | 50000 | 46011 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 07/01/42 *(a)* | 75000 | 60143 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 03/15/43  | 250000 | 189130 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.85%, 09/01/43 *(a)* | 250000 | 224995 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 04/01/44 *(a)* | 100000 | 81358 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 08/15/44 *(a)* | 95000 | 74319 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 01/15/45 *(a)* | 130000 | 99158 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 05/19/50 *(a)* | 200000 | 155844 |
| **Rogers Communications, Inc.** | **Rogers Communications, Inc.** | **Rogers Communications, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 03/15/27 *(a)* | 250000 | 246822 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 02/15/29 *(a)* | 200000 | 204030 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 03/15/32 *(a)* | 400000 | 378520 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 02/15/34 *(a)* | 200000 | 202978 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 08/15/38  | 50000 | 58494 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 03/15/42 *(a)* | 150000 | 130364 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 10/01/43 *(a)* | 150000 | 143643 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 03/15/44 *(a)* | 150000 | 136547 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 02/15/48 *(a)* | 100000 | 81455 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 05/01/49 *(a)* | 100000 | 80974 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 11/15/49 *(a)* | 100000 | 73309 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 03/15/52 *(a)* | 350000 | 284623 |
| **Sprint Capital Corp.** | **Sprint Capital Corp.** | **Sprint Capital Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.88%, 11/15/28  | 450000 | 484929 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.75%, 03/15/32  | 375000 | 456649 |
| **Take-Two Interactive Software, Inc.** | **Take-Two Interactive Software, Inc.** | **Take-Two Interactive Software, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 04/14/27 *(a)* | 100000 | 99506 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 03/28/28 *(a)* | 150000 | 152823 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 06/12/29 *(a)* | 75000 | 77810 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 04/14/32 *(a)* | 50000 | 48644 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 06/12/34 *(a)* | 75000 | 78761 |
| **TCI Communications, Inc.** | **TCI Communications, Inc.** | **TCI Communications, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.13%, 02/15/28  | 30000 | 32022 |
| **Telefonica Emisiones SA** | **Telefonica Emisiones SA** | **Telefonica Emisiones SA** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 03/08/27  | 300000 | 299670 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.05%, 06/20/36  | 365000 | 412351 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.67%, 03/06/38  | 150000 | 138314 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.21%, 03/08/47  | 450000 | 402192 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 03/06/48  | 150000 | 127878 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.52%, 03/01/49 *(a)* | 300000 | 277635 |
| **Telefonica Europe BV** | **Telefonica Europe BV** | **Telefonica Europe BV** |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.25%, 09/15/30  | 100000 | 115227 |
| **TELUS Corp.** | **TELUS Corp.** | **TELUS Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 09/15/27 *(a)* | 150000 | 148941 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 05/13/32 *(a)* | 150000 | 138747 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 11/16/48 *(a)* | 100000 | 86491 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 06/15/49 *(a)* | 75000 | 60803 |
| **Time Warner Cable Enterprises LLC** | **Time Warner Cable Enterprises LLC** | **Time Warner Cable Enterprises LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.38%, 07/15/33  | 200000 | 232158 |
| **Time Warner Cable LLC** | **Time Warner Cable LLC** | **Time Warner Cable LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.55%, 05/01/37  | 275000 | 281259 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.30%, 07/01/38  | 300000 | 319710 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 06/15/39  | 250000 | 254300 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 11/15/40 *(a)* | 224000 | 208163 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 09/01/41 *(a)* | 250000 | 221720 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 09/15/42 *(a)* | 200000 | 156118 |
| **T-Mobile USA, Inc.** | **T-Mobile USA, Inc.** | **T-Mobile USA, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 04/15/27 *(a)* | 725000 | 721810 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 02/01/28 *(a)* | 300000 | 300333 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.05%, 02/15/28 *(a)* | 300000 | 287502 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 03/15/28 *(a)* | 150000 | 152891 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 07/15/28 *(a)* | 150000 | 152733 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 01/15/29 *(a)* | 200000 | 204638 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 02/15/29 *(a)* | 150000 | 143178 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 03/15/29 *(a)* | 100000 | 94748 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 04/15/29 *(a)* | 400000 | 390204 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 10/01/29 *(a)* | 150000 | 150521 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 04/15/30 *(a)* | 1250000 | 1232062 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.55%, 02/15/31 *(a)* | 500000 | 458175 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 02/15/31 *(a)* | 200000 | 186252 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 04/15/31 *(a)* | 500000 | 479670 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 11/15/31 *(a)* | 200000 | 177764 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 03/15/32 *(a)* | 200000 | 180476 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 05/15/32 *(a)* | 200000 | 207238 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 01/15/33 *(a)* | 150000 | 150180 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 01/15/33 *(a)* | 200000 | 207558 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 07/15/33 *(a)* | 450000 | 462091 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.70%, 12/15/33  | 100000 | 112879 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 01/15/34 *(a)* | 175000 | 186746 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 04/15/34 *(a)* | 250000 | 257547 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 01/15/35 *(a)* | 200000 | 198352 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 05/15/35 *(a)* | 200000 | 206832 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 11/15/35 *(a)* | 175000 | 175943 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 04/15/40 *(a)* | 350000 | 318874 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 02/15/41 *(a)* | 450000 | 339664 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 04/15/50 *(a)* | 550000 | 463677 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 02/15/51 *(a)* | 550000 | 375820 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 10/15/52 *(a)* | 500000 | 343785 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 01/15/53 *(a)* | 300000 | 296958 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 01/15/54 *(a)* | 200000 | 200198 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 06/15/54 *(a)* | 175000 | 181636 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 01/15/55 *(a)* | 150000 | 145064 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 06/15/55 *(a)* | 175000 | 163166 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 11/15/55 *(a)* | 200000 | 203970 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 01/15/56 *(a)* | 175000 | 174365 |

---

**31**

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 11/15/60 *(a)* | 300000 | 204585 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.80%, 09/15/62 *(a)* | 150000 | 151371 |
| **TWDC Enterprises 18 Corp.** | **TWDC Enterprises 18 Corp.** | **TWDC Enterprises 18 Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 06/15/27  | 200000 | 197770 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 03/01/32  | 100000 | 114753 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 08/16/41  | 100000 | 91060 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 12/01/41  | 150000 | 132836 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 12/01/42  | 75000 | 62018 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 06/01/44  | 175000 | 149984 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 07/30/46  | 100000 | 70624 |
| **Verizon Communications, Inc.** | **Verizon Communications, Inc.** | **Verizon Communications, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 03/16/27  | 300000 | 300711 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.10%, 03/22/28 *(a)* | 400000 | 383740 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.33%, 09/21/28  | 400000 | 403384 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 02/08/29 *(a)* | 200000 | 199100 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.02%, 12/03/29 *(a)* | 500000 | 496655 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 03/22/30 *(a)* | 250000 | 239967 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 09/18/30 *(a)* | 250000 | 220355 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.68%, 10/30/30 *(a)* | 192000 | 170283 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.75%, 12/01/30  | 100000 | 115227 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 01/20/31 *(a)* | 400000 | 353100 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.55%, 03/21/31 *(a)* | 700000 | 640885 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.36%, 03/15/32 *(a)* | 838000 | 740767 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 01/15/33 *(a)* | 360000 | 362315 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 05/09/33 *(a)* | 175000 | 180530 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 08/10/33  | 400000 | 396668 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.40%, 09/15/33  | 100000 | 111008 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 11/01/34 *(a)* | 330000 | 320704 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.78%, 02/15/35 *(a)* | 430000 | 426968 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 04/02/35 *(a)* | 400000 | 410256 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.85%, 09/15/35  | 75000 | 80647 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.27%, 01/15/36  | 205000 | 193709 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 01/15/36 *(a)* | 410000 | 410422 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 03/16/37  | 200000 | 203522 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 07/02/37 *(a)(d)* | 414000 | 423551 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.81%, 03/15/39  | 200000 | 192482 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 11/20/40 *(a)* | 575000 | 418146 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 03/22/41 *(a)* | 725000 | 573823 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 09/03/41 *(a)* | 250000 | 182635 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 11/01/41  | 75000 | 69133 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 11/01/42 *(a)* | 100000 | 81183 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.55%, 09/15/43  | 175000 | 194831 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 11/30/45 *(a)* | 270000 | 272664 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 08/15/46  | 200000 | 163382 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.86%, 08/21/46  | 400000 | 361948 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 03/16/47  | 100000 | 98220 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.52%, 09/15/48  | 250000 | 213912 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.01%, 04/15/49  | 100000 | 91630 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 03/22/50 *(a)* | 200000 | 155740 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 11/20/50 *(a)* | 500000 | 316890 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 03/22/51 *(a)* | 775000 | 563712 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 03/01/52 *(a)* | 150000 | 113966 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 02/23/54 *(a)* | 200000 | 195656 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.01%, 08/21/54  | 175000 | 157818 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.67%, 03/15/55  | 120000 | 102268 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 11/30/55 *(a)* | 590000 | 595575 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.99%, 10/30/56 *(a)* | 650000 | 397163 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 11/20/60 *(a)* | 350000 | 209380 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 03/22/61 *(a)* | 625000 | 435075 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 11/30/65 *(a)* | 370000 | 374288 |
| **Vodafone Group PLC** | **Vodafone Group PLC** | **Vodafone Group PLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.88%, 02/15/30  | 150000 | 171798 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 11/30/32  | 100000 | 109168 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.15%, 02/27/37  | 150000 | 164520 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 05/30/38  | 100000 | 99190 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 05/30/48  | 275000 | 258943 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 06/19/49  | 250000 | 221045 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 09/17/50  | 100000 | 79501 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 02/10/53 *(a)* | 150000 | 145823 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 06/28/54 *(a)* | 450000 | 444091 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 02/10/63 *(a)* | 100000 | 96391 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 06/28/64 *(a)* | 225000 | 222586 |
| **Walt Disney Co.** | **Walt Disney Co.** | **Walt Disney Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 03/23/27  | 100000 | 99893 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.20%, 01/13/28  | 200000 | 193786 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 09/01/29 *(a)* | 350000 | 327050 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 03/22/30  | 200000 | 198784 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 01/13/31  | 450000 | 421879 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.55%, 03/15/33  | 100000 | 114129 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.20%, 12/15/34  | 150000 | 170031 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.40%, 12/15/35  | 130000 | 148220 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.15%, 03/01/37  | 50000 | 55726 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.65%, 11/15/37  | 200000 | 231644 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 03/23/40 *(a)* | 100000 | 96922 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 05/13/40 *(a)* | 350000 | 296373 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.15%, 02/15/41  | 100000 | 110536 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 10/01/43  | 50000 | 50854 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 09/15/44 *(a)* | 150000 | 139041 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 10/15/45 *(a)* | 100000 | 95259 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.75%, 12/01/45  | 75000 | 97031 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 11/15/46 *(a)* | 100000 | 92545 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 09/01/49 *(a)* | 350000 | 227419 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 03/23/50 *(a)* | 300000 | 274116 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 01/13/51 *(a)* | 550000 | 417587 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 05/13/60 *(a)* | 250000 | 187387 |
| **Weibo Corp.** | **Weibo Corp.** | **Weibo Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 07/08/30 *(a)* | 200000 | 190580 |
|  |  | **102714807** |
| ***Consumer Cyclical 1.7%***  | ***Consumer Cyclical 1.7%***  | ***Consumer Cyclical 1.7%***  |
| **Alibaba Group Holding Ltd.** | **Alibaba Group Holding Ltd.** | **Alibaba Group Holding Ltd.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 12/06/27 *(a)* | 300000 | 297204 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 05/26/30 *(a)* | 250000 | 258827 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.13%, 02/09/31 *(a)* | 200000 | 182454 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 11/28/34 *(a)* | 200000 | 199322 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 05/26/35 *(a)* | 250000 | 261500 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 12/06/37 *(a)* | 200000 | 185794 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 02/09/41 *(a)* | 200000 | 148976 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 12/06/47 *(a)* | 200000 | 171284 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 02/09/51 *(a)* | 300000 | 210177 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 11/26/54 *(a)* | 200000 | 207960 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 12/06/57 *(a)* | 200000 | 171406 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 02/09/61 *(a)* | 200000 | 133958 |
| **Amazon.com, Inc.** | **Amazon.com, Inc.** | **Amazon.com, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 04/13/27 *(a)* | 350000 | 348148 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.20%, 06/03/27 *(a)* | 200000 | 192824 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 08/22/27 *(a)* | 675000 | 669384 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 12/01/27 *(a)* | 350000 | 355547 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.65%, 05/12/28 *(a)* | 400000 | 381008 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 11/20/28 *(a)* | 460000 | 461870 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 04/13/29 *(a)* | 250000 | 247312 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 12/01/29 *(a)* | 300000 | 308382 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 06/03/30 *(a)* | 350000 | 315997 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 11/20/30 *(a)* | 460000 | 462606 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.10%, 05/12/31 *(a)* | 525000 | 475340 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 04/13/32 *(a)* | 450000 | 438106 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 12/01/32 *(a)* | 400000 | 412572 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 03/20/33 *(a)* | 270000 | 272033 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 12/05/34 *(a)* | 225000 | 233584 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 11/20/35 *(a)* | 640000 | 647053 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 08/22/37 *(a)* | 500000 | 465025 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 05/12/41 *(a)* | 425000 | 328478 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 12/05/44 *(a)* | 180000 | 177079 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 08/22/47 *(a)* | 650000 | 547852 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 06/03/50 *(a)* | 475000 | 292757 |

---

**32**

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 05/12/51 *(a)* | 650000 | 449234 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 04/13/52 *(a)* | 450000 | 362196 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 11/20/55 *(a)* | 550000 | 556193 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 08/22/57 *(a)* | 400000 | 331556 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 06/03/60 *(a)* | 375000 | 218771 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 05/12/61 *(a)* | 275000 | 182333 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 04/13/62 *(a)* | 225000 | 178414 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.55%, 11/20/65 *(a)* | 360000 | 361868 |
| **American Honda Finance Corp.** | **American Honda Finance Corp.** | **American Honda Finance Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.35%, 01/08/27  | 50000 | 49095 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 03/12/27  | 150000 | 151605 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 07/09/27  | 160000 | 161470 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 07/09/27  | 150000 | 152106 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 10/22/27  | 150000 | 151316 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 01/12/28  | 100000 | 101375 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 02/15/28  | 100000 | 99013 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 03/03/28  | 125000 | 126474 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 03/24/28  | 250000 | 238942 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 07/07/28  | 200000 | 205286 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 09/01/28  | 120000 | 120611 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 11/15/28  | 150000 | 156684 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 03/13/29  | 150000 | 153724 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 09/05/29  | 150000 | 151587 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 04/17/30  | 200000 | 202834 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 09/04/30  | 120000 | 120725 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.85%, 10/04/30  | 100000 | 106574 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 07/10/31  | 150000 | 154542 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 10/23/31  | 125000 | 127779 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 07/09/32  | 140000 | 144383 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 01/10/34  | 150000 | 151509 |
| **Aptiv Swiss Holdings Ltd.** | **Aptiv Swiss Holdings Ltd.** | **Aptiv Swiss Holdings Ltd.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 03/01/32 *(a)* | 200000 | 186496 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 09/13/34 *(a)* | 200000 | 202800 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 10/01/46 *(a)* | 50000 | 41003 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 03/15/49 *(a)* | 100000 | 92875 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 12/01/51 *(a)* | 250000 | 163200 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 05/01/52 *(a)* | 200000 | 156338 |
| **AutoNation, Inc.** | **AutoNation, Inc.** | **AutoNation, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 11/15/27 *(a)* | 75000 | 74399 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.95%, 08/01/28 *(a)* | 75000 | 70609 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 01/15/29 *(a)* | 110000 | 110321 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 06/01/30 *(a)* | 100000 | 101115 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 08/01/31 *(a)* | 100000 | 88298 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 03/01/32 *(a)* | 150000 | 141272 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.89%, 03/15/35 *(a)* | 100000 | 104250 |
| **AutoZone, Inc.** | **AutoZone, Inc.** | **AutoZone, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 06/01/27 *(a)* | 50000 | 49800 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 02/01/28 *(a)* | 100000 | 101165 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 11/01/28 *(a)* | 75000 | 79535 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 04/18/29 *(a)* | 150000 | 148118 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 07/15/29 *(a)* | 100000 | 103169 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 04/15/30 *(a)* | 150000 | 148841 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.65%, 01/15/31 *(a)* | 150000 | 131588 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 08/01/32 *(a)* | 150000 | 151937 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 02/01/33 *(a)* | 100000 | 100701 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 08/01/33 *(a)* | 75000 | 77309 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.55%, 11/01/33 *(a)* | 100000 | 111931 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 07/15/34 *(a)* | 125000 | 130355 |
| **Best Buy Co., Inc.** | **Best Buy Co., Inc.** | **Best Buy Co., Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 10/01/28 *(a)* | 100000 | 101099 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.95%, 10/01/30 *(a)* | 150000 | 134558 |
| **Block Financial LLC** | **Block Financial LLC** | **Block Financial LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 08/15/30 *(a)* | 150000 | 145323 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 09/15/32 *(a)* | 100000 | 101427 |
| **Booking Holdings, Inc.** | **Booking Holdings, Inc.** | **Booking Holdings, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 03/15/28 *(a)* | 100000 | 99215 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **BorgWarner, Inc.** | **BorgWarner, Inc.** | **BorgWarner, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 07/01/27 *(a)* | 200000 | 195868 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 08/15/29 *(a)* | 75000 | 76803 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 08/15/34 *(a)* | 100000 | 103664 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 03/15/45 *(a)* | 100000 | 85227 |
| **California Endowment** | **California Endowment** | **California Endowment** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 04/01/51 *(a)* | 50000 | 30465 |
| **CBRE Services, Inc.** | **CBRE Services, Inc.** | **CBRE Services, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 04/01/29 *(a)* | 100000 | 103835 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 06/15/30 *(a)* | 100000 | 101904 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 04/01/31 *(a)* | 100000 | 91103 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 01/15/33 *(a)* | 140000 | 141865 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 08/15/34 *(a)* | 150000 | 161578 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 06/15/35 *(a)* | 100000 | 103857 |
| **Choice Hotels International, Inc.** | **Choice Hotels International, Inc.** | **Choice Hotels International, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 12/01/29 *(a)* | 100000 | 96723 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 01/15/31 *(a)* | 100000 | 94635 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.85%, 08/01/34 *(a)* | 100000 | 102807 |
| **Costco Wholesale Corp.** | **Costco Wholesale Corp.** | **Costco Wholesale Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 05/18/27 *(a)* | 300000 | 297753 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.38%, 06/20/27 *(a)* | 250000 | 241705 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.60%, 04/20/30 *(a)* | 200000 | 181710 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 04/20/32 *(a)* | 200000 | 174140 |
| **Cummins, Inc.** | **Cummins, Inc.** | **Cummins, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 05/09/28 *(a)* | 100000 | 100891 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 02/20/29 *(a)* | 100000 | 103066 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 09/01/30 *(a)* | 150000 | 134189 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 02/15/31 *(a)* | 100000 | 102524 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 02/20/34 *(a)* | 150000 | 156237 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 05/09/35 *(a)* | 200000 | 208924 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 10/01/43 *(a)* | 50000 | 49119 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.60%, 09/01/50 *(a)* | 150000 | 93116 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 02/20/54 *(a)* | 150000 | 150153 |
| **Darden Restaurants, Inc.** | **Darden Restaurants, Inc.** | **Darden Restaurants, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 05/01/27 *(a)* | 100000 | 99665 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 10/15/27 *(a)* | 75000 | 75385 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.30%, 10/10/33 *(a)* | 100000 | 108882 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 02/15/48 *(a)* | 50000 | 41935 |
| **Dick's Sporting Goods, Inc.** | **Dick's Sporting Goods, Inc.** | **Dick's Sporting Goods, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 10/01/29 *(a)(d)* | 70000 | 68791 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 01/15/32 *(a)* | 100000 | 92180 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 01/15/52 *(a)* | 150000 | 111339 |
| **Dollar General Corp.** | **Dollar General Corp.** | **Dollar General Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 11/01/27 *(a)* | 100000 | 100860 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 05/01/28 *(a)* | 100000 | 100019 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 07/05/28 *(a)* | 100000 | 102512 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 04/03/30 *(a)* | 200000 | 193480 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 11/01/32 *(a)* | 150000 | 152123 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 07/05/33 *(a)* | 200000 | 207828 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 04/03/50 *(a)* | 100000 | 79616 |
| **Dollar Tree, Inc.** | **Dollar Tree, Inc.** | **Dollar Tree, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 05/15/28 *(a)* | 250000 | 249895 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 12/01/31 *(a)* | 100000 | 89960 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 12/01/51 *(a)* | 100000 | 68474 |
| **DR Horton, Inc.** | **DR Horton, Inc.** | **DR Horton, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.40%, 10/15/27 *(a)* | 75000 | 71683 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 10/15/30 *(a)* | 100000 | 102566 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 10/15/34 *(a)* | 125000 | 127516 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 10/15/35 *(a)* | 125000 | 130901 |
| **eBay, Inc.** | **eBay, Inc.** | **eBay, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 06/05/27 *(a)* | 150000 | 149049 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 03/06/29 *(a)* | 110000 | 110512 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 03/11/30 *(a)* | 200000 | 188146 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.60%, 05/10/31 *(a)* | 150000 | 137495 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.30%, 11/22/32 *(a)* | 150000 | 164992 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 11/06/35 *(a)* | 70000 | 70367 |

---

**33**

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 07/15/42 *(a)* | 150000 | 125373 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 05/10/51 *(a)* | 100000 | 74612 |
| **Expedia Group, Inc.** | **Expedia Group, Inc.** | **Expedia Group, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 08/01/27 *(a)* | 100000 | 100702 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 02/15/28 *(a)* | 200000 | 198804 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 02/15/30 *(a)* | 200000 | 192224 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 03/15/31 *(a)* | 150000 | 139688 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 02/15/35 *(a)* | 175000 | 180826 |
| **Ford Foundation** | **Ford Foundation** | **Ford Foundation** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.42%, 06/01/50 *(a)* | 125000 | 77563 |
| **Ford Motor Co.** | **Ford Motor Co.** | **Ford Motor Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 12/08/26 *(a)* | 245000 | 244378 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.63%, 10/01/28  | 75000 | 79550 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.63%, 04/22/30 *(a)* | 100000 | 116221 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.45%, 07/16/31  | 175000 | 193868 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 02/12/32 *(a)* | 500000 | 439845 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.10%, 08/19/32 *(a)* | 300000 | 309306 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 01/15/43  | 400000 | 322240 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.40%, 11/01/46  | 50000 | 54152 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.29%, 12/08/46 *(a)* | 200000 | 169056 |
| **Ford Motor Credit Co. LLC** | **Ford Motor Credit Co. LLC** | **Ford Motor Credit Co. LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.27%, 01/09/27 *(a)* | 200000 | 199060 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.80%, 03/05/27 *(a)* | 200000 | 202496 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.85%, 05/17/27 *(a)* | 250000 | 253577 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 05/28/27 *(a)* | 245000 | 245625 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 08/17/27 *(a)* | 200000 | 198014 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.82%, 11/02/27 *(a)* | 200000 | 196536 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.35%, 11/04/27 *(a)* | 250000 | 261115 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 02/16/28 *(a)* | 200000 | 191882 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.92%, 03/20/28 *(a)* | 200000 | 204560 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.80%, 05/12/28 *(a)* | 250000 | 260642 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.80%, 11/07/28 *(a)* | 225000 | 235660 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 02/10/29 *(a)* | 200000 | 187170 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.80%, 03/08/29 *(a)* | 300000 | 306030 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.11%, 05/03/29 *(a)* | 225000 | 224746 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 09/06/29 *(a)* | 200000 | 200998 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 11/07/29 *(a)* | 200000 | 204828 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.35%, 03/06/30 *(a)* | 200000 | 214820 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.20%, 06/10/30 *(a)* | 200000 | 214804 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.73%, 09/05/30 *(a)* | 200000 | 203584 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 11/13/30 *(a)* | 225000 | 212141 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.05%, 03/05/31 *(a)* | 200000 | 205504 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 06/17/31 *(a)* | 200000 | 182894 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.05%, 11/05/31 *(a)* | 200000 | 204920 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.53%, 03/19/32 *(a)* | 200000 | 209550 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.12%, 11/07/33 *(a)* | 225000 | 242575 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.13%, 03/08/34 *(a)* | 400000 | 406908 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 02/07/35 *(a)* | 200000 | 208226 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.87%, 10/31/35 *(a)* | 200000 | 198942 |
| **General Motors Co.** | **General Motors Co.** | **General Motors Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 10/01/27 *(a)* | 150000 | 150167 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.80%, 10/01/27 *(a)* | 200000 | 208240 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 04/15/28 *(a)* | 100000 | 102570 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 10/01/28 *(a)* | 150000 | 152896 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 10/15/29 *(a)* | 200000 | 207482 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 04/15/30 *(a)* | 100000 | 104459 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 10/15/32 *(a)* | 200000 | 209954 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 04/01/35  | 175000 | 173218 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 04/15/35 *(a)* | 100000 | 107186 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.60%, 04/01/36 *(a)* | 200000 | 218896 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 04/01/38 *(a)* | 175000 | 169993 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 10/02/43  | 250000 | 256860 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 04/01/45  | 250000 | 227425 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 04/01/46 *(a)* | 125000 | 135656 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 04/01/48 *(a)* | 150000 | 138024 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 04/01/49 *(a)* | 200000 | 196450 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **General Motors Financial Co., Inc.** | **General Motors Financial Co., Inc.** | **General Motors Financial Co., Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 01/17/27 *(a)* | 200000 | 200344 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.35%, 02/26/27 *(a)* | 150000 | 146702 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 04/09/27 *(a)* | 150000 | 151568 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 05/08/27  | 250000 | 254190 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 07/15/27  | 175000 | 178166 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 08/20/27 *(a)* | 200000 | 195138 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 01/05/28 *(a)* | 150000 | 148916 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 01/09/28 *(a)* | 200000 | 207222 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 04/04/28  | 250000 | 254600 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 04/10/28 *(a)* | 175000 | 168024 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.80%, 06/23/28 *(a)* | 300000 | 311031 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 10/15/28 *(a)* | 250000 | 238350 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.80%, 01/07/29 *(a)* | 250000 | 260765 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 01/17/29 *(a)* | 100000 | 103750 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 04/06/29 *(a)* | 250000 | 249670 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.55%, 07/15/29 *(a)* | 200000 | 207470 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 10/06/29 *(a)* | 200000 | 203450 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 01/07/30 *(a)* | 200000 | 206596 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.85%, 04/06/30 *(a)* | 200000 | 210700 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 06/21/30 *(a)* | 200000 | 192646 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 07/15/30 *(a)* | 150000 | 156138 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.35%, 01/08/31 *(a)* | 200000 | 179792 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 02/08/31 *(a)* | 200000 | 210738 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 06/10/31 *(a)* | 200000 | 181188 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 06/18/31 *(a)* | 150000 | 156658 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 01/12/32 *(a)* | 250000 | 227947 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 04/04/32 *(a)* | 150000 | 156598 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.40%, 01/09/33 *(a)* | 200000 | 216640 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.10%, 01/07/34 *(a)* | 250000 | 266245 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 04/04/34 *(a)* | 200000 | 210708 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 09/06/34 *(a)* | 150000 | 152976 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.90%, 01/07/35 *(a)* | 200000 | 209412 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.15%, 07/15/35 *(a)* | 150000 | 159339 |
| **Genuine Parts Co.** | **Genuine Parts Co.** | **Genuine Parts Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 11/01/28 *(a)* | 75000 | 79416 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 08/15/29 *(a)* | 150000 | 152365 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.88%, 11/01/30 *(a)* | 125000 | 109816 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 02/01/32 *(a)* | 75000 | 66575 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.88%, 11/01/33 *(a)* | 25000 | 27933 |
| **GLP Capital LP/GLP Financing II, Inc.** | **GLP Capital LP/GLP Financing II, Inc.** | **GLP Capital LP/GLP Financing II, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 06/01/28 *(a)* | 100000 | 102789 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 01/15/29 *(a)* | 100000 | 102018 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 01/15/30 *(a)* | 100000 | 97042 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 01/15/31 *(a)* | 200000 | 191880 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 01/15/32 *(a)* | 100000 | 90489 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 02/15/33 *(a)* | 100000 | 100471 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 12/01/33 *(a)* | 75000 | 81371 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 09/15/34 *(a)* | 150000 | 152130 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 11/01/37 *(a)* | 150000 | 150044 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 09/15/54 *(a)* | 75000 | 74811 |
| **Harley-Davidson, Inc.** | **Harley-Davidson, Inc.** | **Harley-Davidson, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 07/28/45 *(a)* | 75000 | 61829 |
| **Home Depot, Inc.** | **Home Depot, Inc.** | **Home Depot, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 04/15/27 *(a)* | 200000 | 196636 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 04/15/27 *(a)* | 150000 | 148244 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 06/25/27 *(a)* | 150000 | 152545 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 09/14/27 *(a)* | 150000 | 147561 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.90%, 03/15/28 *(a)* | 75000 | 70561 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 09/15/28 *(a)* | 150000 | 141080 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 09/15/28 *(a)* | 90000 | 90009 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 12/06/28 *(a)* | 100000 | 100327 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 04/15/29 *(a)* | 150000 | 154470 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 06/15/29 *(a)* | 350000 | 339181 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 06/25/29 *(a)* | 200000 | 205282 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 04/15/30 *(a)* | 275000 | 260722 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 09/15/30 *(a)* | 90000 | 89776 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.38%, 03/15/31 *(a)* | 250000 | 217457 |

---

**34**

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 06/25/31 *(a)* | 225000 | 233332 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.88%, 09/15/31 *(a)* | 250000 | 220702 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 04/15/32 *(a)* | 250000 | 235820 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 09/15/32 *(a)* | 200000 | 203624 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 06/25/34 *(a)* | 300000 | 308832 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 09/15/35 *(a)* | 180000 | 180032 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 12/16/36  | 530000 | 579481 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 04/15/40 *(a)* | 200000 | 165568 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 09/15/40 *(a)* | 100000 | 104211 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 04/01/41 *(a)* | 200000 | 216160 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 04/01/43 *(a)* | 205000 | 180080 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 02/15/44 *(a)* | 195000 | 185035 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 03/15/45 *(a)* | 150000 | 133011 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 04/01/46 *(a)* | 250000 | 215670 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 06/15/47 *(a)* | 200000 | 161818 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 12/06/48 *(a)* | 300000 | 263877 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 12/15/49 *(a)* | 200000 | 139308 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 04/15/50 *(a)* | 250000 | 180745 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 03/15/51 *(a)* | 250000 | 146655 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 09/15/51 *(a)* | 150000 | 94745 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 04/15/52 *(a)* | 300000 | 224136 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 09/15/52 *(a)* | 100000 | 93096 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 06/25/54 *(a)* | 250000 | 244425 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 09/15/56 *(a)* | 200000 | 143020 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 06/25/64 *(a)* | 150000 | 147063 |
| **Honda Motor Co. Ltd.** | **Honda Motor Co. Ltd.** | **Honda Motor Co. Ltd.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.53%, 03/10/27 *(a)* | 200000 | 196354 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.44%, 07/08/28 *(a)* | 200000 | 201818 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.69%, 07/08/30 *(a)* | 250000 | 253442 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.97%, 03/10/32 *(a)* | 150000 | 137709 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.34%, 07/08/35 *(a)* | 200000 | 205610 |
| **Hyatt Hotels Corp.** | **Hyatt Hotels Corp.** | **Hyatt Hotels Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 01/30/27 *(a)* | 100000 | 101596 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 09/15/28 *(a)* | 150000 | 150624 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 06/30/29 *(a)* | 100000 | 102966 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 04/23/30 *(a)(e)* | 100000 | 104652 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 12/15/31 *(a)* | 100000 | 103057 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 06/30/34 *(a)* | 100000 | 103384 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 12/15/35 *(a)* | 70000 | 70769 |
| **JD.com, Inc.** | **JD.com, Inc.** | **JD.com, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 01/14/30 *(a)(g)* | 200000 | 195356 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 01/14/50 *(a)* | 200000 | 169470 |
| **Jones Lang LaSalle, Inc.** | **Jones Lang LaSalle, Inc.** | **Jones Lang LaSalle, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.88%, 12/01/28 *(a)* | 100000 | 107125 |
| **Las Vegas Sands Corp.** | **Las Vegas Sands Corp.** | **Las Vegas Sands Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.90%, 06/01/27 *(a)* | 150000 | 152871 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 06/15/28 *(a)* | 200000 | 204686 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 08/08/29 *(a)* | 150000 | 146196 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 08/15/29 *(a)* | 100000 | 104643 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.20%, 08/15/34 *(a)* | 100000 | 105491 |
| **Lear Corp.** | **Lear Corp.** | **Lear Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 09/15/27 *(a)* | 50000 | 49688 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 05/15/29 *(a)* | 50000 | 49965 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 05/30/30 *(a)* | 50000 | 48065 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.60%, 01/15/32 *(a)* | 100000 | 89226 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 05/15/49 *(a)* | 100000 | 91536 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 01/15/52 *(a)* | 100000 | 68508 |
| **Lennar Corp.** | **Lennar Corp.** | **Lennar Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 11/29/27 *(a)* | 250000 | 252090 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 07/30/30 *(a)* | 100000 | 103307 |
| **LKQ Corp.** | **LKQ Corp.** | **LKQ Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 06/15/28 *(a)* | 150000 | 155143 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 06/15/33 *(a)* | 150000 | 160564 |
| **Lowe's Cos., Inc.** | **Lowe's Cos., Inc.** | **Lowe's Cos., Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 04/01/27 *(a)* | 200000 | 198376 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 05/03/27 *(a)* | 250000 | 246907 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 10/15/27  | 120000 | 120005 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.30%, 04/15/28 *(a)* | 150000 | 141027 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.70%, 09/15/28 *(a)* | 100000 | 93983 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 10/15/28 *(a)* | 130000 | 130033 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 03/15/29  | 75000 | 80610 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 04/05/29 *(a)* | 300000 | 295767 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 04/15/30 *(a)* | 200000 | 202794 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.70%, 10/15/30 *(a)* | 250000 | 222157 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 03/15/31 *(a)* | 190000 | 189230 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 04/01/31 *(a)* | 250000 | 229717 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 04/01/32 *(a)* | 300000 | 288432 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 10/15/32 *(a)* | 230000 | 229370 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 04/15/33 *(a)* | 200000 | 205622 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 07/01/33 *(a)* | 150000 | 155586 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 10/15/35 *(a)* | 210000 | 209637 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 10/15/35  | 75000 | 78785 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 04/15/40 *(a)* | 100000 | 98042 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 09/15/41 *(a)* | 200000 | 145410 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 04/15/42 *(a)* | 95000 | 87115 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 09/15/45 *(a)* | 100000 | 85304 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 04/15/46 *(a)* | 225000 | 172744 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 05/03/47 *(a)* | 250000 | 201222 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 04/05/49 *(a)* | 100000 | 85672 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 04/15/50 *(a)* | 100000 | 92828 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 10/15/50 *(a)* | 300000 | 194454 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 04/01/51 *(a)* | 50000 | 35615 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 04/01/52 *(a)* | 300000 | 240930 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 04/15/53 *(a)* | 275000 | 272385 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 07/01/53 *(a)* | 75000 | 75336 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 04/01/62 *(a)* | 250000 | 199902 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.80%, 09/15/62 *(a)* | 200000 | 199886 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.85%, 04/01/63 *(a)* | 100000 | 100613 |
| **Magna International, Inc.** | **Magna International, Inc.** | **Magna International, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 06/15/30 *(a)* | 200000 | 185222 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 03/21/33 *(a)* | 100000 | 104559 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 06/01/35 *(a)* | 100000 | 106408 |
| **Marriott International, Inc.** | **Marriott International, Inc.** | **Marriott International, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 07/15/27  | 120000 | 120437 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 10/15/27 *(a)* | 150000 | 152709 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 04/15/28 *(a)* | 100000 | 100039 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.55%, 10/15/28 *(a)* | 125000 | 130081 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 04/15/29 *(a)* | 150000 | 153577 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 05/15/29 *(a)* | 100000 | 102251 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 03/15/30 *(a)* | 100000 | 102294 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 06/15/30 *(a)* | 200000 | 203168 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 04/15/31 *(a)* | 200000 | 185652 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 10/15/31 *(a)* | 150000 | 150753 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 10/15/32 *(a)* | 100000 | 93682 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 10/15/33 *(a)* | 100000 | 87702 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 05/15/34 *(a)* | 200000 | 207570 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 03/15/35 *(a)* | 175000 | 181223 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 10/15/35 *(a)* | 180000 | 183749 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 04/15/37 *(a)* | 275000 | 284311 |
| **McDonald's Corp.** | **McDonald's Corp.** | **McDonald's Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 03/01/27 *(a)* | 200000 | 198936 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 07/01/27 *(a)* | 200000 | 198744 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 04/01/28 *(a)* | 175000 | 174681 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 08/14/28 *(a)* | 100000 | 102159 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 05/17/29 *(a)* | 150000 | 154729 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 09/01/29 *(a)* | 100000 | 95334 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.13%, 03/01/30 *(a)* | 150000 | 138747 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 07/01/30 *(a)* | 150000 | 147420 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 02/12/31 *(a)* | 100000 | 100955 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 09/09/32 *(a)* | 150000 | 153580 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 08/14/33 *(a)* | 125000 | 129799 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 05/17/34 *(a)* | 150000 | 156978 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 03/03/35 *(a)* | 150000 | 153211 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 12/09/35 *(a)* | 100000 | 100310 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 02/13/36 *(a)* | 150000 | 152340 |

---

**35**

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.30%, 10/15/37  | 150000 | 168202 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.30%, 03/01/38  | 100000 | 112068 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 02/01/39  | 75000 | 80304 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 07/15/40  | 100000 | 97848 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 02/15/42  | 100000 | 82784 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 05/01/43  | 75000 | 60590 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 05/26/45 *(a)* | 100000 | 89915 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 12/09/45 *(a)* | 320000 | 297789 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 03/01/47 *(a)* | 175000 | 152117 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 09/01/48 *(a)* | 200000 | 172768 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 09/01/49 *(a)* | 350000 | 262916 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 04/01/50 *(a)* | 100000 | 82431 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 09/09/52 *(a)* | 150000 | 142236 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 08/14/53 *(a)* | 150000 | 148698 |
| **MercadoLibre, Inc.** | **MercadoLibre, Inc.** | **MercadoLibre, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 01/14/31 *(a)* | 200000 | 185098 |
| **Mercedes-Benz Finance North America LLC** | **Mercedes-Benz Finance North America LLC** | **Mercedes-Benz Finance North America LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.50%, 01/18/31  | 250000 | 298110 |
| **Meritage Homes Corp.** | **Meritage Homes Corp.** | **Meritage Homes Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 06/06/27 *(a)* | 75000 | 75505 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 03/15/35 *(a)* | 100000 | 102703 |
| **Nature Conservancy** | **Nature Conservancy** | **Nature Conservancy** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.96%, 03/01/52 *(a)* | 75000 | 60447 |
| **NIKE, Inc.** | **NIKE, Inc.** | **NIKE, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 03/27/27 *(a)* | 200000 | 197456 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 03/27/30 *(a)* | 350000 | 334705 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 03/27/40 *(a)* | 300000 | 245190 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 11/01/45 *(a)* | 150000 | 123068 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 11/01/46 *(a)* | 130000 | 97650 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 03/27/50 *(a)* | 200000 | 146046 |
| **NVR, Inc.** | **NVR, Inc.** | **NVR, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 05/15/30 *(a)* | 200000 | 190440 |
| **O'Reilly Automotive, Inc.** | **O'Reilly Automotive, Inc.** | **O'Reilly Automotive, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 09/01/27 *(a)* | 150000 | 148991 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 06/01/28 *(a)* | 100000 | 100866 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 04/01/30 *(a)* | 100000 | 99935 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 03/15/31 *(a)* | 150000 | 131663 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 06/15/32 *(a)* | 150000 | 151752 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 08/19/34 *(a)* | 75000 | 76094 |
| **PACCAR Financial Corp.** | **PACCAR Financial Corp.** | **PACCAR Financial Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 02/04/27  | 100000 | 97940 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 05/13/27  | 100000 | 101796 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 06/23/27  | 70000 | 70571 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 08/06/27  | 100000 | 101216 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 03/03/28  | 100000 | 101685 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 08/08/28  | 120000 | 120740 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 11/07/28  | 70000 | 70380 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 01/31/29  | 50000 | 51125 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 09/26/29  | 100000 | 100458 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 05/08/30  | 100000 | 102116 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 03/22/34  | 100000 | 104112 |
| **PulteGroup, Inc.** | **PulteGroup, Inc.** | **PulteGroup, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.88%, 06/15/32  | 100000 | 117356 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.38%, 05/15/33  | 100000 | 110063 |
| **PVH Corp.** | **PVH Corp.** | **PVH Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 06/13/30 *(a)* | 90000 | 91988 |
| **Ralph Lauren Corp.** | **Ralph Lauren Corp.** | **Ralph Lauren Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 06/15/30 *(a)* | 150000 | 142745 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 06/15/32 *(a)* | 90000 | 92545 |
| **Rockefeller Foundation** | **Rockefeller Foundation** | **Rockefeller Foundation** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.49%, 10/01/50 *(a)* | 150000 | 93405 |
| **Rollins, Inc.** | **Rollins, Inc.** | **Rollins, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 02/24/35 *(a)* | 110000 | 112816 |
| **Ross Stores, Inc.** | **Ross Stores, Inc.** | **Ross Stores, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.88%, 04/15/31 *(a)* | 75000 | 66102 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **Royal Caribbean Cruises Ltd.** | **Royal Caribbean Cruises Ltd.** | **Royal Caribbean Cruises Ltd.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 10/15/27  | 100000 | 105626 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 03/15/28 *(a)* | 100000 | 98711 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 01/15/36 *(a)* | 270000 | 273216 |
| **Sands China Ltd.** | **Sands China Ltd.** | **Sands China Ltd.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 03/08/27 *(a)(e)* | 200000 | 194666 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 08/08/28 *(a)(e)* | 300000 | 304905 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 03/08/29 *(a)(e)* | 200000 | 188770 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 06/18/30 *(a)(e)* | 200000 | 195828 |
| **Sekisui House U.S., Inc.** | **Sekisui House U.S., Inc.** | **Sekisui House U.S., Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 01/15/30 *(a)* | 100000 | 96821 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 01/15/31 *(a)* | 150000 | 133941 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 01/15/43 *(a)* | 75000 | 70530 |
| **Starbucks Corp.** | **Starbucks Corp.** | **Starbucks Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 02/08/27 *(a)* | 200000 | 201794 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 03/12/27 *(a)* | 100000 | 97520 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 03/01/28 *(a)* | 150000 | 148535 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 05/15/28 *(a)* | 100000 | 101060 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 11/15/28 *(a)* | 150000 | 150044 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 08/15/29 *(a)* | 200000 | 196818 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 03/12/30 *(a)* | 100000 | 92449 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 05/15/30 *(a)* | 100000 | 102355 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.55%, 11/15/30 *(a)* | 195000 | 180556 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 02/15/31 *(a)* | 100000 | 103235 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 02/14/32 *(a)* | 200000 | 185214 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 02/15/33 *(a)* | 100000 | 101926 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 02/15/34 *(a)* | 100000 | 102597 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 05/15/35 *(a)* | 100000 | 104574 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 06/15/45 *(a)* | 75000 | 64190 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 12/01/47 *(a)* | 150000 | 114848 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 11/15/48 *(a)* | 150000 | 127937 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 08/15/49 *(a)* | 150000 | 126860 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 03/12/50 *(a)* | 100000 | 70013 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 11/15/50 *(a)* | 200000 | 143170 |
| **Tapestry, Inc.** | **Tapestry, Inc.** | **Tapestry, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 07/15/27 *(a)* | 100000 | 99915 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 03/11/30 *(a)* | 150000 | 154156 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.05%, 03/15/32 *(a)* | 75000 | 68283 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 03/11/35 *(a)* | 150000 | 154026 |
| **Target Corp.** | **Target Corp.** | **Target Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.95%, 01/15/27 *(a)* | 150000 | 147009 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 06/15/28 *(a)* | 90000 | 91033 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 04/15/29 *(a)* | 150000 | 147426 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.35%, 02/15/30 *(a)* | 250000 | 234330 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 09/15/30 *(a)* | 150000 | 140961 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 09/15/32 *(a)* | 200000 | 202524 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.35%, 11/01/32  | 100000 | 111814 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 01/15/33 *(a)* | 100000 | 100234 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 09/15/34 *(a)* | 150000 | 148832 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 04/15/35 *(a)* | 100000 | 101934 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 02/15/36 *(a)* | 90000 | 93049 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 10/15/37  | 100000 | 115066 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 01/15/38  | 100000 | 117881 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 07/01/42  | 75000 | 64263 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 04/15/46  | 100000 | 77762 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 11/15/47 *(a)* | 200000 | 160256 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 01/15/52 *(a)* | 100000 | 65199 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 01/15/53 *(a)* | 200000 | 180756 |
| **TJX Cos., Inc.** | **TJX Cos., Inc.** | **TJX Cos., Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.15%, 05/15/28 *(a)* | 150000 | 140666 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 04/15/30 *(a)* | 100000 | 99544 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.60%, 05/15/31 *(a)* | 100000 | 87988 |
| **Toll Brothers Finance Corp.** | **Toll Brothers Finance Corp.** | **Toll Brothers Finance Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 03/15/27 *(a)* | 100000 | 100682 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 02/15/28 *(a)* | 200000 | 200946 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 06/15/35 *(a)* | 90000 | 93113 |

---

**36**

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **Toyota Motor Corp.** | **Toyota Motor Corp.** | **Toyota Motor Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.12%, 07/13/28 *(a)* | 100000 | 103161 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.67%, 07/20/28  | 150000 | 149729 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.76%, 07/02/29  | 150000 | 143993 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 06/30/30 *(a)* | 100000 | 101575 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.36%, 03/25/31 *(a)* | 100000 | 92017 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.12%, 07/13/33 *(a)* | 100000 | 104829 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 06/30/35 *(a)* | 100000 | 103541 |
| **Toyota Motor Credit Corp.** | **Toyota Motor Credit Corp.** | **Toyota Motor Credit Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 01/08/27  | 100000 | 100924 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 01/11/27  | 150000 | 148952 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.90%, 01/13/27  | 150000 | 146862 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 03/19/27  | 150000 | 152229 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.05%, 03/22/27  | 100000 | 98999 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 05/14/27  | 200000 | 202094 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.15%, 08/13/27  | 100000 | 95646 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 09/20/27  | 200000 | 202476 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 10/08/27  | 200000 | 201900 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 11/10/27  | 100000 | 102975 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 01/12/28  | 150000 | 152331 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.90%, 04/06/28  | 150000 | 143589 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 09/05/28  | 150000 | 150669 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 09/11/28  | 100000 | 103661 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 01/05/29  | 160000 | 163330 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 01/08/29  | 150000 | 148643 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 05/16/29  | 150000 | 155110 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 06/29/29  | 200000 | 203016 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 08/09/29  | 175000 | 178388 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 01/09/30  | 100000 | 103285 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.15%, 02/13/30  | 100000 | 92987 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 04/01/30  | 200000 | 194964 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 05/15/30  | 100000 | 102771 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 05/17/30  | 150000 | 153130 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.55%, 11/20/30  | 200000 | 212860 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.65%, 01/10/31  | 100000 | 88659 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 03/21/31  | 100000 | 104308 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.90%, 09/12/31  | 100000 | 88181 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 10/10/31  | 150000 | 152805 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 01/13/32  | 75000 | 67631 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 09/03/32  | 125000 | 127001 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 01/12/33  | 100000 | 102076 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 01/05/34  | 200000 | 205144 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 01/09/35  | 150000 | 158493 |
| **Tractor Supply Co.** | **Tractor Supply Co.** | **Tractor Supply Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 11/01/30 *(a)* | 125000 | 110913 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 05/15/33 *(a)* | 150000 | 156385 |
| **Uber Technologies, Inc.** | **Uber Technologies, Inc.** | **Uber Technologies, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 01/15/30 *(a)* | 225000 | 226431 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 01/15/31 *(a)* | 180000 | 179411 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 09/15/34 *(a)* | 275000 | 276633 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 09/15/35 *(a)* | 220000 | 220037 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 09/15/54 *(a)* | 200000 | 194060 |
| **VICI Properties LP** | **VICI Properties LP** | **VICI Properties LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 02/15/28 *(a)* | 250000 | 252627 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 02/15/30 *(a)* | 200000 | 202550 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 11/15/31 *(a)* | 150000 | 152596 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 05/15/32 *(a)* | 200000 | 201826 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 04/01/34 *(a)* | 100000 | 103898 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 04/01/35 *(a)* | 150000 | 153582 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 05/15/52 *(a)* | 150000 | 141251 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.13%, 04/01/54 *(a)* | 100000 | 100253 |
| **Walmart, Inc.** | **Walmart, Inc.** | **Walmart, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 04/05/27  | 75000 | 77374 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 04/28/27  | 125000 | 125893 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 09/09/27 *(a)* | 200000 | 201132 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 04/15/28 *(a)* | 125000 | 125843 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 06/26/28 *(a)* | 300000 | 300852 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 09/22/28 *(a)* | 200000 | 188928 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 07/08/29 *(a)* | 150000 | 147699 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 09/24/29 *(a)* | 100000 | 95197 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.55%, 02/15/30  | 100000 | 114695 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 04/15/30 *(a)* | 100000 | 101194 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 04/28/30 *(a)* | 175000 | 178458 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.80%, 09/22/31 *(a)* | 350000 | 312858 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 09/09/32 *(a)* | 200000 | 202666 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 04/15/33 *(a)* | 250000 | 250997 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 04/28/35 *(a)* | 275000 | 285593 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 09/01/35  | 250000 | 267282 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 08/15/37  | 150000 | 175825 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.20%, 04/15/38  | 175000 | 200048 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 06/28/38 *(a)* | 100000 | 94459 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 04/01/40  | 100000 | 108421 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 10/25/40  | 50000 | 51541 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 04/15/41  | 100000 | 107699 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 09/22/41 *(a)* | 200000 | 146410 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 04/11/43 *(a)* | 75000 | 66077 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 04/22/44 *(a)* | 100000 | 90962 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 12/15/47 *(a)* | 50000 | 39714 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 06/29/48 *(a)* | 300000 | 255225 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 09/24/49 *(a)* | 150000 | 104898 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 09/22/51 *(a)* | 250000 | 160922 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 09/09/52 *(a)* | 200000 | 180084 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 04/15/53 *(a)* | 250000 | 225660 |
|  |  | **95934352** |
| ***Consumer Non-Cyclical 3.6%***  | ***Consumer Non-Cyclical 3.6%***  | ***Consumer Non-Cyclical 3.6%***  |
| **Abbott Laboratories** | **Abbott Laboratories** | **Abbott Laboratories** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.15%, 01/30/28 *(a)* | 50000 | 47384 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.40%, 06/30/30 *(a)* | 150000 | 134706 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 11/30/36 *(a)* | 300000 | 304848 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.15%, 11/30/37  | 150000 | 170089 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 04/01/39  | 100000 | 112082 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 05/27/40  | 125000 | 130571 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 04/15/43 *(a)* | 100000 | 96227 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 11/30/46 *(a)* | 576000 | 552603 |
| **AbbVie, Inc.** | **AbbVie, Inc.** | **AbbVie, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 03/15/27 *(a)* | 400000 | 404496 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 03/15/28 *(a)* | 225000 | 228791 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 11/14/28 *(a)* | 300000 | 303324 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 03/15/29 *(a)* | 450000 | 462019 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 11/21/29 *(a)* | 1000000 | 970540 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 03/15/30 *(a)* | 175000 | 180876 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 03/15/31 *(a)* | 350000 | 363636 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 03/15/34 *(a)* | 525000 | 544567 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 03/15/35 *(a)* | 300000 | 298917 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 03/15/35 *(a)* | 175000 | 182742 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 05/14/35 *(a)* | 450000 | 446895 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 05/14/36 *(a)* | 175000 | 169759 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 11/21/39 *(a)* | 700000 | 633584 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 10/01/42 *(a)* | 70000 | 64821 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 11/06/42  | 475000 | 431523 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 03/15/44 *(a)* | 150000 | 150903 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 06/15/44 *(a)* | 200000 | 189248 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 03/15/45 *(a)* | 161000 | 149558 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 05/14/45 *(a)* | 500000 | 461365 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 05/14/46 *(a)* | 350000 | 310586 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 11/14/48 *(a)* | 300000 | 279711 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 11/21/49 *(a)* | 1050000 | 887071 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 03/15/54 *(a)* | 550000 | 548498 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 03/15/55 *(a)* | 150000 | 153949 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 03/15/64 *(a)* | 275000 | 274554 |
| **AdventHealth Obligated Group** | **AdventHealth Obligated Group** | **AdventHealth Obligated Group** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 11/15/51 *(a)* | 75000 | 48212 |

---

**37**

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **Adventist Health System** | **Adventist Health System** | **Adventist Health System** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.74%, 12/01/30 *(a)* | 80000 | 80962 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.43%, 03/01/32 *(a)* | 75000 | 77369 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.76%, 12/01/34 *(a)* | 50000 | 51966 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 03/01/49 *(a)* | 100000 | 70257 |
| **Advocate Health & Hospitals Corp.** | **Advocate Health & Hospitals Corp.** | **Advocate Health & Hospitals Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.83%, 08/15/28 *(a)* | 50000 | 49925 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.27%, 08/15/48 *(a)* | 150000 | 128078 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.39%, 10/15/49 *(a)* | 100000 | 73875 |
| **Agilent Technologies, Inc.** | **Agilent Technologies, Inc.** | **Agilent Technologies, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 09/09/27 *(a)* | 100000 | 100327 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 09/15/29 *(a)* | 100000 | 95196 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.10%, 06/04/30 *(a)* | 100000 | 91457 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 03/12/31 *(a)* | 100000 | 90647 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 09/09/34 *(a)* | 100000 | 100465 |
| **Ahold Finance USA LLC** | **Ahold Finance USA LLC** | **Ahold Finance USA LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.88%, 05/01/29  | 75000 | 81656 |
| **AHS Hospital Corp.** | **AHS Hospital Corp.** | **AHS Hospital Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.02%, 07/01/45  | 50000 | 48286 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.78%, 07/01/51 *(a)* | 100000 | 64010 |
| **Allina Health System** | **Allina Health System** | **Allina Health System** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.89%, 04/15/49 *(a)* | 100000 | 79416 |
| **Altria Group, Inc.** | **Altria Group, Inc.** | **Altria Group, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 02/04/28 *(a)* | 95000 | 96657 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.20%, 11/01/28 *(a)* | 100000 | 105837 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 02/14/29 *(a)* | 300000 | 305322 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 05/06/30 *(a)* | 150000 | 144725 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 08/06/30 *(a)* | 100000 | 100870 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 02/04/32 *(a)* | 300000 | 265896 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.88%, 11/01/33 *(a)* | 100000 | 113652 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 02/06/35 *(a)* | 95000 | 99132 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 08/06/35 *(a)* | 100000 | 101861 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.80%, 02/14/39 *(a)* | 375000 | 390510 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 02/04/41 *(a)* | 275000 | 214379 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 08/09/42  | 150000 | 127373 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 05/02/43  | 100000 | 86808 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 01/31/44  | 295000 | 289652 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 09/16/46 *(a)* | 275000 | 210166 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 02/14/49 *(a)* | 500000 | 510425 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 05/06/50 *(a)* | 100000 | 81357 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 02/04/51 *(a)* | 225000 | 162000 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 02/04/61 *(a)(g)* | 200000 | 147152 |
| **Amgen, Inc.** | **Amgen, Inc.** | **Amgen, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.20%, 02/21/27 *(a)* | 300000 | 293574 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 11/02/27 *(a)* | 150000 | 147984 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 03/02/28 *(a)* | 700000 | 716562 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.65%, 08/15/28 *(a)* | 200000 | 188244 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 02/22/29 *(a)* | 150000 | 145313 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 08/18/29 *(a)* | 200000 | 199848 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 02/21/30 *(a)* | 200000 | 186558 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 03/02/30 *(a)* | 500000 | 519835 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 02/25/31 *(a)* | 275000 | 249749 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 01/15/32 *(a)* | 200000 | 174712 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 02/22/32 *(a)* | 200000 | 189342 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 03/01/33 *(a)* | 125000 | 122896 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 03/02/33 *(a)* | 800000 | 834248 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.38%, 06/01/37  | 100000 | 112261 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.40%, 02/01/39  | 50000 | 55821 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 02/21/40 *(a)* | 250000 | 200067 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 03/15/40  | 75000 | 79031 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 08/15/41 *(a)* | 100000 | 74197 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 10/01/41  | 100000 | 95947 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 11/15/41 *(a)* | 100000 | 98138 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 06/15/42 *(a)* | 75000 | 77172 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 03/02/43 *(a)* | 500000 | 510910 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 05/01/45 *(a)* | 375000 | 327146 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.56%, 06/15/48 *(a)* | 250000 | 218212 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 02/21/50 *(a)* | 275000 | 200354 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.66%, 06/15/51 *(a)* | 625000 | 548169 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 01/15/52 *(a)* | 150000 | 99750 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 02/22/52 *(a)* | 200000 | 161832 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 03/01/53 *(a)* | 200000 | 180246 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 03/02/53 *(a)* | 800000 | 803904 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.77%, 09/01/53 *(a)* | 219000 | 133345 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 02/22/62 *(a)* | 200000 | 160320 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 03/02/63 *(a)* | 500000 | 501610 |
| **Anheuser-Busch Cos. LLC/Anheuser-Busch InBev Worldwide, Inc.** | **Anheuser-Busch Cos. LLC/Anheuser-Busch InBev Worldwide, Inc.** | **Anheuser-Busch Cos. LLC/Anheuser-Busch InBev Worldwide, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 02/01/36 *(a)* | 955000 | 954694 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 02/01/46 *(a)* | 1600000 | 1506752 |
| **Anheuser-Busch InBev Finance, Inc.** | **Anheuser-Busch InBev Finance, Inc.** | **Anheuser-Busch InBev Finance, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 02/01/36 *(a)* | 150000 | 149832 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 02/01/44  | 50000 | 45823 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 02/01/46 *(a)* | 200000 | 187764 |
| **Anheuser-Busch InBev Worldwide, Inc.** | **Anheuser-Busch InBev Worldwide, Inc.** | **Anheuser-Busch InBev Worldwide, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 01/23/29 *(a)* | 500000 | 511530 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 06/01/30 *(a)* | 300000 | 294054 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 01/23/31 *(a)* | 100000 | 103956 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 06/15/34 *(a)* | 200000 | 208236 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 06/15/35  | 75000 | 82741 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 04/15/38 *(a)* | 150000 | 144591 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.20%, 01/15/39  | 250000 | 325410 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 01/23/39 *(a)* | 350000 | 366789 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.00%, 11/15/39  | 100000 | 129250 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 01/15/42  | 300000 | 291270 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 04/15/48 *(a)* | 150000 | 135822 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.44%, 10/06/48 *(a)* | 300000 | 262980 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.55%, 01/23/49 *(a)* | 700000 | 712313 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 06/01/50 *(a)* | 200000 | 183130 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 04/15/58 *(a)* | 150000 | 134495 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.80%, 01/23/59 *(a)* | 350000 | 365333 |
| **Archer-Daniels-Midland Co.** | **Archer-Daniels-Midland Co.** | **Archer-Daniels-Midland Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 03/27/30 *(a)* | 200000 | 193500 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 03/01/32 *(a)* | 250000 | 230657 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 08/15/33 *(a)* | 100000 | 100589 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 09/15/35  | 100000 | 106321 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.54%, 03/26/42  | 100000 | 92447 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 09/15/47 *(a)* | 50000 | 39373 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 03/15/49 *(a)* | 100000 | 87363 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 09/15/51 *(a)* | 100000 | 62706 |
| **Ascension Health** | **Ascension Health** | **Ascension Health** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.08%, 11/15/28 *(a)* | 90000 | 90572 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.53%, 11/15/29 *(a)* | 150000 | 142205 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.29%, 11/15/30 *(a)* | 150000 | 151179 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.92%, 11/15/35 *(a)* | 150000 | 152478 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.11%, 11/15/39 *(a)* | 100000 | 80566 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 11/15/46  | 200000 | 166954 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 11/15/53  | 100000 | 92374 |
| **Astrazeneca Finance LLC** | **Astrazeneca Finance LLC** | **Astrazeneca Finance LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 02/26/27 *(a)* | 200000 | 202378 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 03/03/28 *(a)* | 200000 | 204588 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 05/28/28 *(a)* | 250000 | 238162 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 02/26/29 *(a)* | 200000 | 205688 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 03/03/30 *(a)* | 150000 | 155457 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 02/26/31 *(a)* | 200000 | 207694 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 05/28/31 *(a)* | 150000 | 136965 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 03/03/33 *(a)* | 50000 | 51932 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 02/26/34 *(a)* | 300000 | 312654 |
| **AstraZeneca PLC** | **AstraZeneca PLC** | **AstraZeneca PLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 06/12/27 *(a)* | 100000 | 99094 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 01/17/29 *(a)* | 150000 | 150537 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.38%, 08/06/30 *(a)* | 250000 | 222697 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.45%, 09/15/37  | 530000 | 611456 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 09/18/42  | 125000 | 109493 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 11/16/45  | 180000 | 161764 |

---

**38**

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 08/17/48 *(a)* | 150000 | 133649 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.13%, 08/06/50 *(a)* | 50000 | 28840 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 05/28/51 *(a)* | 200000 | 138434 |
| **Banner Health** | **Banner Health** | **Banner Health** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.34%, 01/01/30 *(a)* | 100000 | 93785 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.90%, 01/01/31 *(a)* | 100000 | 90037 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.18%, 01/01/50 *(a)* | 100000 | 70042 |
| **Baptist Health South Florida Obligated Group** | **Baptist Health South Florida Obligated Group** | **Baptist Health South Florida Obligated Group** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.12%, 11/15/71 *(a)* | 50000 | 30306 |
| **Baptist Healthcare System Obligated Group** | **Baptist Healthcare System Obligated Group** | **Baptist Healthcare System Obligated Group** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 20B<br> 3.54%, 08/15/50 *(a)*<br>| 150000 | 110018 |
| **BAT Capital Corp.** | **BAT Capital Corp.** | **BAT Capital Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 04/02/27 *(a)* | 150000 | 150957 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.56%, 08/15/27 *(a)* | 400000 | 396400 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.26%, 03/25/28 *(a)* | 275000 | 264047 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.46%, 09/06/29 *(a)* | 100000 | 97381 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.91%, 04/02/30 *(a)* | 175000 | 179247 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.34%, 08/02/30 *(a)* | 200000 | 216612 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.83%, 02/20/31 *(a)* | 150000 | 159543 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.73%, 03/25/31 *(a)* | 250000 | 230317 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.74%, 03/16/32 *(a)* | 175000 | 177392 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 08/15/32 *(a)* | 175000 | 182626 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.75%, 10/19/32 *(a)* | 100000 | 117268 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 03/22/33 *(a)* | 130000 | 129787 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.42%, 08/02/33 *(a)* | 100000 | 110832 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 02/20/34 *(a)* | 175000 | 188382 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 08/15/35 *(a)* | 175000 | 183575 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.39%, 08/15/37 *(a)* | 450000 | 417226 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.73%, 09/25/40 *(a)* | 75000 | 61500 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.08%, 08/02/43 *(a)* | 150000 | 170176 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.54%, 08/15/47 *(a)* | 375000 | 316249 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.76%, 09/06/49 *(a)* | 175000 | 150428 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.28%, 04/02/50 *(a)* | 100000 | 91631 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.98%, 09/25/50 *(a)* | 75000 | 55880 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 03/16/52 *(a)* | 125000 | 120290 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.08%, 08/02/53 *(a)* | 200000 | 229198 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 08/15/55 *(a)* | 75000 | 78780 |
| **BAT International Finance PLC** | **BAT International Finance PLC** | **BAT International Finance PLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 03/16/28 *(a)* | 200000 | 201534 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.93%, 02/02/29 *(a)* | 200000 | 210256 |
| **Baxalta, Inc.** | **Baxalta, Inc.** | **Baxalta, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 06/23/45 *(a)* | 99000 | 96070 |
| **Baxter International, Inc.** | **Baxter International, Inc.** | **Baxter International, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.92%, 02/01/27 *(a)* | 225000 | 219240 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.27%, 12/01/28 *(a)* | 250000 | 235432 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 02/15/29 *(a)(h)* | 50000 | 50246 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 04/01/30 *(a)* | 100000 | 97465 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 12/15/30 *(a)(h)* | 130000 | 130820 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.73%, 04/01/31 *(a)* | 150000 | 128687 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.54%, 02/01/32 *(a)* | 250000 | 218630 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 12/15/35 *(a)(h)* | 180000 | 183337 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 08/15/46 *(a)* | 85000 | 61807 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 12/01/51 *(a)* | 125000 | 80514 |
| **BayCare Health System, Inc.** | **BayCare Health System, Inc.** | **BayCare Health System, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2020<br> 3.83%, 11/15/50 *(a)*<br>| 100000 | 79158 |
| **Baylor Scott & White Holdings** | **Baylor Scott & White Holdings** | **Baylor Scott & White Holdings** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.78%, 11/15/30 *(a)* | 100000 | 89901 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.19%, 11/15/45 *(a)* | 100000 | 86250 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.84%, 11/15/50 *(a)* | 200000 | 130582 |
| **Becton Dickinson & Co.** | **Becton Dickinson & Co.** | **Becton Dickinson & Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 06/06/27 *(a)* | 298000 | 296391 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.69%, 02/13/28 *(a)* | 150000 | 151989 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.87%, 02/08/29 *(a)* | 100000 | 102122 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.08%, 06/07/29 *(a)* | 100000 | 102939 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.82%, 05/20/30 *(a)* | 150000 | 141579 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.96%, 02/11/31 *(a)* | 200000 | 178132 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 08/22/32 *(a)* | 100000 | 98977 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.11%, 02/08/34 *(a)* | 100000 | 102724 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.69%, 12/15/44 *(a)* | 150000 | 134594 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.67%, 06/06/47 *(a)* | 250000 | 221522 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.79%, 05/20/50 *(a)* | 150000 | 114425 |
| **Beth Israel Lahey Health, Inc.** | **Beth Israel Lahey Health, Inc.** | **Beth Israel Lahey Health, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.08%, 07/01/51 *(a)* | 50000 | 33280 |
| **Biogen, Inc.** | **Biogen, Inc.** | **Biogen, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 05/01/30 *(a)* | 300000 | 276210 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 01/15/31 *(a)* | 100000 | 103547 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 05/15/35 *(a)* | 100000 | 106392 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 09/15/45 *(a)* | 200000 | 187762 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 05/01/50 *(a)* | 300000 | 198969 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 02/15/51 *(a)* | 167000 | 112087 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.45%, 05/15/55 *(a)* | 100000 | 107462 |
| **Bio-Rad Laboratories, Inc.** | **Bio-Rad Laboratories, Inc.** | **Bio-Rad Laboratories, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 03/15/27 *(a)* | 100000 | 98974 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 03/15/32 *(a)* | 150000 | 141723 |
| **Bon Secours Mercy Health, Inc.** | **Bon Secours Mercy Health, Inc.** | **Bon Secours Mercy Health, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.46%, 06/01/30 *(a)* | 100000 | 97859 |
| **Boston Scientific Corp.** | **Boston Scientific Corp.** | **Boston Scientific Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 06/01/30 *(a)* | 150000 | 141549 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 11/15/35 *(f)* | 100000 | 112688 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 03/01/39 *(a)* | 75000 | 72455 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.38%, 01/15/40  | 75000 | 91871 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 03/01/49 *(a)* | 150000 | 137673 |
| **Bristol-Myers Squibb Co.** | **Bristol-Myers Squibb Co.** | **Bristol-Myers Squibb Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 02/27/27  | 75000 | 74596 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.13%, 11/13/27 *(a)* | 150000 | 142883 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 11/15/27 *(a)* | 100000 | 99428 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 02/22/29 *(a)* | 300000 | 308910 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 07/26/29 *(a)* | 250000 | 245290 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.45%, 11/13/30 *(a)* | 250000 | 221637 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 02/01/31 *(a)* | 150000 | 161050 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 02/22/31 *(a)* | 225000 | 235444 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 03/15/32 *(a)* | 350000 | 325570 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.90%, 11/15/33 *(a)* | 200000 | 220568 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 02/22/34 *(a)* | 500000 | 524885 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 06/15/39 *(a)* | 375000 | 345341 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.35%, 11/13/40 *(a)* | 150000 | 107801 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 03/15/42 *(a)* | 250000 | 204592 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 08/01/42  | 100000 | 78274 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 02/22/44 *(a)* | 100000 | 101970 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 03/01/44 *(a)* | 75000 | 67625 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 05/15/44 *(a)* | 150000 | 137744 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 08/15/45 *(a)* | 150000 | 144138 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 11/15/47 *(a)* | 250000 | 216175 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 02/20/48 *(a)* | 250000 | 220657 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 10/26/49 *(a)* | 700000 | 586432 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.55%, 11/13/50 *(a)* | 275000 | 167252 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 03/15/52 *(a)* | 350000 | 264222 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.55%, 02/22/54 *(a)* | 500000 | 505050 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 03/15/62 *(a)* | 200000 | 148380 |
| **Brown-Forman Corp.** | **Brown-Forman Corp.** | **Brown-Forman Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 04/15/33 *(a)* | 150000 | 152763 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 04/15/38 *(a)* | 150000 | 136674 |
| **Brunswick Corp.** | **Brunswick Corp.** | **Brunswick Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.85%, 03/18/29 *(a)* | 100000 | 103317 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 08/18/31 *(a)* | 150000 | 131739 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 04/01/52 *(a)* | 75000 | 61022 |
| **Bunge Ltd. Finance Corp.** | **Bunge Ltd. Finance Corp.** | **Bunge Ltd. Finance Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 04/21/27 *(a)* | 130000 | 131433 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 09/25/27 *(a)* | 50000 | 49813 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 01/07/28 *(a)* | 75000 | 75214 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 09/17/29 *(a)* | 150000 | 150205 |

---

**39**

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 08/04/30 *(a)* | 90000 | 91130 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 04/21/31 *(a)* | 170000 | 160308 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 05/14/31 *(a)* | 150000 | 138467 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 09/17/34 *(a)* | 150000 | 148543 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 08/04/35 *(a)* | 115000 | 117757 |
| **Campbell's Co.** | **Campbell's Co.** | **Campbell's Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 03/19/27  | 100000 | 101372 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 03/15/28 *(a)* | 150000 | 150352 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 03/21/29 *(a)* | 100000 | 102989 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 04/24/30 *(a)* | 75000 | 69135 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 03/21/34 *(a)* | 175000 | 180299 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 03/23/35 *(a)* | 150000 | 146825 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 03/15/48 *(a)* | 100000 | 89355 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 04/24/50 *(a)* | 130000 | 87231 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 10/13/54 *(a)* | 75000 | 70070 |
| **Cardinal Health, Inc.** | **Cardinal Health, Inc.** | **Cardinal Health, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.41%, 06/15/27 *(a)* | 250000 | 247890 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 02/15/29 *(a)* | 125000 | 128951 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 11/15/29 *(a)* | 125000 | 128736 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 09/15/30 *(a)* | 80000 | 80832 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 02/15/34 *(a)* | 100000 | 104663 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 11/15/34 *(a)* | 150000 | 155487 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 09/15/35 *(a)* | 120000 | 122612 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 03/15/43  | 75000 | 66549 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 11/15/44 *(a)* | 25000 | 21796 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 09/15/45 *(a)* | 80000 | 73198 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.37%, 06/15/47 *(a)* | 100000 | 84475 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 11/15/54 *(a)* | 150000 | 152388 |
| **Catholic Health Services of Long Island Obligated Group** | **Catholic Health Services of Long Island Obligated Group** | **Catholic Health Services of Long Island Obligated Group** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.37%, 07/01/50 *(a)* | 50000 | 35207 |
| **Cedars-Sinai Health System** | **Cedars-Sinai Health System** | **Cedars-Sinai Health System** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.29%, 08/15/31 *(a)* | 75000 | 68076 |
| **Cencora, Inc.** | **Cencora, Inc.** | **Cencora, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 12/15/27 *(a)* | 100000 | 98922 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 12/15/27 *(a)* | 75000 | 75980 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 12/15/29 *(a)* | 100000 | 102606 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 05/15/30 *(a)* | 100000 | 94463 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 03/15/31 *(a)* | 200000 | 185132 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 02/15/34 *(a)* | 100000 | 103322 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 02/15/35 *(a)* | 100000 | 103051 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 03/01/45 *(a)* | 100000 | 85785 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 12/15/47 *(a)* | 100000 | 84498 |
| **Children's Health System of Texas** | **Children's Health System of Texas** | **Children's Health System of Texas** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.51%, 08/15/50 *(a)* | 150000 | 90978 |
| **Children's Hospital** | **Children's Hospital** | **Children's Hospital** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.93%, 07/15/50 *(a)* | 60000 | 39740 |
| **Children's Hospital Corp.** | **Children's Hospital Corp.** | **Children's Hospital Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.12%, 01/01/47 *(a)* | 100000 | 85081 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.59%, 02/01/50 *(a)* | 80000 | 50121 |
| **Children's Hospital Medical Center** | **Children's Hospital Medical Center** | **Children's Hospital Medical Center** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.27%, 05/15/44  | 100000 | 89214 |
| **Children's Hospital of Philadelphia** | **Children's Hospital of Philadelphia** | **Children's Hospital of Philadelphia** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 07/01/50 *(a)* | 100000 | 64204 |
| **Church & Dwight Co., Inc.** | **Church & Dwight Co., Inc.** | **Church & Dwight Co., Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 08/01/27 *(a)* | 100000 | 98879 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 12/15/31 *(a)* | 75000 | 67007 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 11/15/32 *(a)* | 100000 | 106834 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 08/01/47 *(a)* | 100000 | 81205 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 06/15/52 *(a)* | 100000 | 93100 |
| **Cigna Group** | **Cigna Group** | **Cigna Group** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 03/01/27 *(a)* | 142000 | 141000 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.05%, 10/15/27 *(a)* | 145000 | 142747 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 10/15/28 *(a)* | 735000 | 742321 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 05/15/29 *(a)* | 200000 | 205722 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 03/15/30 *(a)* | 250000 | 232457 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 09/15/30 *(a)* | 180000 | 181548 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 03/15/31 *(a)* | 250000 | 226590 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 05/15/31 *(a)* | 100000 | 103635 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 09/15/32 *(a)* | 220000 | 224052 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 03/15/33 *(a)* | 150000 | 157285 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 02/15/34 *(a)* | 225000 | 233244 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 01/15/36 *(a)* | 270000 | 277120 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 08/15/38 *(a)* | 405000 | 392263 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 03/15/40 *(a)* | 150000 | 119963 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.13%, 11/15/41  | 100000 | 107010 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 07/15/46 *(a)* | 270000 | 243694 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 10/15/47 *(a)* | 195000 | 152669 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 12/15/48 *(a)* | 550000 | 499482 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 03/15/50 *(a)* | 200000 | 142352 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 03/15/51 *(a)* | 250000 | 176252 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 02/15/54 *(a)* | 250000 | 247070 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 01/15/56 *(a)* | 140000 | 146093 |
| **City of Hope** | **City of Hope** | **City of Hope** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.62%, 11/15/43  | 100000 | 100175 |
| **Cleveland Clinic Foundation** | **Cleveland Clinic Foundation** | **Cleveland Clinic Foundation** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.86%, 01/01/14  | 75000 | 65786 |
| **Clorox Co.** | **Clorox Co.** | **Clorox Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 10/01/27 *(a)* | 150000 | 147950 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 05/15/28 *(a)* | 100000 | 99997 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 05/01/32 *(a)* | 200000 | 202672 |
| **Coca-Cola Co.** | **Coca-Cola Co.** | **Coca-Cola Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 03/25/27  | 200000 | 199350 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 05/25/27  | 100000 | 98965 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.45%, 06/01/27  | 300000 | 290370 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 03/05/28  | 100000 | 95485 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.00%, 03/15/28  | 250000 | 235820 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.13%, 09/06/29  | 150000 | 141488 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 03/25/30  | 200000 | 196662 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.65%, 06/01/30  | 450000 | 408393 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 03/05/31  | 125000 | 113720 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.38%, 03/15/31  | 250000 | 219705 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 01/05/32  | 350000 | 317562 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 05/13/34 *(a)* | 175000 | 183853 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 08/14/34 *(a)* | 150000 | 154368 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 06/01/40  | 200000 | 151018 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 05/05/41  | 150000 | 116727 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 03/25/50  | 100000 | 85829 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.60%, 06/01/50  | 200000 | 127148 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 03/05/51  | 300000 | 205476 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 03/15/51  | 250000 | 153717 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 05/13/54 *(a)* | 200000 | 199768 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 01/14/55 *(a)* | 275000 | 271186 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 06/01/60  | 200000 | 120666 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 05/13/64 *(a)* | 300000 | 299493 |
| **Coca-Cola Consolidated, Inc.** | **Coca-Cola Consolidated, Inc.** | **Coca-Cola Consolidated, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 06/01/29 *(a)* | 100000 | 103694 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 06/01/34 *(a)* | 100000 | 105561 |
| **Coca-Cola Femsa SAB de CV** | **Coca-Cola Femsa SAB de CV** | **Coca-Cola Femsa SAB de CV** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.85%, 09/01/32 *(a)* | 100000 | 84363 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 05/06/35 *(a)* | 150000 | 152545 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 11/26/43  | 150000 | 148026 |
| **Colgate-Palmolive Co.** | **Colgate-Palmolive Co.** | **Colgate-Palmolive Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 08/15/27 *(a)* | 200000 | 198268 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 03/01/28 *(a)* | 75000 | 76416 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 03/01/33 *(a)* | 150000 | 154249 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 08/15/45  | 100000 | 86373 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 08/01/47 *(a)* | 100000 | 80652 |
| **CommonSpirit Health** | **CommonSpirit Health** | **CommonSpirit Health** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.07%, 11/01/27 *(a)* | 100000 | 103460 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 10/01/29 *(a)* | 150000 | 145469 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 09/01/30 *(a)* | 100000 | 100194 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.78%, 10/01/30 *(a)* | 150000 | 140771 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.21%, 12/01/31 *(a)* | 150000 | 155910 |

---

**40**

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.32%, 12/01/34 *(a)* | 125000 | 128718 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.83%, 09/01/35 *(a)* | 75000 | 75096 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.98%, 09/01/35 *(a)* | 100000 | 100001 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 11/01/42  | 150000 | 130974 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.58%, 09/01/45 *(a)* | 75000 | 74645 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.82%, 10/01/49 *(a)* | 150000 | 114822 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.19%, 10/01/49 *(a)* | 150000 | 120347 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.91%, 10/01/50 *(a)* | 100000 | 76188 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.46%, 11/01/52 *(a)* | 50000 | 54875 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.55%, 12/01/54 *(a)* | 100000 | 97595 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.66%, 09/01/55 *(a)* | 100000 | 99203 |
| **Community Health Network, Inc.** | **Community Health Network, Inc.** | **Community Health Network, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 05/01/50 *(a)* | 50000 | 32860 |
| **Conagra Brands, Inc.** | **Conagra Brands, Inc.** | **Conagra Brands, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.38%, 11/01/27 *(a)* | 250000 | 237132 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 11/01/28 *(a)* | 250000 | 253497 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 08/01/30 *(a)* | 90000 | 91385 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 08/01/35 *(a)* | 90000 | 92642 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 11/01/38 *(a)* | 175000 | 169311 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 11/01/48 *(a)* | 200000 | 183894 |
| **Conopco, Inc.** | **Conopco, Inc.** | **Conopco, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.25%, 12/15/26  | 75000 | 77637 |
| **Constellation Brands, Inc.** | **Constellation Brands, Inc.** | **Constellation Brands, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 12/06/26 *(a)* | 100000 | 99727 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 05/09/27 *(a)* | 100000 | 99221 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 05/09/27 *(a)* | 100000 | 100439 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 02/15/28 *(a)* | 150000 | 148611 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 11/15/28 *(a)* | 100000 | 101515 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 01/15/29 *(a)* | 100000 | 101799 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 08/01/29 *(a)* | 150000 | 144734 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 05/01/30 *(a)* | 100000 | 94210 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 05/01/30 *(a)* | 100000 | 101883 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 08/01/31 *(a)* | 150000 | 133187 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 05/09/32 *(a)* | 150000 | 151575 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 05/01/33 *(a)* | 150000 | 151303 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 11/01/35 *(a)* | 75000 | 74432 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 05/09/47 *(a)* | 75000 | 63335 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 02/15/48 *(a)* | 100000 | 79772 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 11/15/48 *(a)* | 75000 | 70364 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 05/01/50 *(a)* | 75000 | 55812 |
| **Corewell Health Obligated Group** | **Corewell Health Obligated Group** | **Corewell Health Obligated Group** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.49%, 07/15/49 *(a)* | 50000 | 37118 |
| **Cottage Health Obligated Group** | **Cottage Health Obligated Group** | **Cottage Health Obligated Group** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 11/01/49 *(a)* | 100000 | 71892 |
| **CVS Health Corp.** | **CVS Health Corp.** | **CVS Health Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 04/01/27 *(a)* | 150000 | 149022 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 06/01/27  | 75000 | 77276 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.30%, 08/21/27 *(a)* | 400000 | 381568 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 03/25/28 *(a)* | 945000 | 947693 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 01/30/29 *(a)* | 200000 | 204740 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 06/01/29 *(a)* | 200000 | 207512 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 08/15/29 *(a)* | 300000 | 289965 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 02/21/30 *(a)* | 250000 | 257547 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 04/01/30 *(a)* | 300000 | 293115 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 08/21/30 *(a)* | 250000 | 222352 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 01/30/31 *(a)* | 100000 | 103670 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.88%, 02/28/31 *(a)* | 250000 | 219970 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.55%, 06/01/31 *(a)* | 150000 | 157723 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.13%, 09/15/31 *(a)* | 200000 | 175990 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 09/15/32 *(a)* | 100000 | 102498 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 02/21/33 *(a)* | 300000 | 310338 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 06/01/33 *(a)* | 200000 | 207018 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 06/01/34 *(a)* | 200000 | 210582 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 07/20/35 *(a)* | 100000 | 99176 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 09/15/35 *(a)* | 300000 | 309798 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.78%, 03/25/38 *(a)* | 900000 | 856548 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.13%, 09/15/39  | 75000 | 79308 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 04/01/40 *(a)* | 100000 | 86552 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 08/21/40 *(a)* | 75000 | 54430 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 12/05/43 *(a)* | 100000 | 94805 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 06/01/44 *(a)* | 150000 | 153114 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 07/20/45 *(a)* | 600000 | 549474 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 03/25/48 *(a)* | 1450000 | 1301926 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 04/01/50 *(a)* | 100000 | 78759 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 02/21/53 *(a)* | 250000 | 238785 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 06/01/53 *(a)* | 250000 | 247182 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.05%, 06/01/54 *(a)* | 175000 | 177704 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.20%, 09/15/55 *(a)* | 200000 | 207452 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 06/01/63 *(a)* | 175000 | 172889 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 09/15/65 *(a)* | 100000 | 102408 |
| **Danaher Corp.** | **Danaher Corp.** | **Danaher Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 09/15/45 *(a)* | 100000 | 89135 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.60%, 10/01/50 *(a)* | 200000 | 125208 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 12/10/51 *(a)* | 100000 | 64602 |
| **Dartmouth-Hitchcock Health** | **Dartmouth-Hitchcock Health** | **Dartmouth-Hitchcock Health** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.18%, 08/01/48 *(a)* | 50000 | 39950 |
| **DENTSPLY SIRONA, Inc.** | **DENTSPLY SIRONA, Inc.** | **DENTSPLY SIRONA, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 06/01/30 *(a)* | 150000 | 138582 |
| **DH Europe Finance II SARL** | **DH Europe Finance II SARL** | **DH Europe Finance II SARL** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.60%, 11/15/29 *(a)* | 200000 | 189858 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 11/15/39 *(a)* | 150000 | 124614 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 11/15/49 *(a)* | 150000 | 111137 |
| **Diageo Capital PLC** | **Diageo Capital PLC** | **Diageo Capital PLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 10/24/27 *(a)* | 200000 | 205000 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 10/24/29 *(a)* | 200000 | 188302 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 04/29/30 *(a)* | 250000 | 228880 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.13%, 04/29/32 *(a)* | 200000 | 174656 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 01/24/33 *(a)* | 200000 | 212314 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 10/05/33 *(a)* | 200000 | 214298 |
| **Diageo Investment Corp.** | **Diageo Investment Corp.** | **Diageo Investment Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 08/15/30 *(a)* | 200000 | 207928 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 04/15/35 *(a)* | 200000 | 213456 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 05/11/42  | 150000 | 131214 |
| **Dignity Health** | **Dignity Health** | **Dignity Health** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 11/01/42  | 50000 | 44115 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.27%, 11/01/64  | 50000 | 46054 |
| **Duke University Health System, Inc.** | **Duke University Health System, Inc.** | **Duke University Health System, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.92%, 06/01/47 *(a)* | 150000 | 123755 |
| **Edwards Lifesciences Corp.** | **Edwards Lifesciences Corp.** | **Edwards Lifesciences Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 06/15/28 *(a)* | 100000 | 100429 |
| **Eli Lilly & Co.** | **Eli Lilly & Co.** | **Eli Lilly & Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 02/09/27 *(a)* | 200000 | 201672 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 03/15/27  | 100000 | 102326 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 05/15/27 *(a)* | 100000 | 99159 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 08/14/27 *(a)* | 100000 | 100754 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 02/12/28 *(a)* | 200000 | 203632 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 10/15/28 *(a)* | 100000 | 100693 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 02/09/29 *(a)* | 200000 | 204024 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 03/15/29 *(a)* | 200000 | 197400 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 08/14/29 *(a)* | 200000 | 202424 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 02/12/30 *(a)* | 250000 | 257747 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 03/15/31 *(a)* | 220000 | 221925 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 02/12/32 *(a)* | 200000 | 208376 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 10/15/32 *(a)* | 150000 | 152980 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 02/27/33 *(a)* | 200000 | 205704 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 02/09/34 *(a)* | 250000 | 255117 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 08/14/34 *(a)* | 200000 | 202604 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 02/12/35 *(a)* | 250000 | 261212 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 10/15/35 *(a)* | 220000 | 226129 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 03/01/45 *(a)* | 100000 | 81955 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 05/15/47 *(a)* | 50000 | 41562 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 03/15/49 *(a)* | 200000 | 164574 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 05/15/50 *(a)* | 200000 | 118372 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 02/27/53 *(a)* | 200000 | 187606 |

---

**41**

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 02/09/54 *(a)* | 300000 | 286425 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 08/14/54 *(a)* | 200000 | 192130 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 02/12/55 *(a)* | 250000 | 257055 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.55%, 10/15/55 *(a)* | 250000 | 258345 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 03/15/59 *(a)* | 75000 | 60674 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 09/15/60 *(a)* | 175000 | 98754 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 02/27/63 *(a)* | 150000 | 139764 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 02/09/64 *(a)* | 275000 | 261052 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 08/14/64 *(a)* | 150000 | 144996 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 02/12/65 *(a)* | 150000 | 154257 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 10/15/65 *(a)* | 150000 | 155278 |
| **Estee Lauder Cos., Inc.** | **Estee Lauder Cos., Inc.** | **Estee Lauder Cos., Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 03/15/27 *(a)* | 100000 | 99034 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 05/15/28 *(a)* | 100000 | 101091 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 12/01/29 *(a)* | 100000 | 93756 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.60%, 04/15/30 *(a)* | 150000 | 140807 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.95%, 03/15/31 *(a)* | 150000 | 133781 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 05/15/33 *(a)* | 100000 | 100872 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 02/14/34 *(a)* | 150000 | 153322 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 05/15/37  | 90000 | 98524 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 03/15/47 *(a)* | 100000 | 81600 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 12/01/49 *(a)* | 150000 | 101277 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 05/15/53 *(a)* | 100000 | 94101 |
| **Flowers Foods, Inc.** | **Flowers Foods, Inc.** | **Flowers Foods, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 03/15/31 *(a)* | 100000 | 89030 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 03/15/35 *(a)* | 95000 | 95941 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.20%, 03/15/55 *(a)* | 75000 | 72419 |
| **Fomento Economico Mexicano SAB de CV** | **Fomento Economico Mexicano SAB de CV** | **Fomento Economico Mexicano SAB de CV** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 01/16/50 *(a)* | 300000 | 223530 |
| **Franciscan Missionaries of Our Lady Health System, Inc.** | **Franciscan Missionaries of Our Lady Health System, Inc.** | **Franciscan Missionaries of Our Lady Health System, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.91%, 07/01/49 *(a)* | 50000 | 39190 |
| **Fred Hutchinson Cancer Center** | **Fred Hutchinson Cancer Center** | **Fred Hutchinson Cancer Center** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.97%, 01/01/52 *(a)* | 50000 | 46257 |
| **GE HealthCare Technologies, Inc.** | **GE HealthCare Technologies, Inc.** | **GE HealthCare Technologies, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 11/15/27 *(a)* | 300000 | 308772 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 08/14/29 *(a)* | 200000 | 204688 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.86%, 03/15/30 *(a)* | 200000 | 212074 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 01/15/31 *(a)* | 120000 | 122569 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.91%, 11/22/32 *(a)* | 300000 | 324180 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 06/15/35 *(a)* | 160000 | 167134 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.38%, 11/22/52 *(a)* | 200000 | 222056 |
| **General Mills, Inc.** | **General Mills, Inc.** | **General Mills, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 01/30/27 *(a)* | 100000 | 100756 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 02/10/27 *(a)* | 100000 | 99057 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 04/17/28 *(a)* | 250000 | 250917 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 10/17/28 *(a)* | 100000 | 103877 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 01/30/30 *(a)* | 150000 | 153921 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 04/15/30 *(a)* | 150000 | 142229 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 10/14/31 *(a)* | 100000 | 89120 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 03/29/33 *(a)* | 200000 | 203968 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 01/30/35 *(a)* | 125000 | 128579 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 06/15/40  | 75000 | 76556 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 02/15/43 *(a)* | 75000 | 63646 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 04/17/48 *(a)* | 75000 | 67261 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 02/01/51 *(a)* | 150000 | 99209 |
| **Gilead Sciences, Inc.** | **Gilead Sciences, Inc.** | **Gilead Sciences, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 03/01/27 *(a)* | 200000 | 197938 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.20%, 10/01/27 *(a)* | 150000 | 143304 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 11/15/29 *(a)* | 150000 | 154641 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.65%, 10/01/30 *(a)* | 200000 | 179198 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 10/15/33 *(a)* | 200000 | 211242 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 06/15/35 *(a)* | 150000 | 155340 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 09/01/35 *(a)* | 200000 | 199760 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 09/01/36 *(a)* | 100000 | 94172 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.60%, 10/01/40 *(a)* | 200000 | 149564 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 12/01/41 *(a)* | 224000 | 235276 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 04/01/44 *(a)* | 300000 | 281511 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 02/01/45 *(a)* | 300000 | 270549 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 03/01/46 *(a)* | 370000 | 342424 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 03/01/47 *(a)* | 300000 | 254085 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 10/01/50 *(a)* | 250000 | 162182 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.55%, 10/15/53 *(a)* | 175000 | 178167 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 11/15/54 *(a)* | 225000 | 227558 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 11/15/64 *(a)* | 150000 | 152512 |
| **GlaxoSmithKline Capital PLC** | **GlaxoSmithKline Capital PLC** | **GlaxoSmithKline Capital PLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 06/01/29 *(a)* | 200000 | 196240 |
| **GlaxoSmithKline Capital, Inc.** | **GlaxoSmithKline Capital, Inc.** | **GlaxoSmithKline Capital, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 05/15/28  | 400000 | 400072 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 04/15/30 *(a)* | 150000 | 152884 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 04/15/34  | 100000 | 106540 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 04/15/35 *(a)* | 150000 | 152988 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.38%, 05/15/38  | 463000 | 527320 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 03/18/43  | 100000 | 88303 |
| **Hackensack Meridian Health, Inc.** | **Hackensack Meridian Health, Inc.** | **Hackensack Meridian Health, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.68%, 09/01/41 *(a)* | 200000 | 147358 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 09/01/50 *(a)* | 100000 | 65556 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 07/01/57 *(a)* | 50000 | 43296 |
| **Haleon U.S. Capital LLC** | **Haleon U.S. Capital LLC** | **Haleon U.S. Capital LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 03/24/27 *(a)* | 250000 | 247915 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 03/24/29 *(a)* | 250000 | 244060 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 03/24/32 *(a)* | 400000 | 381828 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 03/24/52 *(a)* | 250000 | 200730 |
| **Hartford HealthCare Corp.** | **Hartford HealthCare Corp.** | **Hartford HealthCare Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 07/01/54  | 75000 | 55103 |
| **Hasbro, Inc.** | **Hasbro, Inc.** | **Hasbro, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 09/15/27 *(a)* | 100000 | 98967 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 11/19/29 *(a)* | 100000 | 98261 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.05%, 05/14/34 *(a)* | 100000 | 106155 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.35%, 03/15/40  | 100000 | 106021 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 05/15/44 *(a)* | 50000 | 44690 |
| **HCA, Inc.** | **HCA, Inc.** | **HCA, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 02/15/27 *(a)* | 200000 | 200476 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 03/15/27 *(a)* | 200000 | 197508 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 03/01/28 *(a)* | 150000 | 152935 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 06/01/28 *(a)* | 200000 | 205096 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 09/01/28 *(a)* | 250000 | 258225 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 02/01/29 *(a)* | 200000 | 208488 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 03/15/29 *(a)* | 100000 | 97580 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 06/15/29 *(a)* | 350000 | 349447 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 03/01/30 *(a)* | 150000 | 155397 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 09/01/30 *(a)* | 500000 | 481655 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 11/15/30 *(a)* | 75000 | 74871 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 04/01/31 *(a)* | 300000 | 314067 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 07/15/31 *(a)* | 100000 | 89758 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 03/01/32 *(a)* | 150000 | 157353 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 03/15/32 *(a)* | 350000 | 332059 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 11/15/32 *(a)* | 150000 | 150015 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 06/01/33 *(a)* | 250000 | 262267 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 04/01/34 *(a)* | 250000 | 262112 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 09/15/34 *(a)* | 200000 | 207760 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 03/01/35 *(a)* | 275000 | 290617 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 11/15/35 *(a)* | 150000 | 149464 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 06/15/39 *(a)* | 150000 | 146957 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 03/15/42 *(a)* | 100000 | 86857 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 06/15/47 *(a)* | 275000 | 265056 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 06/15/49 *(a)* | 350000 | 323239 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 07/15/51 *(a)* | 325000 | 225966 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 03/15/52 *(a)* | 350000 | 292551 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.90%, 06/01/53 *(a)* | 175000 | 174879 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 04/01/54 *(a)* | 275000 | 279290 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 09/15/54 *(a)* | 200000 | 201482 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.20%, 03/01/55 *(a)* | 250000 | 260667 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 11/15/55 *(a)* | 150000 | 146571 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.10%, 04/01/64 *(a)* | 150000 | 152493 |

---

**42**

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **Hershey Co.** | **Hershey Co.** | **Hershey Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 02/24/28 *(a)* | 75000 | 76303 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 05/04/28 *(a)* | 50000 | 50560 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 11/15/29 *(a)* | 100000 | 94641 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 02/24/30 *(a)* | 75000 | 77108 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 02/24/32 *(a)* | 75000 | 78094 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 05/04/33 *(a)* | 150000 | 151465 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 02/24/35 *(a)* | 75000 | 77690 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 11/15/49 *(a)* | 100000 | 69505 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 06/01/50 *(a)* | 100000 | 63072 |
| **Hoag Memorial Hospital Presbyterian** | **Hoag Memorial Hospital Presbyterian** | **Hoag Memorial Hospital Presbyterian** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 07/15/52 *(a)* | 75000 | 58550 |
| **Hormel Foods Corp.** | **Hormel Foods Corp.** | **Hormel Foods Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 03/30/27 *(a)* | 100000 | 101148 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.70%, 06/03/28 *(a)* | 150000 | 142245 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.80%, 06/11/30 *(a)* | 150000 | 135855 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.05%, 06/03/51 *(a)* | 150000 | 101559 |
| **Icon Investments Six DAC** | **Icon Investments Six DAC** | **Icon Investments Six DAC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.81%, 05/08/27 *(a)* | 200000 | 204018 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.85%, 05/08/29 *(a)* | 200000 | 209042 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 05/08/34 *(a)* | 200000 | 211924 |
| **Illumina, Inc.** | **Illumina, Inc.** | **Illumina, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 12/13/27 *(a)* | 100000 | 102706 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 12/12/30 *(a)* | 90000 | 90511 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.55%, 03/23/31 *(a)* | 150000 | 135963 |
| **Indiana University Health, Inc. Obligated Group** | **Indiana University Health, Inc. Obligated Group** | **Indiana University Health, Inc. Obligated Group** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.97%, 11/01/48 *(a)* | 55000 | 45126 |
| **Ingredion, Inc.** | **Ingredion, Inc.** | **Ingredion, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 06/01/30 *(a)* | 150000 | 141336 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 06/01/50 *(a)* | 100000 | 76244 |
| **Inova Health System Foundation** | **Inova Health System Foundation** | **Inova Health System Foundation** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.07%, 05/15/52 *(a)* | 75000 | 61106 |
| **Integris Baptist Medical Center, Inc.** | **Integris Baptist Medical Center, Inc.** | **Integris Baptist Medical Center, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 08/15/50 *(a)* | 100000 | 74256 |
| **IQVIA, Inc.** | **IQVIA, Inc.** | **IQVIA, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 05/15/28 *(a)* | 200000 | 206404 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 02/01/29 *(a)* | 200000 | 210894 |
| **J.M. Smucker Co.** | **J.M. Smucker Co.** | **J.M. Smucker Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.90%, 11/15/28 *(a)* | 200000 | 209902 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 03/15/30 *(a)* | 100000 | 93081 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.13%, 03/15/32 *(a)* | 75000 | 64934 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.20%, 11/15/33 *(a)* | 200000 | 217924 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 03/15/35  | 100000 | 95012 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 11/15/43 *(a)* | 200000 | 217830 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 03/15/45  | 100000 | 84967 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 11/15/53 *(a)* | 150000 | 165321 |
| **JBS USA Holding Lux SARL/JBS USA Food Co./JBS Lux Co. SARL** | **JBS USA Holding Lux SARL/JBS USA Food Co./JBS Lux Co. SARL** | **JBS USA Holding Lux SARL/JBS USA Food Co./JBS Lux Co. SARL** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 02/02/29 *(a)* | 100000 | 96393 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 12/01/31 *(a)* | 100000 | 95146 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 01/15/32 *(a)* | 200000 | 187820 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 05/15/32 *(a)* | 250000 | 225902 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 04/01/33 *(a)* | 200000 | 209704 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 03/15/34 *(a)* | 300000 | 333300 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 02/02/52 *(a)* | 150000 | 118566 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 12/01/52 *(a)* | 300000 | 314403 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.25%, 11/15/53 *(a)* | 200000 | 227346 |
| **JBS USA Holding Lux SARL/JBS USA Foods Group Holdings, Inc./JBS USA Food Co.** | **JBS USA Holding Lux SARL/JBS USA Foods Group Holdings, Inc./JBS USA Food Co.** | **JBS USA Holding Lux SARL/JBS USA Foods Group Holdings, Inc./JBS USA Food Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 01/15/36 *(a)(d)* | 200000 | 205012 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 03/01/56 *(a)(d)* | 200000 | 203168 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.38%, 04/15/66 *(a)(d)* | 200000 | 204216 |
| **JBS USA LUX SARL/JBS USA Food Co./JBS USA Foods Group** | **JBS USA LUX SARL/JBS USA Food Co./JBS USA Foods Group** | **JBS USA LUX SARL/JBS USA Food Co./JBS USA Foods Group** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 04/20/35 *(a)(d)* | 150000 | 158649 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.38%, 02/25/55 *(a)(d)* | 150000 | 155388 |
| **Johns Hopkins Health System Corp.** | **Johns Hopkins Health System Corp.** | **Johns Hopkins Health System Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.84%, 05/15/46  | 150000 | 123117 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **Johnson & Johnson** | **Johnson & Johnson** | **Johnson & Johnson** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 03/01/27  | 150000 | 151561 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 03/03/27 *(a)* | 200000 | 198270 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.95%, 09/01/27 *(a)* | 300000 | 286692 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 01/15/28 *(a)* | 200000 | 197154 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 03/01/28 *(a)* | 150000 | 152883 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 06/01/29 *(a)* | 200000 | 206994 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 03/01/30 *(a)* | 200000 | 206622 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.30%, 09/01/30 *(a)* | 350000 | 312683 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 06/01/31 *(a)* | 200000 | 209752 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 03/01/32 *(a)* | 250000 | 260950 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 05/15/33  | 100000 | 106195 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 12/05/33 *(a)* | 150000 | 153555 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 06/01/34 *(a)* | 150000 | 158911 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 03/01/35 *(a)* | 250000 | 262410 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 03/01/36 *(a)* | 200000 | 185764 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 03/03/37 *(a)* | 200000 | 183414 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 08/15/37  | 200000 | 225506 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 01/15/38 *(a)* | 150000 | 133631 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.85%, 07/15/38  | 100000 | 111361 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.10%, 09/01/40 *(a)* | 175000 | 125262 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 09/01/40  | 100000 | 98160 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 05/15/41  | 75000 | 75251 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 12/05/43 *(a)* | 100000 | 94303 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 03/01/46 *(a)* | 330000 | 272761 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 03/03/47 *(a)* | 200000 | 164870 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 01/15/48 *(a)* | 150000 | 118185 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 09/01/50 *(a)* | 200000 | 121072 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 06/01/54 *(a)* | 125000 | 127916 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 09/01/60 *(a)* | 250000 | 142463 |
| **Kaiser Foundation Hospitals** | **Kaiser Foundation Hospitals** | **Kaiser Foundation Hospitals** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 05/01/27 *(a)* | 100000 | 99120 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.81%, 06/01/41 *(a)* | 250000 | 188472 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 04/01/42  | 150000 | 144267 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 05/01/47 *(a)* | 250000 | 212450 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.27%, 11/01/49 *(a)* | 150000 | 107487 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 06/01/51 *(a)* | 250000 | 168155 |
| **Kellanova** | **Kellanova** | **Kellanova** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 11/15/27 *(a)* | 100000 | 99062 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 05/15/28 *(a)* | 100000 | 100762 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.10%, 06/01/30 *(a)* | 150000 | 137189 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.45%, 04/01/31  | 100000 | 115260 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 03/01/33 *(a)* | 75000 | 78002 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 04/01/46  | 100000 | 88886 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 05/16/54 *(a)* | 75000 | 75923 |
| **Kenvue, Inc.** | **Kenvue, Inc.** | **Kenvue, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 03/22/28 *(a)* | 150000 | 153502 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 03/22/30 *(a)* | 150000 | 154684 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 05/22/32 *(a)* | 100000 | 102520 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 03/22/33 *(a)* | 225000 | 230854 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 03/22/43 *(a)* | 150000 | 145568 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 03/22/53 *(a)* | 250000 | 232220 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 03/22/63 *(a)* | 150000 | 138888 |
| **Keurig Dr. Pepper, Inc.** | **Keurig Dr. Pepper, Inc.** | **Keurig Dr. Pepper, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 03/15/27 *(a)* | 150000 | 151557 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.43%, 06/15/27 *(a)* | 100000 | 99026 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 05/15/28 *(a)* | 100000 | 100342 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 05/25/28 *(a)* | 175000 | 176407 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 03/15/29 *(a)* | 150000 | 153196 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 04/15/29 *(a)* | 175000 | 172959 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 05/01/30 *(a)* | 100000 | 94965 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 05/15/30 *(a)* | 100000 | 100543 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 03/15/31 *(a)* | 100000 | 89175 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 03/15/31 *(a)* | 75000 | 76998 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 04/15/32 *(a)* | 200000 | 192752 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 03/15/34 *(a)* | 150000 | 153232 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 05/15/35 *(a)* | 75000 | 75506 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 11/15/45 *(a)* | 150000 | 127650 |

---

**43**

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.42%, 12/15/46 *(a)* | 50000 | 41503 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 05/01/50 *(a)* | 150000 | 110733 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 03/15/51 *(a)* | 100000 | 68019 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 04/15/52 *(a)* | 200000 | 164304 |
| **Kimberly-Clark Corp.** | **Kimberly-Clark Corp.** | **Kimberly-Clark Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.05%, 09/15/27 *(a)* | 50000 | 47728 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 11/01/28 *(a)* | 100000 | 100527 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 04/25/29 *(a)* | 100000 | 97793 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 03/26/30 *(a)* | 100000 | 96421 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 11/02/31 *(a)* | 150000 | 135360 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 02/16/33 *(a)* | 100000 | 101829 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.63%, 08/01/37  | 150000 | 175351 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 07/30/46 *(a)* | 100000 | 73035 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 05/04/47 *(a)* | 100000 | 80604 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 02/07/50 *(a)* | 150000 | 100421 |
| **Koninklijke Ahold Delhaize NV** | **Koninklijke Ahold Delhaize NV** | **Koninklijke Ahold Delhaize NV** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 10/01/40  | 38000 | 39976 |
| **Koninklijke Philips NV** | **Koninklijke Philips NV** | **Koninklijke Philips NV** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.88%, 03/11/38  | 150000 | 170421 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 03/15/42  | 95000 | 90015 |
| **Kraft Heinz Foods Co.** | **Kraft Heinz Foods Co.** | **Kraft Heinz Foods Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 05/15/27 *(a)* | 250000 | 249222 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 01/30/29 *(a)* | 75000 | 76189 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 04/01/30 *(a)* | 125000 | 122423 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 03/01/31 *(a)* | 100000 | 99297 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 03/15/32 *(a)* | 75000 | 77512 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 03/15/32  | 75000 | 83649 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 03/15/35 *(a)* | 75000 | 77471 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 07/15/35 *(a)* | 100000 | 100361 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.88%, 01/26/39  | 150000 | 168501 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 10/01/39 *(a)* | 75000 | 68868 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 02/09/40  | 125000 | 135905 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 06/04/42  | 275000 | 255357 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 07/15/45 *(a)* | 350000 | 326004 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 06/01/46 *(a)* | 300000 | 252264 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 10/01/49 *(a)* | 250000 | 219732 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 06/01/50 *(a)* | 200000 | 190116 |
| **Kroger Co.** | **Kroger Co.** | **Kroger Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 08/01/27 *(a)* | 100000 | 99672 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 01/15/29 *(a)* | 100000 | 101473 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.20%, 05/01/30 *(a)* | 100000 | 92232 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.70%, 01/15/31 *(a)* | 100000 | 88205 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 09/15/34 *(a)* | 400000 | 406624 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.90%, 04/15/38  | 50000 | 58069 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 07/15/40 *(a)* | 50000 | 50580 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 04/15/42 *(a)* | 100000 | 94840 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 08/01/43 *(a)* | 75000 | 71594 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 10/15/46 *(a)* | 100000 | 78876 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 02/01/47 *(a)* | 200000 | 171564 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 01/15/48 *(a)* | 100000 | 87830 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 01/15/49 *(a)* | 100000 | 97292 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 01/15/50 *(a)* | 150000 | 116838 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 09/15/54 *(a)* | 375000 | 366064 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 09/15/64 *(a)* | 275000 | 268183 |
| **Laboratory Corp. of America Holdings** | **Laboratory Corp. of America Holdings** | **Laboratory Corp. of America Holdings** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 09/01/27 *(a)* | 150000 | 149190 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 12/01/29 *(a)* | 100000 | 95325 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 04/01/30 *(a)* | 100000 | 100358 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 06/01/31 *(a)* | 75000 | 68942 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 04/01/32 *(a)* | 100000 | 100296 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 10/01/34 *(a)* | 175000 | 174386 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 02/01/45 *(a)* | 150000 | 135902 |
| **Mass General Brigham, Inc.** | **Mass General Brigham, Inc.** | **Mass General Brigham, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.77%, 07/01/48 *(a)* | 100000 | 79284 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.12%, 07/01/55 *(g)* | 100000 | 82963 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.34%, 07/01/60 *(a)* | 100000 | 67550 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **Mattel, Inc.** | **Mattel, Inc.** | **Mattel, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 11/17/30 *(a)* | 110000 | 111036 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 11/01/41 *(a)* | 75000 | 72021 |
| **Mayo Clinic** | **Mayo Clinic** | **Mayo Clinic** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 11/15/47  | 100000 | 82142 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 11/15/61 *(a)* | 150000 | 99381 |
| **McCormick & Co., Inc.** | **McCormick & Co., Inc.** | **McCormick & Co., Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 08/15/27 *(a)* | 150000 | 148561 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 04/15/30 *(a)* | 100000 | 93239 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.85%, 02/15/31 *(a)* | 100000 | 88521 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 04/15/33 *(a)* | 100000 | 102134 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 10/15/34 *(a)* | 75000 | 74435 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 08/15/47 *(a)* | 50000 | 41462 |
| **McKesson Corp.** | **McKesson Corp.** | **McKesson Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 02/16/28 *(a)* | 100000 | 100102 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 07/15/28 *(a)* | 75000 | 76826 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 09/15/29 *(a)* | 100000 | 100794 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 05/30/30 *(a)* | 100000 | 102082 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 05/30/32 *(a)* | 100000 | 103314 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 07/15/33 *(a)* | 150000 | 156139 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 05/30/35 *(a)* | 100000 | 104239 |
| **McLaren Health Care Corp.** | **McLaren Health Care Corp.** | **McLaren Health Care Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series A<br> 4.39%, 05/15/48 *(a)*<br>| 100000 | 86320 |
| **Mead Johnson Nutrition Co.** | **Mead Johnson Nutrition Co.** | **Mead Johnson Nutrition Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.90%, 11/01/39  | 150000 | 162751 |
| **Medtronic Global Holdings SCA** | **Medtronic Global Holdings SCA** | **Medtronic Global Holdings SCA** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 03/30/28 *(a)* | 200000 | 201478 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 03/30/33 *(a)* | 150000 | 151129 |
| **Medtronic, Inc.** | **Medtronic, Inc.** | **Medtronic, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 03/15/35  | 400000 | 396376 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 03/15/45  | 325000 | 301447 |
| **Memorial Sloan-Kettering Cancer Center** | **Memorial Sloan-Kettering Cancer Center** | **Memorial Sloan-Kettering Cancer Center** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 07/01/42  | 100000 | 97952 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 07/01/55  | 190000 | 159653 |
| **Merck & Co., Inc.** | **Merck & Co., Inc.** | **Merck & Co., Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.70%, 06/10/27 *(a)* | 300000 | 291378 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 09/15/27  | 125000 | 125495 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.90%, 12/10/28 *(a)* | 200000 | 189066 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 03/07/29 *(a)* | 350000 | 344662 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 05/17/30 *(a)* | 150000 | 151978 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.45%, 06/24/30 *(a)* | 250000 | 223830 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 09/15/30 *(a)* | 125000 | 125885 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.15%, 12/10/31 *(a)* | 350000 | 312511 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 09/15/32 *(a)* | 175000 | 178033 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 05/17/33 *(a)* | 300000 | 304884 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 12/01/33 *(e)(f)* | 100000 | 114228 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 09/15/35 *(a)* | 250000 | 256805 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.55%, 09/15/37  | 100000 | 115993 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 03/07/39 *(a)* | 200000 | 181176 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.35%, 06/24/40 *(a)* | 100000 | 73285 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 09/15/42 *(a)* | 100000 | 82363 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 05/18/43  | 200000 | 175542 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 05/17/44 *(a)* | 150000 | 143591 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 02/10/45 *(a)* | 400000 | 324956 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 03/07/49 *(a)* | 300000 | 245805 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 06/24/50 *(a)* | 250000 | 151240 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 12/10/51 *(a)* | 350000 | 222845 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 05/17/53 *(a)* | 250000 | 236665 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 09/15/55 *(a)* | 230000 | 238632 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 12/10/61 *(a)* | 250000 | 150620 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 05/17/63 *(a)* | 200000 | 189316 |
| **Merck Sharp & Dohme Corp.** | **Merck Sharp & Dohme Corp.** | **Merck Sharp & Dohme Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 12/01/28  | 75000 | 79499 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 11/15/36  | 60000 | 65687 |

---

**44**

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **Methodist Hospital** | **Methodist Hospital** | **Methodist Hospital** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.71%, 12/01/50 *(a)* | 150000 | 95327 |
| **Molson Coors Beverage Co.** | **Molson Coors Beverage Co.** | **Molson Coors Beverage Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 05/01/42  | 200000 | 186984 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 07/15/46 *(a)* | 330000 | 270554 |
| **Mondelez International, Inc.** | **Mondelez International, Inc.** | **Mondelez International, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 03/17/27 *(a)* | 150000 | 147386 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 05/06/28 *(a)* | 100000 | 100616 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 05/07/28 *(a)* | 100000 | 100280 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 02/20/29 *(a)* | 100000 | 102344 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 04/13/30 *(a)* | 150000 | 141629 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 05/06/30 *(a)* | 100000 | 101148 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 02/04/31 *(a)* | 75000 | 65398 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 03/17/32 *(a)* | 150000 | 138029 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.88%, 10/15/32 *(a)* | 75000 | 64595 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 08/28/34 *(a)* | 100000 | 100273 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 05/06/35 *(a)* | 100000 | 102780 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 09/04/50 *(a)* | 150000 | 91137 |
| **Montefiore Obligated Group** | **Montefiore Obligated Group** | **Montefiore Obligated Group** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 11/01/48  | 75000 | 63450 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.29%, 09/01/50  | 100000 | 71289 |
| **Mount Nittany Medical Center Obligated Group** | **Mount Nittany Medical Center Obligated Group** | **Mount Nittany Medical Center Obligated Group** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 11/15/52  | 50000 | 38176 |
| **Mount Sinai Hospital** | **Mount Sinai Hospital** | **Mount Sinai Hospital** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.74%, 07/01/49 *(a)* | 100000 | 71427 |
| **Mylan, Inc.** | **Mylan, Inc.** | **Mylan, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 04/15/28 *(a)* | 150000 | 149995 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 11/29/43 *(a)* | 100000 | 86458 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 04/15/48 *(a)* | 100000 | 81580 |
| **MyMichigan Health** | **MyMichigan Health** | **MyMichigan Health** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.41%, 06/01/50 *(a)* | 75000 | 53541 |
| **Nationwide Children's Hospital, Inc.** | **Nationwide Children's Hospital, Inc.** | **Nationwide Children's Hospital, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.56%, 11/01/52 *(a)* | 75000 | 66501 |
| **New York & Presbyterian Hospital** | **New York & Presbyterian Hospital** | **New York & Presbyterian Hospital** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.26%, 08/01/40 *(a)* | 100000 | 71452 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.02%, 08/01/45  | 150000 | 127524 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.61%, 08/01/60 *(a)* | 50000 | 28471 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 08/01/19 *(a)* | 100000 | 70986 |
| **Northwell Healthcare, Inc.** | **Northwell Healthcare, Inc.** | **Northwell Healthcare, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.98%, 11/01/46 *(a)* | 45000 | 36035 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.26%, 11/01/47 *(a)* | 150000 | 125073 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.81%, 11/01/49 *(a)* | 100000 | 75638 |
| **Novant Health, Inc.** | **Novant Health, Inc.** | **Novant Health, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.64%, 11/01/36 *(a)* | 100000 | 81307 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.17%, 11/01/51 *(a)* | 100000 | 68727 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.32%, 11/01/61 *(a)* | 75000 | 49592 |
| **Novartis Capital Corp.** | **Novartis Capital Corp.** | **Novartis Capital Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 02/14/27 *(a)* | 150000 | 147069 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 05/17/27 *(a)* | 200000 | 198394 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 11/05/28 *(a)* | 130000 | 130593 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 09/18/29 *(a)* | 175000 | 174603 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.20%, 08/14/30 *(a)* | 350000 | 324478 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 11/05/30 *(a)* | 320000 | 321325 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 09/18/31 *(a)* | 150000 | 149907 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 11/05/32 *(a)* | 170000 | 170430 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 09/18/34 *(a)* | 200000 | 196940 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 11/05/35 *(a)* | 170000 | 170127 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 09/21/42  | 100000 | 84265 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 05/06/44  | 350000 | 318062 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 11/05/45 *(a)* | 60000 | 59869 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 11/20/45 *(a)* | 225000 | 191585 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 08/14/50 *(a)* | 200000 | 131458 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 09/18/54 *(a)* | 125000 | 114198 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 11/05/55 *(a)* | 100000 | 99212 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **NY Society for Relief of Ruptured & Crippled Maintaining Hosp Special Surgery** | **NY Society for Relief of Ruptured & Crippled Maintaining Hosp Special Surgery** | **NY Society for Relief of Ruptured & Crippled Maintaining Hosp Special Surgery** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2020<br> 2.67%, 10/01/50 *(a)*<br>| 50000 | 31426 |
| **NYU Langone Hospitals** | **NYU Langone Hospitals** | **NYU Langone Hospitals** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.78%, 07/01/44  | 50000 | 46579 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.37%, 07/01/47 *(a)* | 100000 | 89066 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 07/01/55 *(a)(g)* | 150000 | 105857 |
| **Ochsner LSU Health System of North Louisiana** | **Ochsner LSU Health System of North Louisiana** | **Ochsner LSU Health System of North Louisiana** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.51%, 05/15/31 *(a)* | 50000 | 43085 |
| **OhioHealth Corp.** | **OhioHealth Corp.** | **OhioHealth Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 11/15/31 *(a)* | 150000 | 135702 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.83%, 11/15/41 *(a)* | 75000 | 56424 |
| **Orlando Health Obligated Group** | **Orlando Health Obligated Group** | **Orlando Health Obligated Group** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.48%, 10/01/35 *(a)* | 100000 | 105388 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.09%, 10/01/48 *(a)* | 50000 | 41714 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.33%, 10/01/50 *(a)* | 50000 | 36526 |
| **PeaceHealth Obligated Group** | **PeaceHealth Obligated Group** | **PeaceHealth Obligated Group** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.79%, 11/15/48 *(a)* | 75000 | 66164 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.22%, 11/15/50 *(a)* | 100000 | 66546 |
| **Pepsico Singapore Financing I Pte. Ltd.** | **Pepsico Singapore Financing I Pte. Ltd.** | **Pepsico Singapore Financing I Pte. Ltd.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 02/16/27 *(a)* | 100000 | 100985 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 02/16/34 *(a)* | 100000 | 101325 |
| **PepsiCo, Inc.** | **PepsiCo, Inc.** | **PepsiCo, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 03/19/27 *(a)* | 150000 | 147911 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 10/15/27 *(a)* | 250000 | 247107 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 02/07/28 *(a)* | 150000 | 152328 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 02/18/28 *(a)* | 150000 | 149649 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 01/15/29 *(a)* | 130000 | 130905 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 03/01/29  | 150000 | 164187 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 07/17/29 *(a)* | 150000 | 153412 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 07/29/29 *(a)* | 250000 | 239257 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 02/07/30 *(a)* | 200000 | 205154 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 03/19/30 *(a)* | 300000 | 285612 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.63%, 05/01/30 *(a)* | 200000 | 181602 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 07/23/30 *(a)* | 120000 | 121691 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.40%, 02/25/31 *(a)* | 200000 | 175546 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.95%, 10/21/31 *(a)* | 250000 | 222510 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 07/18/32 *(a)* | 200000 | 197624 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 07/23/32 *(a)* | 150000 | 153904 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 02/15/33 *(a)* | 150000 | 153289 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 07/17/34 *(a)* | 100000 | 102923 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 02/07/35 *(a)* | 225000 | 232744 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 07/23/35 *(a)* | 220000 | 226959 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 01/15/40  | 150000 | 159190 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 03/19/40 *(a)* | 50000 | 42831 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 11/01/40  | 75000 | 74098 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 10/21/41 *(a)* | 150000 | 110456 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 03/05/42  | 100000 | 87535 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 08/13/42  | 75000 | 62111 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 04/14/46 *(a)* | 200000 | 180288 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 10/06/46 *(a)* | 150000 | 115814 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 05/02/47 *(a)* | 100000 | 83469 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 07/29/49 *(a)* | 75000 | 55517 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 10/15/49 *(a)* | 150000 | 101409 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 03/19/50 *(a)* | 200000 | 154610 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 10/21/51 *(a)* | 150000 | 96758 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 07/18/52 *(a)* | 100000 | 83786 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 02/15/53 *(a)* | 100000 | 90175 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 07/17/54 *(a)* | 100000 | 99061 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 03/19/60 *(a)* | 100000 | 77869 |
| **Pfizer Investment Enterprises Pte. Ltd.** | **Pfizer Investment Enterprises Pte. Ltd.** | **Pfizer Investment Enterprises Pte. Ltd.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 05/19/28 *(a)* | 700000 | 708722 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 05/19/30 *(a)* | 550000 | 563464 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 05/19/33 *(a)* | 900000 | 917901 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.11%, 05/19/43 *(a)* | 525000 | 512374 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 05/19/53 *(a)* | 1075000 | 1042116 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.34%, 05/19/63 *(a)* | 725000 | 689903 |

---

**45**

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **Pfizer, Inc.** | **Pfizer, Inc.** | **Pfizer, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 12/15/26  | 250000 | 248242 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 11/15/27  | 180000 | 180389 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 09/15/28 *(a)* | 200000 | 199728 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 03/15/29 *(a)* | 300000 | 296781 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 04/01/30 *(a)* | 200000 | 189250 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.70%, 05/28/30 *(a)* | 200000 | 181380 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 11/15/30 *(a)* | 180000 | 180929 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 08/18/31 *(a)* | 200000 | 177150 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 11/15/32 *(a)* | 230000 | 231736 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 11/15/35 *(a)* | 230000 | 232912 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 12/15/36  | 150000 | 142104 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 09/15/38 *(a)* | 150000 | 138729 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 03/15/39 *(a)* | 125000 | 112251 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.20%, 03/15/39  | 460000 | 557423 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.55%, 05/28/40 *(a)* | 200000 | 149030 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 09/15/40  | 125000 | 131101 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 06/15/43  | 100000 | 88823 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 05/15/44  | 180000 | 163454 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 12/15/46  | 200000 | 168430 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 09/15/48 *(a)* | 200000 | 169012 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 03/15/49 *(a)* | 250000 | 204345 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 05/28/50 *(a)* | 200000 | 127978 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 11/15/55 *(a)* | 90000 | 91091 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 11/15/65 *(a)* | 90000 | 90628 |
| **Pharmacia LLC** | **Pharmacia LLC** | **Pharmacia LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.60%, 12/01/28  | 150000 | 161358 |
| **Philip Morris International, Inc.** | **Philip Morris International, Inc.** | **Philip Morris International, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 02/12/27  | 100000 | 100993 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 11/01/27  | 150000 | 151345 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 11/17/27 *(a)* | 300000 | 306432 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 02/15/28 *(a)* | 275000 | 280272 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 03/02/28 *(a)* | 100000 | 98261 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 04/28/28  | 200000 | 200902 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 09/07/28 *(a)* | 150000 | 154869 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 10/27/28 *(a)* | 100000 | 99769 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 02/13/29 *(a)* | 200000 | 204766 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 08/15/29 *(a)* | 150000 | 146418 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 11/01/29 *(a)* | 125000 | 127343 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 11/17/29 *(a)* | 250000 | 263427 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 02/15/30 *(a)* | 375000 | 388642 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 04/30/30 *(a)* | 200000 | 201560 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.10%, 05/01/30 *(a)* | 150000 | 137552 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 09/07/30 *(a)* | 125000 | 131808 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 10/29/30 *(a)* | 100000 | 99111 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 11/01/30 *(a)* | 150000 | 133796 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 02/13/31 *(a)* | 200000 | 208018 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 11/01/31 *(a)* | 125000 | 127918 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 10/29/32 *(a)* | 150000 | 148036 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 11/17/32 *(a)* | 300000 | 322299 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 02/15/33 *(a)* | 400000 | 419564 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 09/07/33 *(a)* | 150000 | 159892 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 02/13/34 *(a)* | 300000 | 311526 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 11/01/34 *(a)* | 125000 | 126804 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 04/30/35 *(a)* | 100000 | 101001 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 10/29/35 *(a)* | 150000 | 147752 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.38%, 05/16/38  | 250000 | 281672 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 11/15/41  | 100000 | 89736 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 03/20/42  | 100000 | 90554 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 08/21/42  | 200000 | 167022 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 03/04/43  | 175000 | 150580 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 11/15/43  | 175000 | 164015 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 11/10/44  | 200000 | 172648 |
| **Piedmont Healthcare, Inc.** | **Piedmont Healthcare, Inc.** | **Piedmont Healthcare, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.72%, 01/01/42 *(a)* | 200000 | 144766 |
| **Pilgrim's Pride Corp.** | **Pilgrim's Pride Corp.** | **Pilgrim's Pride Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 04/15/31 *(a)* | 200000 | 194890 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 03/01/32 *(a)* | 150000 | 138764 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 07/01/33 *(a)* | 150000 | 161295 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.88%, 05/15/34 *(a)* | 100000 | 111147 |
| **Polaris, Inc.** | **Polaris, Inc.** | **Polaris, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.95%, 03/15/29 *(a)* | 100000 | 106405 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 03/01/31 *(a)* | 90000 | 91240 |
| **Presbyterian Healthcare Services** | **Presbyterian Healthcare Services** | **Presbyterian Healthcare Services** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 08/01/52 *(a)* | 50000 | 45643 |
| **Procter & Gamble Co.** | **Procter & Gamble Co.** | **Procter & Gamble Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.90%, 02/01/27  | 200000 | 196014 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 03/25/27  | 100000 | 98935 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 08/11/27  | 150000 | 148162 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 01/26/28  | 100000 | 100693 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 01/29/29  | 100000 | 102037 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 10/24/29  | 100000 | 101643 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 03/25/30  | 300000 | 289812 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 05/01/30  | 100000 | 100756 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.20%, 10/29/30  | 150000 | 132428 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.95%, 04/23/31  | 150000 | 135996 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 02/01/32  | 200000 | 183828 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 11/03/32  | 100000 | 100040 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 01/26/33  | 150000 | 150832 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 01/29/34  | 150000 | 153433 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.80%, 08/15/34  | 100000 | 110370 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 10/24/34  | 75000 | 76601 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 05/01/35  | 150000 | 153474 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 11/03/35  | 100000 | 99792 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.55%, 03/05/37  | 150000 | 164241 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 03/25/40  | 100000 | 87367 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 10/25/47  | 100000 | 78245 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 03/25/50  | 100000 | 78097 |
| **Providence St. Joseph Health Obligated Group** | **Providence St. Joseph Health Obligated Group** | **Providence St. Joseph Health Obligated Group** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.53%, 10/01/29 *(a)* | 200000 | 188916 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.37%, 10/01/32 *(a)* | 70000 | 72898 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 10/01/33 *(a)* | 100000 | 103993 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.93%, 10/01/48 *(a)* | 100000 | 78651 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 10/01/51 *(a)* | 150000 | 90851 |
| **Quest Diagnostics, Inc.** | **Quest Diagnostics, Inc.** | **Quest Diagnostics, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 12/15/27 *(a)* | 150000 | 151912 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 06/30/29 *(a)* | 100000 | 100492 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 12/15/29 *(a)* | 100000 | 101870 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 06/30/30 *(a)* | 150000 | 142295 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 06/30/31 *(a)* | 100000 | 92501 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.40%, 11/30/33 *(a)* | 125000 | 139369 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 12/15/34 *(a)* | 150000 | 152989 |
| **Regeneron Pharmaceuticals, Inc.** | **Regeneron Pharmaceuticals, Inc.** | **Regeneron Pharmaceuticals, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 09/15/30 *(a)* | 250000 | 223260 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 09/15/50 *(a)* | 150000 | 94494 |
| **Revvity, Inc.** | **Revvity, Inc.** | **Revvity, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.90%, 09/15/28 *(a)* | 100000 | 94063 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 09/15/29 *(a)* | 150000 | 144815 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.55%, 03/15/31 *(a)* | 100000 | 90578 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 09/15/31 *(a)* | 75000 | 66236 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 03/15/51 *(a)* | 50000 | 36084 |
| **Reynolds American, Inc.** | **Reynolds American, Inc.** | **Reynolds American, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 08/15/35 *(a)* | 150000 | 157954 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.25%, 06/15/37  | 75000 | 87298 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.15%, 09/15/43  | 100000 | 103798 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.85%, 08/15/45 *(a)* | 425000 | 423916 |
| **Royalty Pharma PLC** | **Royalty Pharma PLC** | **Royalty Pharma PLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 09/02/27 *(a)* | 200000 | 192052 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 09/02/29 *(a)* | 75000 | 77117 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.20%, 09/02/30 *(a)* | 200000 | 181416 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 03/25/31 *(a)* | 110000 | 109823 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.15%, 09/02/31 *(a)* | 150000 | 131946 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 09/02/34 *(a)* | 75000 | 77200 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 09/25/35 *(a)* | 160000 | 161944 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 09/02/40 *(a)* | 200000 | 156970 |

---

**46**

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 09/02/50 *(a)* | 150000 | 105698 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 09/02/51 *(a)* | 150000 | 101397 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.90%, 09/02/54 *(a)* | 75000 | 75112 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 09/25/55 *(a)* | 90000 | 90935 |
| **Rush System for Health Obligated Group** | **Rush System for Health Obligated Group** | **Rush System for Health Obligated Group** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.92%, 11/15/29 *(a)* | 100000 | 99404 |
| **Sanofi SA** | **Sanofi SA** | **Sanofi SA** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 06/19/28 *(a)* | 175000 | 174503 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 11/03/28 *(a)* | 100000 | 100236 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 11/03/32 *(a)* | 200000 | 200112 |
| **Sentara Health** | **Sentara Health** | **Sentara Health** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.93%, 11/01/51 *(a)* | 75000 | 49037 |
| **Sharp HealthCare** | **Sharp HealthCare** | **Sharp HealthCare** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.68%, 08/01/50 *(a)* | 50000 | 31670 |
| **Smith & Nephew PLC** | **Smith & Nephew PLC** | **Smith & Nephew PLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.03%, 10/14/30 *(a)* | 250000 | 224875 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 03/20/34 *(a)* | 150000 | 156636 |
| **Solventum Corp.** | **Solventum Corp.** | **Solventum Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 02/25/27 *(a)* | 100000 | 101442 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 03/01/29 *(a)* | 100000 | 103462 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 03/13/31 *(a)* | 200000 | 209144 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 03/23/34 *(a)* | 275000 | 287554 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.90%, 04/30/54 *(a)* | 250000 | 256770 |
| **SSM Health Care Corp.** | **SSM Health Care Corp.** | **SSM Health Care Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.89%, 06/01/28 *(a)* | 100000 | 101901 |
| **Stanford Health Care** | **Stanford Health Care** | **Stanford Health Care** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.31%, 08/15/30 *(a)* | 100000 | 96874 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 11/15/48 *(a)* | 150000 | 119526 |
| **STERIS Irish FinCo UnLtd Co.** | **STERIS Irish FinCo UnLtd Co.** | **STERIS Irish FinCo UnLtd Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 03/15/31 *(a)* | 150000 | 138234 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 03/15/51 *(a)* | 150000 | 112358 |
| **Stryker Corp.** | **Stryker Corp.** | **Stryker Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 02/10/28 *(a)* | 150000 | 152412 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 03/07/28 *(a)* | 150000 | 149437 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 12/08/28 *(a)* | 75000 | 76915 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 09/11/29 *(a)* | 125000 | 126094 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 02/10/30 *(a)* | 150000 | 154455 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.95%, 06/15/30 *(a)* | 200000 | 182106 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 09/11/34 *(a)* | 150000 | 150462 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 02/10/35 *(a)* | 150000 | 155745 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 04/01/43 *(a)* | 75000 | 64935 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 05/15/44 *(a)* | 100000 | 88518 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 03/15/46 *(a)* | 175000 | 159098 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 06/15/50 *(a)* | 150000 | 100769 |
| **Summa Health** | **Summa Health** | **Summa Health** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.51%, 11/15/51 *(a)* | 50000 | 39386 |
| **Sutter Health** | **Sutter Health** | **Sutter Health** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.29%, 08/15/30 *(a)* | 100000 | 92410 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.21%, 08/15/32 *(a)* | 100000 | 104329 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.16%, 08/15/33 *(a)* | 75000 | 77807 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.54%, 08/15/35 *(a)* | 200000 | 211882 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.16%, 08/15/40 *(a)* | 100000 | 80218 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.09%, 08/15/48 *(a)* | 65000 | 54209 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.36%, 08/15/50 *(a)* | 75000 | 54131 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.55%, 08/15/53 *(a)* | 100000 | 101837 |
| **Sysco Corp.** | **Sysco Corp.** | **Sysco Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 07/15/27 *(a)* | 150000 | 148258 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 01/17/29 *(a)* | 75000 | 78593 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 02/15/30 *(a)* | 100000 | 93171 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 04/01/30 *(a)* | 200000 | 212458 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 09/23/30 *(a)* | 125000 | 129141 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 12/14/31 *(a)* | 150000 | 134640 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 01/17/34 *(a)* | 100000 | 109060 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 03/23/35 *(a)* | 100000 | 104257 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.60%, 04/01/40 *(a)* | 75000 | 84404 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 10/01/45 *(a)* | 100000 | 91841 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 04/01/46 *(a)* | 75000 | 65469 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 03/15/48 *(a)* | 100000 | 86396 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 02/15/50 *(a)* | 100000 | 70599 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.60%, 04/01/50 *(a)* | 200000 | 222508 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 12/14/51 *(a)* | 150000 | 101211 |
| **Takeda Pharmaceutical Co. Ltd.** | **Takeda Pharmaceutical Co. Ltd.** | **Takeda Pharmaceutical Co. Ltd.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 11/26/28 *(a)* | 250000 | 256207 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.05%, 03/31/30 *(a)* | 500000 | 457925 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 07/05/34 *(a)* | 200000 | 207746 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.03%, 07/09/40 *(a)* | 200000 | 155154 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 07/05/44 *(a)* | 200000 | 205096 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.18%, 07/09/50 *(a)* | 250000 | 170777 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 07/05/54 *(a)* | 200000 | 201346 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 07/09/60 *(a)* | 200000 | 131308 |
| **Takeda U.S. Financing, Inc.** | **Takeda U.S. Financing, Inc.** | **Takeda U.S. Financing, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 07/07/35 *(a)* | 300000 | 308028 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.90%, 07/07/55 *(a)* | 200000 | 207996 |
| **Texas Health Resources** | **Texas Health Resources** | **Texas Health Resources** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.33%, 11/15/50 *(a)* | 200000 | 117320 |
| **Thermo Fisher Scientific, Inc.** | **Thermo Fisher Scientific, Inc.** | **Thermo Fisher Scientific, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 12/05/26 *(a)* | 100000 | 101019 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 11/21/27 *(a)* | 100000 | 101867 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 10/15/28 *(a)* | 100000 | 94298 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 01/31/29 *(a)* | 200000 | 206372 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.60%, 10/01/29 *(a)* | 150000 | 142715 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.98%, 08/10/30 *(a)* | 150000 | 155742 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 03/01/31 *(a)* | 100000 | 100255 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 10/15/31 *(a)* | 250000 | 223657 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.47%, 10/07/32 *(a)* | 125000 | 125994 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 11/21/32 *(a)* | 100000 | 104011 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.09%, 08/10/33 *(a)* | 200000 | 208770 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 01/31/34 *(a)* | 100000 | 104765 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.79%, 10/07/35 *(a)* | 125000 | 126265 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.89%, 10/07/37 *(a)* | 100000 | 100480 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 10/15/41 *(a)* | 200000 | 149346 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 08/10/43 *(a)* | 100000 | 101972 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 02/01/44 *(a)* | 45000 | 45116 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 08/15/47 *(a)* | 150000 | 127428 |
| **Toledo Hospital** | **Toledo Hospital** | **Toledo Hospital** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 11/15/38 *(a)* | 100000 | 101066 |
| **Trinity Health Corp.** | **Trinity Health Corp.** | **Trinity Health Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 12/01/45  | 100000 | 85678 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.43%, 12/01/48  | 75000 | 58229 |
| **Tyson Foods, Inc.** | **Tyson Foods, Inc.** | **Tyson Foods, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 06/02/27 *(a)* | 250000 | 247985 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 03/01/29 *(a)* | 150000 | 150517 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 03/15/29 *(a)* | 100000 | 103476 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 03/15/34 *(a)* | 175000 | 185248 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 08/15/34 *(a)* | 50000 | 50160 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 08/15/44 *(a)* | 150000 | 142190 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 06/02/47 *(a)* | 100000 | 86261 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 09/28/48 *(a)* | 300000 | 278508 |
| **Unilever Capital Corp.** | **Unilever Capital Corp.** | **Unilever Capital Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 05/05/27 *(a)* | 250000 | 247242 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 08/12/27 *(a)* | 150000 | 151203 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 03/22/28 *(a)* | 150000 | 149082 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 09/08/28 *(a)* | 150000 | 154266 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.13%, 09/06/29 *(a)* | 150000 | 141065 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.38%, 09/14/30 *(a)* | 100000 | 89031 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 08/12/31 *(a)* | 50000 | 44238 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.90%, 11/15/32  | 200000 | 219806 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 12/08/33 *(a)* | 150000 | 156528 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 08/12/34 *(a)* | 250000 | 253595 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 08/12/51 *(a)* | 100000 | 63057 |

---

**47**

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **Universal Health Services, Inc.** | **Universal Health Services, Inc.** | **Universal Health Services, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 10/15/29 *(a)* | 100000 | 100682 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 10/15/30 *(a)* | 225000 | 205594 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 10/15/34 *(a)* | 100000 | 98691 |
| **UPMC** | **UPMC** | **UPMC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.04%, 05/15/33 *(a)* | 100000 | 102790 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 05/15/43 *(a)* | 50000 | 49762 |
| **Utah Acquisition Sub, Inc.** | **Utah Acquisition Sub, Inc.** | **Utah Acquisition Sub, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 06/15/46 *(a)* | 200000 | 165702 |
| **Viatris, Inc.** | **Viatris, Inc.** | **Viatris, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 06/22/27 *(a)* | 100000 | 96589 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 06/22/30 *(a)* | 300000 | 273483 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 06/22/40 *(a)* | 250000 | 191520 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 06/22/50 *(a)* | 400000 | 268304 |
| **West Virginia United Health System Obligated Group** | **West Virginia United Health System Obligated Group** | **West Virginia United Health System Obligated Group** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 06/01/50 *(a)* | 100000 | 64850 |
| **Willis-Knighton Medical Center** | **Willis-Knighton Medical Center** | **Willis-Knighton Medical Center** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.07%, 03/01/51 *(a)* | 150000 | 96360 |
| **Wyeth LLC** | **Wyeth LLC** | **Wyeth LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 02/01/34  | 150000 | 170115 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 02/15/36  | 100000 | 109722 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 04/01/37  | 375000 | 409586 |
| **Yale-New Haven Health Services Corp.** | **Yale-New Haven Health Services Corp.** | **Yale-New Haven Health Services Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 07/01/50 *(a)* | 100000 | 60172 |
| **Zimmer Biomet Holdings, Inc.** | **Zimmer Biomet Holdings, Inc.** | **Zimmer Biomet Holdings, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 02/19/27  | 100000 | 100732 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 12/01/28 *(a)* | 100000 | 103525 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 02/19/30 *(a)* | 100000 | 103173 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.60%, 11/24/31 *(a)* | 150000 | 135677 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 09/15/34 *(a)* | 100000 | 102740 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 02/19/35 *(a)* | 100000 | 104576 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 11/30/39  | 75000 | 79061 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 08/15/45 *(a)* | 75000 | 66119 |
| **Zoetis, Inc.** | **Zoetis, Inc.** | **Zoetis, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 09/12/27 *(a)* | 100000 | 98519 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 08/17/28 *(a)* | 150000 | 150972 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 08/20/28 *(a)* | 100000 | 100053 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 05/15/30 *(a)* | 150000 | 137585 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 11/16/32 *(a)* | 150000 | 160360 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 08/17/35 *(a)* | 175000 | 177989 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 02/01/43 *(a)* | 195000 | 181506 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 09/12/47 *(a)* | 100000 | 81634 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 08/20/48 *(a)* | 75000 | 65535 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 05/15/50 *(a)* | 100000 | 67625 |
|  |  | **200402268** |
| ***Energy 1.7%***  | ***Energy 1.7%***  | ***Energy 1.7%***  |
| **APA Corp.** | **APA Corp.** | **APA Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 01/15/30 *(a)* | 100000 | 98231 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.10%, 02/15/35 *(a)* | 50000 | 51579 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 01/15/37  | 75000 | 75683 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 09/01/40 *(a)* | 125000 | 111435 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 07/01/49 *(a)* | 25000 | 21164 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 02/15/55 *(a)* | 100000 | 101149 |
| **Baker Hughes Holdings LLC** | **Baker Hughes Holdings LLC** | **Baker Hughes Holdings LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 09/15/40  | 200000 | 198048 |
| **Baker Hughes Holdings LLC/Baker Hughes Co-Obligor, Inc.** | **Baker Hughes Holdings LLC/Baker Hughes Co-Obligor, Inc.** | **Baker Hughes Holdings LLC/Baker Hughes Co-Obligor, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.06%, 12/15/26 *(a)* | 100000 | 98065 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.34%, 12/15/27 *(a)* | 200000 | 197824 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.14%, 11/07/29 *(a)* | 100000 | 96739 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.49%, 05/01/30 *(a)* | 150000 | 151962 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.08%, 12/15/47 *(a)* | 250000 | 202470 |
| **Boardwalk Pipelines LP** | **Boardwalk Pipelines LP** | **Boardwalk Pipelines LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 07/15/27 *(a)* | 100000 | 100318 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 05/03/29 *(a)* | 100000 | 101342 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 02/15/31 *(a)* | 100000 | 94077 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 09/01/32 *(a)* | 100000 | 92691 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 08/01/34 *(a)* | 100000 | 104496 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 02/15/36 *(a)* | 100000 | 100757 |
| **BP Capital Markets America, Inc.** | **BP Capital Markets America, Inc.** | **BP Capital Markets America, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.02%, 01/16/27 *(a)* | 100000 | 99069 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.54%, 04/06/27 *(a)* | 100000 | 99695 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.59%, 04/14/27 *(a)* | 100000 | 99582 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.02%, 11/17/27 *(a)* | 150000 | 153169 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.94%, 09/21/28 *(a)* | 150000 | 150161 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.23%, 11/06/28 *(a)* | 350000 | 353017 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 04/10/29 *(a)* | 200000 | 204190 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.97%, 10/17/29 *(a)* | 150000 | 154884 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.87%, 11/25/29 *(a)* | 100000 | 102921 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 04/06/30 *(a)* | 300000 | 295347 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 08/10/30 *(a)* | 200000 | 179960 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.72%, 01/12/32 *(a)* | 350000 | 320232 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.81%, 02/13/33 *(a)* | 400000 | 407484 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.89%, 09/11/33 *(a)* | 250000 | 256072 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.99%, 04/10/34 *(a)* | 250000 | 256900 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.23%, 11/17/34 *(a)* | 425000 | 442744 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.06%, 06/17/41 *(a)* | 300000 | 231579 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 02/24/50 *(a)* | 325000 | 217279 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.77%, 11/10/50 *(a)* | 250000 | 158425 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.94%, 06/04/51 *(a)* | 400000 | 261024 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 03/17/52 *(a)* | 250000 | 164155 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 02/08/61 *(a)* | 300000 | 201663 |
| **BP Capital Markets PLC** | **BP Capital Markets PLC** | **BP Capital Markets PLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.28%, 09/19/27 *(a)* | 275000 | 272547 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.72%, 11/28/28 *(a)* | 150000 | 149168 |
| **Burlington Resources LLC** | **Burlington Resources LLC** | **Burlington Resources LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 10/15/36  | 75000 | 81748 |
| **Canadian Natural Resources Ltd.** | **Canadian Natural Resources Ltd.** | **Canadian Natural Resources Ltd.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 06/01/27 *(a)* | 250000 | 249110 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 12/15/29 *(a)* | 140000 | 143434 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 07/15/30 *(a)* | 100000 | 94319 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.20%, 01/15/32  | 75000 | 84869 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.45%, 06/30/33  | 95000 | 103783 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 12/15/34 *(a)* | 150000 | 153702 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.85%, 02/01/35  | 100000 | 104958 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 03/15/38  | 180000 | 193576 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 02/01/39  | 150000 | 166918 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 06/01/47 *(a)* | 100000 | 89000 |
| **Cenovus Energy, Inc.** | **Cenovus Energy, Inc.** | **Cenovus Energy, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 03/20/31 *(a)* | 90000 | 90302 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 01/15/32 *(a)* | 100000 | 89205 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 03/20/36 *(a)* | 90000 | 90981 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 06/15/37 *(a)* | 76000 | 74438 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 11/15/39  | 100000 | 111518 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 06/15/47 *(a)* | 100000 | 92810 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 02/15/52 *(a)* | 150000 | 106691 |
| **Cheniere Corpus Christi Holdings LLC** | **Cheniere Corpus Christi Holdings LLC** | **Cheniere Corpus Christi Holdings LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 06/30/27 *(a)* | 225000 | 227369 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 11/15/29 *(a)* | 200000 | 195702 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.74%, 12/31/39 *(a)* | 100000 | 86017 |
| **Cheniere Energy Partners LP** | **Cheniere Energy Partners LP** | **Cheniere Energy Partners LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 10/01/29 *(a)* | 250000 | 250167 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 03/01/31 *(a)* | 250000 | 243065 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 01/31/32 *(a)* | 225000 | 207034 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 06/30/33 *(a)* | 300000 | 318939 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 08/15/34 *(a)* | 200000 | 209382 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.55%, 10/30/35 *(a)(d)* | 200000 | 205900 |
| **Cheniere Energy, Inc.** | **Cheniere Energy, Inc.** | **Cheniere Energy, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 10/15/28 *(a)* | 300000 | 300045 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 04/15/34 *(a)* | 250000 | 260877 |

---

**48**

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **Chevron Corp.** | **Chevron Corp.** | **Chevron Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 05/11/27 *(a)* | 200000 | 195224 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.24%, 05/11/30 *(a)* | 275000 | 255665 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.08%, 05/11/50 *(a)* | 175000 | 121706 |
| **Chevron USA, Inc.** | **Chevron USA, Inc.** | **Chevron USA, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.41%, 02/26/27  | 150000 | 151260 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.02%, 08/12/27 *(a)* | 150000 | 143463 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 08/13/27  | 100000 | 100578 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 01/15/28 *(a)* | 100000 | 100273 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.48%, 02/26/28 *(a)* | 175000 | 177765 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 08/13/28 *(a)* | 150000 | 151400 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 10/15/29 *(a)* | 100000 | 97851 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.69%, 04/15/30 *(a)* | 200000 | 205274 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 10/15/30 *(a)* | 200000 | 202558 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.82%, 04/15/32 *(a)* | 125000 | 129144 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 10/15/32 *(a)* | 250000 | 253900 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.98%, 04/15/35 *(a)* | 125000 | 128919 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 10/15/35 *(a)* | 150000 | 152181 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 03/01/41 *(a)* | 50000 | 55146 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 11/15/43 *(a)* | 50000 | 50702 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.34%, 08/12/50 *(a)* | 150000 | 89429 |
| **Columbia Pipeline Group, Inc.** | **Columbia Pipeline Group, Inc.** | **Columbia Pipeline Group, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.80%, 06/01/45 *(a)* | 100000 | 100105 |
| **ConocoPhillips** | **ConocoPhillips** | **ConocoPhillips** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.90%, 10/15/32  | 100000 | 109258 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.90%, 05/15/38  | 125000 | 135826 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 02/01/39  | 300000 | 341550 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 10/01/47 *(a)* | 100000 | 91362 |
| **ConocoPhillips Co.** | **ConocoPhillips Co.** | **ConocoPhillips Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.95%, 04/15/29  | 150000 | 163939 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 01/15/30 *(a)* | 250000 | 255687 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 01/15/32 *(a)* | 100000 | 103095 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 09/15/33 *(a)* | 150000 | 155577 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 01/15/35 *(a)* | 250000 | 255850 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.76%, 03/15/42 *(a)* | 150000 | 123843 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 11/15/44 *(a)* | 150000 | 129696 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 03/15/46 *(a)* | 60000 | 63307 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 03/15/52 *(a)* | 200000 | 150336 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 05/15/53 *(a)* | 150000 | 142742 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.55%, 03/15/54 *(a)* | 200000 | 197602 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 01/15/55 *(a)* | 200000 | 195982 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.03%, 03/15/62 *(a)* | 307000 | 229172 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 09/15/63 *(a)* | 150000 | 149043 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 01/15/65 *(a)* | 75000 | 74183 |
| **Continental Resources, Inc.** | **Continental Resources, Inc.** | **Continental Resources, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 01/15/28 *(a)* | 250000 | 249377 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 06/01/44 *(a)* | 100000 | 80577 |
| **Coterra Energy, Inc.** | **Coterra Energy, Inc.** | **Coterra Energy, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 05/15/27 *(a)* | 150000 | 149489 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 03/15/29 *(a)* | 100000 | 100245 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 03/15/34 *(a)* | 75000 | 77683 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 02/15/35 *(a)* | 150000 | 153351 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.90%, 02/15/55 *(a)* | 150000 | 146178 |
| **DCP Midstream Operating LP** | **DCP Midstream Operating LP** | **DCP Midstream Operating LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 05/15/29 *(a)* | 200000 | 204910 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 02/15/32 *(a)* | 100000 | 92131 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 04/01/44 *(a)* | 75000 | 72893 |
| **Devon Energy Corp.** | **Devon Energy Corp.** | **Devon Energy Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 10/15/27 *(a)* | 130000 | 130022 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 06/15/28 *(a)(d)* | 30000 | 30013 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 01/15/30 *(a)* | 130000 | 130367 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.88%, 09/30/31  | 100000 | 116569 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.95%, 04/15/32  | 100000 | 116700 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 09/15/34 *(a)* | 200000 | 200986 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 07/15/41 *(a)* | 225000 | 219143 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 05/15/42 *(a)* | 100000 | 87424 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 06/15/45 *(a)* | 175000 | 153335 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 09/15/54 *(a)* | 200000 | 186506 |
| **Diamondback Energy, Inc.** | **Diamondback Energy, Inc.** | **Diamondback Energy, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 12/01/26 *(a)* | 200000 | 198404 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 04/18/27 *(a)* | 150000 | 152142 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 12/01/29 *(a)* | 150000 | 145545 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 01/30/30 *(a)* | 150000 | 154476 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 03/24/31 *(a)* | 150000 | 140384 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 03/15/33 *(a)* | 200000 | 216704 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 04/18/34 *(a)* | 200000 | 205754 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.55%, 04/01/35 *(a)* | 200000 | 206978 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 03/24/51 *(a)* | 100000 | 81625 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 03/15/52 *(a)* | 150000 | 119070 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 03/15/53 *(a)* | 100000 | 102759 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 04/18/54 *(a)* | 300000 | 289782 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.90%, 04/18/64 *(a)* | 225000 | 217174 |
| **Eastern Energy Gas Holdings LLC** | **Eastern Energy Gas Holdings LLC** | **Eastern Energy Gas Holdings LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.80%, 01/15/35 *(a)* | 100000 | 105958 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 10/15/54 *(a)* | 150000 | 147981 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.20%, 01/15/55 *(a)* | 100000 | 105323 |
| **Eastern Gas Transmission & Storage, Inc.** | **Eastern Gas Transmission & Storage, Inc.** | **Eastern Gas Transmission & Storage, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 11/15/29 *(a)* | 100000 | 95701 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 11/01/43 *(a)(d)* | 100000 | 90721 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 12/15/44 *(a)* | 75000 | 66271 |
| **Enbridge Energy Partners LP** | **Enbridge Energy Partners LP** | **Enbridge Energy Partners LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 04/15/38  | 100000 | 119045 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 09/15/40 *(a)* | 80000 | 80471 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.38%, 10/15/45 *(a)* | 100000 | 118423 |
| **Enbridge, Inc.** | **Enbridge, Inc.** | **Enbridge, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 12/01/26 *(a)* | 150000 | 150227 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 04/05/27 *(a)* | 125000 | 126718 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 07/15/27 *(a)* | 150000 | 149127 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 06/20/28 *(a)* | 70000 | 70797 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 11/15/28 *(a)* | 150000 | 157866 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 11/20/28 *(a)* | 90000 | 90225 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 04/05/29 *(a)* | 150000 | 154947 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 11/15/29 *(a)* | 175000 | 167842 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 06/20/30 *(a)* | 110000 | 112719 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.20%, 11/15/30 *(a)* | 150000 | 161767 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 02/15/31 *(a)* | 90000 | 90354 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 03/08/33 *(a)* | 400000 | 423992 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 08/01/33 *(a)* | 200000 | 172080 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 04/05/34 *(a)* | 200000 | 210162 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.55%, 06/20/35 *(a)* | 170000 | 176878 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 11/20/35 *(a)* | 90000 | 91009 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 06/10/44 *(a)* | 100000 | 86033 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 12/01/46 *(a)* | 100000 | 99813 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 11/15/49 *(a)* | 100000 | 77515 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 08/01/51 *(a)* | 150000 | 103875 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.70%, 11/15/53 *(a)* | 225000 | 251577 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 04/05/54 *(a)* | 225000 | 231793 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.20%, 06/27/54 *(a)(b)* | 125000 | 134083 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.38%, 03/15/55 *(a)(b)* | 100000 | 106403 |
| **Energy Transfer LP** | **Energy Transfer LP** | **Energy Transfer LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.05%, 12/01/26 *(a)* | 300000 | 305268 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 03/15/27 *(a)* | 150000 | 150294 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 04/15/27 *(a)* | 100000 | 100021 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 06/01/27 *(a)* | 150000 | 152396 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 10/01/27 *(a)* | 100000 | 99808 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.55%, 02/15/28 *(a)* | 150000 | 154420 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 05/15/28 *(a)* | 150000 | 152490 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 06/15/28 *(a)* | 150000 | 152635 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.10%, 12/01/28 *(a)* | 150000 | 157767 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 04/15/29 *(a)* | 300000 | 308862 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 07/01/29 *(a)* | 200000 | 206472 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 09/15/29 *(a)* | 100000 | 99574 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 04/01/30 *(a)* | 125000 | 129380 |

---

**49**

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 05/15/30 *(a)* | 200000 | 195232 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.40%, 12/01/30 *(a)* | 200000 | 217232 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 02/15/33 *(a)* | 250000 | 263975 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.55%, 12/01/33 *(a)* | 250000 | 275800 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.55%, 05/15/34 *(a)* | 200000 | 206644 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 09/01/34 *(a)* | 225000 | 233316 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 03/15/35 *(a)* | 80000 | 78632 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 04/01/35 *(a)* | 200000 | 208170 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.63%, 10/15/36  | 100000 | 109607 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.80%, 06/15/38 *(a)* | 100000 | 102770 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 07/01/38  | 100000 | 117097 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.05%, 06/01/41 *(a)* | 100000 | 101789 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 02/01/42 *(a)* | 200000 | 212486 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.10%, 02/15/42  | 50000 | 50713 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 01/15/43 *(a)* | 100000 | 89224 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 02/01/43 *(a)* | 100000 | 90631 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 10/01/43 *(a)* | 100000 | 98917 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 04/01/44 *(a)* | 100000 | 91560 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 05/15/44 *(a)* | 75000 | 66033 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 03/15/45 *(a)* | 200000 | 179120 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 05/15/45 *(a)* | 175000 | 160874 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.13%, 12/15/45 *(a)* | 165000 | 165140 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 04/15/47 *(a)* | 200000 | 180680 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 10/01/47 *(a)* | 275000 | 250772 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 06/15/48 *(a)* | 200000 | 196584 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 04/15/49 *(a)* | 300000 | 302244 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 05/15/50 *(a)* | 350000 | 298049 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 05/15/54 *(a)* | 300000 | 289518 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.05%, 09/01/54 *(a)* | 225000 | 220318 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.20%, 04/01/55 *(a)* | 200000 | 200000 |
| **Eni USA, Inc.** | **Eni USA, Inc.** | **Eni USA, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.30%, 11/15/27  | 100000 | 105821 |
| **Enterprise Products Operating LLC** | **Enterprise Products Operating LLC** | **Enterprise Products Operating LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 01/11/27 *(a)* | 200000 | 201454 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 02/15/27 *(a)* | 150000 | 150117 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 06/20/28 *(a)* | 90000 | 90774 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 10/16/28 *(a)* | 150000 | 150975 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 07/31/29 *(a)* | 150000 | 145599 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 01/31/30 *(a)* | 250000 | 237777 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 01/15/31 *(a)* | 240000 | 243559 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 01/31/33 *(a)* | 200000 | 210442 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.88%, 03/01/33  | 50000 | 57059 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 01/31/34 *(a)* | 150000 | 152746 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.65%, 10/15/34  | 75000 | 85573 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 02/15/35 *(a)* | 200000 | 203678 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 01/15/36 *(a)* | 290000 | 297639 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.55%, 04/15/38  | 100000 | 122010 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.13%, 10/15/39  | 100000 | 109256 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.45%, 09/01/40  | 100000 | 112894 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 02/01/41  | 100000 | 106630 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 02/15/42  | 100000 | 103079 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 08/15/42 *(a)* | 100000 | 93702 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 02/15/43 *(a)* | 200000 | 179232 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 03/15/44 *(a)* | 225000 | 209230 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 02/15/45 *(a)* | 200000 | 191786 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 05/15/46 *(a)* | 200000 | 184596 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 02/15/48 *(a)* | 250000 | 209560 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 02/01/49 *(a)* | 250000 | 225190 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 01/31/50 *(a)* | 250000 | 205157 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 01/31/51 *(a)* | 200000 | 149572 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 02/15/52 *(a)* | 200000 | 135820 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 02/15/53 *(a)* | 180000 | 123358 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 10/15/54 *(a)* | 75000 | 67977 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.55%, 02/16/55 *(a)* | 250000 | 247855 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 01/31/60 *(a)* | 200000 | 149824 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 08/16/77 *(a)(b)* | 175000 | 174781 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 02/15/78 *(a)(b)* | 100000 | 99860 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **EOG Resources, Inc.** | **EOG Resources, Inc.** | **EOG Resources, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 07/15/28 *(a)* | 90000 | 91076 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 04/15/30 *(a)* | 100000 | 100916 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 01/15/31 *(a)* | 140000 | 140805 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 07/15/32 *(a)* | 230000 | 236313 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 04/01/35 *(a)* | 74000 | 69348 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 01/15/36 *(a)* | 230000 | 238666 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 04/15/50 *(a)* | 150000 | 136644 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 12/01/54 *(a)* | 175000 | 175339 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 07/15/55 *(a)* | 90000 | 93720 |
| **EQT Corp.** | **EQT Corp.** | **EQT Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 07/01/27 *(a)* | 75000 | 76677 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 10/01/27 *(a)* | 250000 | 248630 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 04/01/28 *(a)* | 100000 | 103344 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 01/15/29 *(a)* | 100000 | 100122 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 01/15/29 *(a)* | 100000 | 101449 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.38%, 04/01/29 *(a)* | 100000 | 103644 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 02/01/30 *(a)(f)* | 125000 | 135979 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 06/01/30 *(a)* | 100000 | 110407 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 01/15/31 *(a)* | 150000 | 151058 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 02/01/34 *(a)* | 150000 | 157998 |
| **Expand Energy Corp.** | **Expand Energy Corp.** | **Expand Energy Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 02/01/29 *(a)* | 125000 | 125379 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 03/15/30 *(a)* | 200000 | 202968 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 02/01/32 *(a)* | 200000 | 197942 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 01/15/35 *(a)* | 150000 | 155937 |
| **Exxon Mobil Corp.** | **Exxon Mobil Corp.** | **Exxon Mobil Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.29%, 03/19/27 *(a)* | 250000 | 248745 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.44%, 08/16/29 *(a)* | 200000 | 191426 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.48%, 03/19/30 *(a)* | 350000 | 343689 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.61%, 10/15/30 *(a)* | 350000 | 328762 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 08/16/39 *(a)* | 150000 | 121823 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.23%, 03/19/40 *(a)* | 350000 | 324978 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.57%, 03/06/45 *(a)* | 230000 | 183464 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.11%, 03/01/46 *(a)* | 475000 | 405303 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 08/16/49 *(a)* | 300000 | 210126 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.33%, 03/19/50 *(a)* | 500000 | 428875 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 04/15/51 *(a)* | 450000 | 331636 |
| **Halliburton Co.** | **Halliburton Co.** | **Halliburton Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.92%, 03/01/30 *(a)* | 200000 | 190004 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 11/15/35 *(a)* | 175000 | 174226 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.70%, 09/15/38  | 100000 | 112485 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.45%, 09/15/39  | 200000 | 239876 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 11/15/41 *(a)* | 150000 | 132926 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 08/01/43 *(a)* | 100000 | 89642 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 11/15/45 *(a)* | 330000 | 301844 |
| **Helmerich & Payne, Inc.** | **Helmerich & Payne, Inc.** | **Helmerich & Payne, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 12/01/27 *(a)* | 75000 | 75610 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 12/01/29 *(a)* | 75000 | 75392 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 09/29/31 *(a)* | 100000 | 89541 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 12/01/34 *(a)* | 100000 | 99741 |
| **Hess Corp.** | **Hess Corp.** | **Hess Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 04/01/27 *(a)* | 250000 | 250947 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.88%, 10/01/29  | 100000 | 113767 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.30%, 08/15/31  | 100000 | 115820 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.13%, 03/15/33  | 100000 | 116857 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 01/15/40  | 140000 | 153373 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 02/15/41  | 250000 | 261822 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.80%, 04/01/47 *(a)* | 100000 | 104441 |
| **HF Sinclair Corp.** | **HF Sinclair Corp.** | **HF Sinclair Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 02/01/28 *(a)* | 100000 | 100132 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 10/01/30 *(a)* | 100000 | 99099 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 01/15/31 *(a)* | 100000 | 103923 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 09/01/32 *(a)* | 100000 | 102274 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 01/15/35 *(a)* | 150000 | 158064 |

---

**50**

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **Kinder Morgan Energy Partners LP** | **Kinder Morgan Energy Partners LP** | **Kinder Morgan Energy Partners LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.40%, 03/15/31  | 50000 | 56998 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.75%, 03/15/32  | 50000 | 58344 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.30%, 08/15/33  | 100000 | 115322 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.80%, 03/15/35  | 150000 | 158730 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 02/01/37  | 75000 | 82650 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.95%, 01/15/38  | 180000 | 205042 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 09/01/39  | 100000 | 109709 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.55%, 09/15/40  | 75000 | 82352 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 11/15/40  | 100000 | 119623 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.38%, 03/01/41  | 100000 | 107493 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 09/01/41  | 50000 | 49989 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 08/15/42 *(a)* | 100000 | 93170 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 11/01/42 *(a)* | 45000 | 40001 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 03/01/43 *(a)* | 100000 | 92352 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 03/01/44 *(a)* | 200000 | 195238 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 09/01/44 *(a)* | 95000 | 91271 |
| **Kinder Morgan, Inc.** | **Kinder Morgan, Inc.** | **Kinder Morgan, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 03/01/28 *(a)* | 200000 | 201174 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 02/01/29 *(a)* | 200000 | 205080 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 06/01/30 *(a)* | 200000 | 207424 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 02/15/31 *(a)* | 250000 | 223227 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.80%, 08/01/31  | 100000 | 116528 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.75%, 01/15/32  | 150000 | 174919 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 02/01/33 *(a)* | 200000 | 201804 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 06/01/33 *(a)* | 250000 | 258340 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 02/01/34 *(a)* | 150000 | 155647 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 12/01/34 *(a)* | 150000 | 153966 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.85%, 06/01/35 *(a)* | 150000 | 159159 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.55%, 06/01/45 *(a)* | 330000 | 323179 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 02/15/46 *(a)* | 200000 | 183098 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 03/01/48 *(a)* | 100000 | 92875 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 08/01/50 *(a)* | 100000 | 67006 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 02/15/51 *(a)* | 150000 | 107124 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 08/01/52 *(a)* | 150000 | 142059 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 08/01/54 *(a)* | 100000 | 101623 |
| **Marathon Petroleum Corp.** | **Marathon Petroleum Corp.** | **Marathon Petroleum Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 12/15/26 *(a)* | 100000 | 100836 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 04/01/28 *(a)* | 100000 | 99371 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 03/01/30 *(a)* | 200000 | 206226 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 03/01/35 *(a)* | 150000 | 155893 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 03/01/41 *(a)* | 220000 | 236467 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 09/15/44 *(a)* | 150000 | 130407 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 04/01/48 *(a)* | 100000 | 81494 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 09/15/54 *(a)* | 100000 | 85403 |
| **MPLX LP** | **MPLX LP** | **MPLX LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 03/01/27 *(a)* | 200000 | 199860 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 12/01/27 *(a)* | 150000 | 150389 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 03/15/28 *(a)* | 250000 | 249347 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 02/15/29 *(a)* | 150000 | 152557 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 08/15/30 *(a)* | 250000 | 231690 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 02/15/31 *(a)* | 200000 | 202624 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 09/01/32 *(a)* | 150000 | 151308 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 01/15/33 *(a)* | 150000 | 151496 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 03/01/33 *(a)* | 200000 | 201978 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 06/01/34 *(a)* | 325000 | 333879 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 04/01/35 *(a)* | 175000 | 177534 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 09/15/35 *(a)* | 300000 | 303825 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 04/15/38 *(a)* | 350000 | 321209 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 03/01/47 *(a)* | 150000 | 135189 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 12/01/47 *(a)* | 100000 | 90388 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 04/15/48 *(a)* | 300000 | 252381 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 02/15/49 *(a)* | 275000 | 255733 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 03/14/52 *(a)* | 250000 | 213452 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 03/01/53 *(a)* | 100000 | 94105 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 04/01/55 *(a)* | 175000 | 171528 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.20%, 09/15/55 *(a)* | 200000 | 202442 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 04/15/58 *(a)* | 100000 | 83233 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **National Fuel Gas Co.** | **National Fuel Gas Co.** | **National Fuel Gas Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 09/15/27 *(a)* | 100000 | 99545 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 09/01/28 *(a)* | 100000 | 101092 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 03/15/30 *(a)* | 95000 | 98407 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 03/15/35 *(a)* | 95000 | 100010 |
| **Northwest Pipeline LLC** | **Northwest Pipeline LLC** | **Northwest Pipeline LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 04/01/27 *(a)* | 100000 | 99914 |
| **NOV, Inc.** | **NOV, Inc.** | **NOV, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 12/01/29 *(a)* | 100000 | 97678 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 12/01/42 *(a)* | 225000 | 178785 |
| **Occidental Petroleum Corp.** | **Occidental Petroleum Corp.** | **Occidental Petroleum Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.50%, 07/15/27 *(a)* | 100000 | 104838 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 08/01/27 *(a)* | 100000 | 101860 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.38%, 09/01/28 *(a)* | 100000 | 105038 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 08/01/29 *(a)* | 200000 | 205098 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.88%, 07/15/30 *(a)* | 200000 | 231782 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.63%, 09/01/30 *(a)* | 150000 | 161638 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.13%, 01/01/31 *(a)* | 200000 | 211772 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 05/01/31  | 200000 | 225804 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.88%, 09/15/31  | 75000 | 86356 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 01/01/32 *(a)* | 150000 | 153582 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.55%, 10/01/34 *(a)* | 200000 | 204252 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.45%, 09/15/36  | 300000 | 320637 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.95%, 06/15/39  | 75000 | 89109 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.20%, 03/15/40  | 150000 | 153768 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.60%, 03/15/46 *(a)* | 200000 | 208630 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 04/15/46 *(a)* | 100000 | 79633 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 03/15/48 *(a)* | 50000 | 37620 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.05%, 10/01/54 *(a)* | 200000 | 194582 |
| **ONEOK Partners LP** | **ONEOK Partners LP** | **ONEOK Partners LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.65%, 10/01/36  | 100000 | 109838 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.85%, 10/15/37  | 75000 | 83378 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.13%, 02/01/41 *(a)* | 150000 | 155496 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.20%, 09/15/43 *(a)* | 75000 | 77096 |
| **ONEOK, Inc.** | **ONEOK, Inc.** | **ONEOK, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 07/13/27 *(a)* | 100000 | 99870 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 09/24/27 *(a)* | 200000 | 200730 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 07/15/28 *(a)* | 150000 | 151329 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 11/01/28 *(a)* | 150000 | 155950 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 03/15/29 *(a)* | 150000 | 150455 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 06/01/29 *(a)* | 100000 | 103127 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 09/01/29 *(a)* | 150000 | 145139 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 10/15/29 *(a)* | 100000 | 100434 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 03/15/30 *(a)* | 100000 | 95182 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 06/01/30 *(a)* | 100000 | 95251 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.80%, 11/01/30 *(a)* | 100000 | 105619 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.35%, 01/15/31 *(a)* | 70000 | 75274 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 10/15/31 *(a)* | 250000 | 251470 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 10/15/32 *(a)* | 150000 | 151185 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.10%, 11/15/32 *(a)* | 150000 | 161044 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.05%, 09/01/33 *(a)* | 275000 | 293832 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 09/01/34 *(a)* | 100000 | 103561 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 11/01/34 *(a)* | 300000 | 298569 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 06/15/35  | 75000 | 79215 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 10/15/35 *(a)* | 200000 | 203082 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 10/15/43 *(a)* | 75000 | 69194 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 04/01/44 *(a)* | 75000 | 71567 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 04/01/45 *(a)* | 75000 | 66939 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 09/15/46 *(a)* | 75000 | 59859 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 06/01/47 *(a)* | 75000 | 69327 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 07/13/47 *(a)* | 100000 | 88982 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 10/03/47 *(a)* | 100000 | 78881 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 07/15/48 *(a)* | 200000 | 182262 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 02/01/49 *(a)* | 100000 | 86227 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 09/01/49 *(a)* | 100000 | 81526 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 03/01/50 *(a)* | 150000 | 110472 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 03/15/50 *(a)* | 50000 | 41215 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.15%, 01/15/51 *(a)* | 50000 | 55613 |

---

**51**

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.63%, 09/01/53 *(a)* | 325000 | 344250 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 11/01/54 *(a)* | 300000 | 283704 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 10/15/55 *(a)* | 225000 | 229000 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.85%, 11/01/64 *(a)* | 100000 | 95733 |
| **Ovintiv, Inc.** | **Ovintiv, Inc.** | **Ovintiv, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 05/15/28 *(a)* | 150000 | 154618 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.20%, 11/01/31  | 75000 | 83366 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.38%, 11/01/31  | 200000 | 223924 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 07/15/33 *(a)* | 100000 | 106074 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 08/15/34  | 100000 | 107456 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.63%, 08/15/37  | 100000 | 106614 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.10%, 07/15/53 *(a)* | 100000 | 107738 |
| **Patterson-UTI Energy, Inc.** | **Patterson-UTI Energy, Inc.** | **Patterson-UTI Energy, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 02/01/28 *(a)* | 75000 | 73941 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.15%, 10/01/33 *(a)* | 100000 | 106959 |
| **Phillips 66** | **Phillips 66** | **Phillips 66** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 03/15/28 *(a)* | 150000 | 149373 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.15%, 12/15/30 *(a)* | 150000 | 134871 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 11/15/34 *(a)* | 175000 | 172401 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 05/01/42  | 275000 | 279683 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 11/15/44 *(a)* | 300000 | 267183 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 03/15/52 *(a)* | 200000 | 132966 |
| **Phillips 66 Co.** | **Phillips 66 Co.** | **Phillips 66 Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 12/01/27 *(a)* | 150000 | 152647 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 03/01/28 *(a)* | 100000 | 99423 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 12/15/29 *(a)* | 100000 | 96132 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 06/15/31 *(a)* | 225000 | 234882 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 06/30/33 *(a)* | 150000 | 155440 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 03/15/35 *(a)* | 100000 | 100009 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.68%, 02/15/45 *(a)* | 100000 | 85744 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 10/01/46 *(a)* | 100000 | 87667 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 06/15/54 *(a)* | 100000 | 95677 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 03/15/55 *(a)* | 100000 | 93301 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 03/15/56 *(a)(b)* | 180000 | 177503 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.20%, 03/15/56 *(a)(b)* | 180000 | 180385 |
| **Pioneer Natural Resources Co.** | **Pioneer Natural Resources Co.** | **Pioneer Natural Resources Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.90%, 08/15/30 *(a)* | 200000 | 181226 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.15%, 01/15/31 *(a)* | 200000 | 181972 |
| **Plains All American Pipeline LP** | **Plains All American Pipeline LP** | **Plains All American Pipeline LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 06/15/35 *(a)* | 200000 | 210050 |
| **Plains All American Pipeline LP/PAA Finance Corp.** | **Plains All American Pipeline LP/PAA Finance Corp.** | **Plains All American Pipeline LP/PAA Finance Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 12/15/26 *(a)* | 130000 | 130387 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 12/15/29 *(a)* | 150000 | 145767 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 09/15/30 *(a)* | 150000 | 145575 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 01/15/31 *(a)* | 125000 | 125896 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 09/15/34 *(a)* | 150000 | 155602 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 01/15/36 *(a)* | 250000 | 254200 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.65%, 01/15/37  | 100000 | 109673 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 06/01/42 *(a)* | 100000 | 91745 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 01/31/43 *(a)* | 50000 | 41181 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 06/15/44 *(a)* | 100000 | 86202 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 02/15/45 *(a)* | 150000 | 132120 |
| **Sabine Pass Liquefaction LLC** | **Sabine Pass Liquefaction LLC** | **Sabine Pass Liquefaction LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 03/15/27 *(a)* | 250000 | 251527 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 03/15/28 *(a)* | 200000 | 200380 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 05/15/30 *(a)* | 375000 | 377449 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.90%, 09/15/37 *(a)* | 97239 | 103277 |
| **Shell Finance U.S., Inc.** | **Shell Finance U.S., Inc.** | **Shell Finance U.S., Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 11/07/29 *(a)* | 250000 | 236017 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 04/06/30 *(a)* | 300000 | 285807 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 11/06/30 *(a)* | 180000 | 180945 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 05/11/35  | 275000 | 266555 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 01/06/36 *(a)* | 180000 | 181408 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 08/12/43  | 175000 | 159309 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 05/11/45  | 430000 | 377325 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 05/10/46  | 280000 | 231602 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 09/12/46  | 200000 | 158868 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 04/06/50 *(a)* | 350000 | 247747 |
| **Shell International Finance BV** | **Shell International Finance BV** | **Shell International Finance BV** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 11/13/28 *(a)* | 300000 | 300405 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 11/07/29 *(a)* | 100000 | 94541 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 05/11/35  | 75000 | 75202 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.38%, 12/15/38  | 500000 | 560280 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 03/25/40  | 225000 | 234904 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 11/26/41 *(a)* | 50000 | 37319 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 08/21/42  | 80000 | 65515 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 05/11/45  | 75000 | 66369 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 05/10/46  | 75000 | 61997 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 11/07/49 *(a)* | 200000 | 138126 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 11/26/51 *(a)* | 200000 | 133260 |
| **South Bow USA Infrastructure Holdings LLC** | **South Bow USA Infrastructure Holdings LLC** | **South Bow USA Infrastructure Holdings LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.91%, 09/01/27 *(a)* | 150000 | 151310 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.03%, 10/01/29 *(a)* | 200000 | 203204 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.58%, 10/01/34 *(a)* | 200000 | 202522 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.18%, 10/01/54 *(a)* | 150000 | 145758 |
| **Spectra Energy Partners LP** | **Spectra Energy Partners LP** | **Spectra Energy Partners LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 09/25/43 *(a)* | 75000 | 76898 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 03/15/45 *(a)* | 150000 | 129377 |
| **Suncor Energy, Inc.** | **Suncor Energy, Inc.** | **Suncor Energy, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.15%, 02/01/32  | 100000 | 112772 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 12/01/34  | 75000 | 79805 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.80%, 05/15/38  | 96000 | 106844 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 06/15/38  | 75000 | 81906 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.85%, 06/01/39  | 150000 | 168721 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 11/15/47 *(a)* | 150000 | 115374 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 03/04/51 *(a)* | 150000 | 108375 |
| **Targa Resources Corp.** | **Targa Resources Corp.** | **Targa Resources Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 07/01/27 *(a)* | 100000 | 101624 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 01/15/29 *(a)* | 140000 | 140515 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.15%, 03/01/29 *(a)* | 200000 | 211020 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 09/15/30 *(a)* | 125000 | 127601 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 02/01/33 *(a)* | 150000 | 143912 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.13%, 03/15/33 *(a)* | 175000 | 187747 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 03/30/34 *(a)* | 175000 | 192491 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 02/15/35 *(a)* | 175000 | 179751 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.55%, 08/15/35 *(a)* | 175000 | 179886 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 02/15/36 *(a)* | 140000 | 144707 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 07/30/36 *(a)* | 180000 | 181768 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 04/15/52 *(a)* | 150000 | 128703 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 07/01/52 *(a)* | 100000 | 102403 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 02/15/53 *(a)* | 150000 | 158445 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.13%, 05/15/55 *(a)* | 175000 | 176354 |
| **Targa Resources Partners LP/Targa Resources Partners Finance Corp.** | **Targa Resources Partners LP/Targa Resources Partners Finance Corp.** | **Targa Resources Partners LP/Targa Resources Partners Finance Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 01/15/28 *(a)* | 200000 | 200268 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 03/01/30 *(a)* | 150000 | 152728 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 02/01/31 *(a)* | 150000 | 150824 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 01/15/32 *(a)* | 175000 | 167494 |
| **TC PipeLines LP** | **TC PipeLines LP** | **TC PipeLines LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 05/25/27 *(a)* | 100000 | 99664 |
| **Tennessee Gas Pipeline Co. LLC** | **Tennessee Gas Pipeline Co. LLC** | **Tennessee Gas Pipeline Co. LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 10/15/28  | 100000 | 107707 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.63%, 04/01/37  | 75000 | 89563 |
| **Texas Eastern Transmission LP** | **Texas Eastern Transmission LP** | **Texas Eastern Transmission LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 07/15/32  | 100000 | 112996 |
| **TotalEnergies Capital International SA** | **TotalEnergies Capital International SA** | **TotalEnergies Capital International SA** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.46%, 02/19/29 *(a)* | 150000 | 147774 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.83%, 01/10/30 *(a)* | 200000 | 191188 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.99%, 06/29/41 *(a)* | 175000 | 133963 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.46%, 07/12/49 *(a)* | 200000 | 145846 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 05/29/50 *(a)* | 450000 | 308304 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.39%, 06/29/60 *(a)* | 150000 | 100331 |

---

**52**

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **TotalEnergies Capital SA** | **TotalEnergies Capital SA** | **TotalEnergies Capital SA** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 10/11/28  | 150000 | 150330 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 04/05/34 *(a)* | 275000 | 287606 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.72%, 09/10/34 *(a)* | 200000 | 203240 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.49%, 04/05/54 *(a)* | 325000 | 321188 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.28%, 09/10/54 *(a)* | 175000 | 168597 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.64%, 04/05/64 *(a)* | 200000 | 199490 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.43%, 09/10/64 *(a)* | 200000 | 192264 |
| **TransCanada PipeLines Ltd.** | **TransCanada PipeLines Ltd.** | **TransCanada PipeLines Ltd.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 05/15/28 *(a)* | 250000 | 250770 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 04/15/30 *(a)* | 200000 | 198296 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 03/01/34 *(a)* | 300000 | 294537 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 03/31/34  | 100000 | 104387 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.85%, 03/15/36  | 100000 | 105251 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.20%, 10/15/37  | 175000 | 188813 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.25%, 08/15/38  | 100000 | 116730 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.63%, 01/15/39  | 250000 | 301095 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.10%, 06/01/40  | 150000 | 159517 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 10/16/43 *(a)* | 75000 | 71745 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 03/15/49 *(a)* | 150000 | 141284 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 06/01/65 *(a)(b)* | 150000 | 153750 |
| **Transcontinental Gas Pipe Line Co. LLC** | **Transcontinental Gas Pipe Line Co. LLC** | **Transcontinental Gas Pipe Line Co. LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 03/15/28 *(a)* | 100000 | 99952 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 05/15/30 *(a)* | 100000 | 95854 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 03/15/36 *(a)(d)* | 180000 | 183051 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 08/15/41 *(a)* | 100000 | 99872 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 08/01/42 *(a)* | 100000 | 88860 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 03/15/48 *(a)* | 100000 | 87726 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 05/15/50 *(a)* | 100000 | 78408 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 03/15/56 *(a)(d)* | 130000 | 131650 |
| **Valero Energy Corp.** | **Valero Energy Corp.** | **Valero Energy Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.15%, 09/15/27 *(a)* | 150000 | 144993 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 06/01/28 *(a)* | 150000 | 150888 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 04/01/29 *(a)* | 50000 | 49735 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 02/15/30 *(a)* | 150000 | 154806 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 12/01/31 *(a)* | 75000 | 68803 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 04/15/32  | 150000 | 173490 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.63%, 06/15/37  | 200000 | 223354 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 03/15/45  | 130000 | 117927 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 12/01/51 *(a)* | 150000 | 105384 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 06/01/52 *(a)* | 75000 | 56228 |
| **Valero Energy Partners LP** | **Valero Energy Partners LP** | **Valero Energy Partners LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 03/15/28 *(a)* | 100000 | 100774 |
| **Viper Energy Partners LLC** | **Viper Energy Partners LLC** | **Viper Energy Partners LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 08/01/30 *(a)* | 90000 | 91093 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 08/01/35 *(a)* | 190000 | 194611 |
| **Western Midstream Operating LP** | **Western Midstream Operating LP** | **Western Midstream Operating LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 03/01/28 *(a)* | 200000 | 200798 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.35%, 01/15/29 *(a)* | 100000 | 105506 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 02/01/30 *(a)(e)* | 200000 | 196588 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.15%, 04/01/33 *(a)* | 150000 | 159268 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 11/15/34 *(a)* | 150000 | 151509 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 04/01/44 *(a)* | 100000 | 91715 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 03/01/48 *(a)* | 75000 | 65273 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 08/15/48 *(a)* | 100000 | 88800 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 02/01/50 *(a)(e)* | 175000 | 152243 |
| **Williams Cos., Inc.** | **Williams Cos., Inc.** | **Williams Cos., Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 06/15/27 *(a)* | 275000 | 273386 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 08/15/28 *(a)* | 150000 | 154611 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 03/15/29 *(a)* | 150000 | 153249 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 11/15/29 *(a)* | 75000 | 76553 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 06/30/30 *(a)* | 150000 | 151784 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 11/15/30 *(a)* | 150000 | 143957 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 01/15/31  | 75000 | 85106 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.60%, 03/15/31 *(a)* | 225000 | 205859 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.75%, 03/15/32  | 50000 | 60988 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 08/15/32 *(a)* | 150000 | 150918 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 03/15/33 *(a)* | 100000 | 105829 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 03/15/34 *(a)* | 225000 | 229903 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 03/15/35 *(a)* | 200000 | 209180 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 09/30/35 *(a)* | 150000 | 153730 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.30%, 04/15/40  | 200000 | 218442 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.80%, 11/15/43 *(a)* | 72000 | 73101 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 03/04/44 *(a)* | 100000 | 97602 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 06/24/44 *(a)* | 100000 | 101315 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 01/15/45 *(a)* | 100000 | 91269 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 09/15/45 *(a)* | 200000 | 186246 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 03/01/48 *(a)* | 150000 | 133758 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 10/15/51 *(a)* | 125000 | 88619 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 08/15/52 *(a)* | 150000 | 140982 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.80%, 11/15/54 *(a)* | 150000 | 151451 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 03/15/55 *(a)* | 75000 | 77621 |
| **Woodside Finance Ltd.** | **Woodside Finance Ltd.** | **Woodside Finance Ltd.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 05/19/28 *(a)* | 100000 | 101510 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 05/19/30 *(a)* | 200000 | 206282 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 05/19/32 *(a)* | 100000 | 104320 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 09/12/34 *(a)* | 225000 | 224203 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 05/19/35 *(a)* | 200000 | 209886 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 09/12/54 *(a)* | 150000 | 144057 |
|  |  | **97857214** |
| ***Industrial Other 0.1%***  | ***Industrial Other 0.1%***  | ***Industrial Other 0.1%***  |
| **American University** | **American University** | **American University** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.67%, 04/01/49  | 100000 | 77821 |
| **Booz Allen Hamilton, Inc.** | **Booz Allen Hamilton, Inc.** | **Booz Allen Hamilton, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 08/04/33 *(a)* | 150000 | 157918 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 04/15/35 *(a)* | 150000 | 156166 |
| **Brown University** | **Brown University** | **Brown University** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.92%, 09/01/50 *(a)* | 100000 | 67896 |
| **California Institute of Technology** | **California Institute of Technology** | **California Institute of Technology** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.32%, 08/01/45  | 100000 | 89064 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 09/01/19 *(a)* | 150000 | 98316 |
| **Case Western Reserve University** | **Case Western Reserve University** | **Case Western Reserve University** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.41%, 06/01/22 *(a)* | 50000 | 47469 |
| **Cintas Corp. No. 2** | **Cintas Corp. No. 2** | **Cintas Corp. No. 2** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 04/01/27 *(a)* | 150000 | 149637 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 05/01/32 *(a)* | 150000 | 147906 |
| **Claremont Mckenna College** | **Claremont Mckenna College** | **Claremont Mckenna College** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.78%, 01/01/22 *(a)* | 50000 | 33784 |
| **Cornell University** | **Cornell University** | **Cornell University** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.17%, 06/15/30 *(a)* | 90000 | 90797 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.84%, 06/15/34 *(a)* | 100000 | 103165 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.73%, 06/15/35 *(a)* | 90000 | 91428 |
| **Duke University** | **Duke University** | **Duke University** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.68%, 10/01/44  | 100000 | 74570 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.76%, 10/01/50  | 25000 | 16513 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.83%, 10/01/55  | 100000 | 64459 |
| **Emory University** | **Emory University** | **Emory University** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.97%, 09/01/50 *(a)* | 150000 | 102232 |
| **George Washington University** | **George Washington University** | **George Washington University** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 09/15/44  | 100000 | 87614 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.87%, 09/15/45  | 50000 | 47143 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 09/15/48 *(a)* | 150000 | 124956 |
| **Georgetown University** | **Georgetown University** | **Georgetown University** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.32%, 04/01/49 *(a)* | 50000 | 42501 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.94%, 04/01/50 *(a)* | 100000 | 66432 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.22%, 10/01/18 *(a)* | 50000 | 45395 |
| **Jacobs Engineering Group, Inc.** | **Jacobs Engineering Group, Inc.** | **Jacobs Engineering Group, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.35%, 08/18/28 *(a)* | 125000 | 131965 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.90%, 03/01/33 *(a)* | 100000 | 105777 |

---

**53**

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **Johns Hopkins University** | **Johns Hopkins University** | **Johns Hopkins University** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.08%, 07/01/53  | 100000 | 83037 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.81%, 01/01/60 *(a)* | 75000 | 44865 |
| **Leland Stanford Junior University** | **Leland Stanford Junior University** | **Leland Stanford Junior University** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.29%, 06/01/27 *(a)* | 200000 | 193092 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 08/01/30 *(a)* | 150000 | 151338 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 05/01/48 *(a)* | 100000 | 80638 |
| **Massachusetts Institute of Technology** | **Massachusetts Institute of Technology** | **Massachusetts Institute of Technology** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.96%, 07/01/38  | 150000 | 140998 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.99%, 07/01/50 *(a)* | 100000 | 69604 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.29%, 07/01/51 *(a)* | 100000 | 58970 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.62%, 06/01/55 *(a)* | 100000 | 105865 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 07/01/11  | 150000 | 152956 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.68%, 07/01/14  | 175000 | 150475 |
| **MasTec, Inc.** | **MasTec, Inc.** | **MasTec, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.90%, 06/15/29 *(a)* | 100000 | 104681 |
| **Northeastern University** | **Northeastern University** | **Northeastern University** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.89%, 10/01/50  | 75000 | 52014 |
| **Northwestern University** | **Northwestern University** | **Northwestern University** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.64%, 12/01/44  | 100000 | 96898 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.64%, 12/01/50 *(a)* | 100000 | 64411 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.66%, 12/01/57 *(a)* | 75000 | 55851 |
| **President & Fellows of Harvard College** | **President & Fellows of Harvard College** | **President & Fellows of Harvard College** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.61%, 02/15/35 *(a)* | 150000 | 153222 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 10/15/40  | 75000 | 75603 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 07/15/46 *(a)* | 100000 | 74906 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.52%, 10/15/50 *(a)* | 100000 | 62522 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 11/15/52 *(a)* | 100000 | 79008 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 07/15/56 *(a)* | 100000 | 70893 |
| **Quanta Services, Inc.** | **Quanta Services, Inc.** | **Quanta Services, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 08/09/27 *(a)* | 100000 | 101088 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 08/09/28 *(a)* | 100000 | 100602 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 10/01/30 *(a)* | 175000 | 164507 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 01/15/31 *(a)* | 100000 | 100486 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 08/09/34 *(a)* | 100000 | 103504 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 08/09/35 *(a)* | 100000 | 101458 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.05%, 10/01/41 *(a)* | 150000 | 112618 |
| **Thomas Jefferson University** | **Thomas Jefferson University** | **Thomas Jefferson University** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 11/01/57 *(a)* | 75000 | 54011 |
| **Trustees of Boston College** | **Trustees of Boston College** | **Trustees of Boston College** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 07/01/52  | 100000 | 70545 |
| **Trustees of Columbia University in the City of New York** | **Trustees of Columbia University in the City of New York** | **Trustees of Columbia University in the City of New York** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.36%, 10/01/35 *(a)* | 75000 | 74309 |
| **Trustees of Dartmouth College** | **Trustees of Dartmouth College** | **Trustees of Dartmouth College** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.27%, 06/01/30 *(a)* | 50000 | 50688 |
| **Trustees of Princeton University** | **Trustees of Princeton University** | **Trustees of Princeton University** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 03/01/39  | 150000 | 164302 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.52%, 07/01/50 *(a)* | 100000 | 63613 |
| **Trustees of the University of Pennsylvania** | **Trustees of the University of Pennsylvania** | **Trustees of the University of Pennsylvania** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 10/01/50 *(a)* | 50000 | 30300 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.67%, 09/01/12  | 50000 | 42466 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.61%, 02/15/19 *(a)* | 75000 | 49656 |
| **University of Chicago** | **University of Chicago** | **University of Chicago** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.76%, 04/01/45 *(a)* | 100000 | 80213 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.55%, 04/01/50 *(a)* | 100000 | 66180 |
| **University of Miami** | **University of Miami** | **University of Miami** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.06%, 04/01/52  | 100000 | 82211 |
| **University of Notre Dame du Lac** | **University of Notre Dame du Lac** | **University of Notre Dame du Lac** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.39%, 02/15/48 *(a)* | 100000 | 76920 |
| **University of Southern California** | **University of Southern California** | **University of Southern California** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.03%, 10/01/39  | 150000 | 126057 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.84%, 10/01/47 *(a)* | 75000 | 61583 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 10/01/51 *(a)* | 100000 | 67381 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.98%, 10/01/53 *(a)* | 100000 | 95064 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.23%, 10/01/20 *(a)* | 100000 | 60004 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **Washington University** | **Washington University** | **Washington University** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.52%, 04/15/54 *(a)* | 125000 | 93036 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 04/15/22 *(a)* | 100000 | 77966 |
| **William Marsh Rice University** | **William Marsh Rice University** | **William Marsh Rice University** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.57%, 05/15/45  | 200000 | 162148 |
| **Yale University** | **Yale University** | **Yale University** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.48%, 04/15/30 *(a)* | 50000 | 45190 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 04/15/32 *(a)* | 100000 | 103215 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 04/15/50 *(a)* | 100000 | 61616 |
|  |  | **6985708** |
| ***Technology 2.3%***  | ***Technology 2.3%***  | ***Technology 2.3%***  |
| **Accenture Capital, Inc.** | **Accenture Capital, Inc.** | **Accenture Capital, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 10/04/27 *(a)* | 200000 | 200662 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 10/04/29 *(a)* | 200000 | 200488 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 10/04/31 *(a)* | 200000 | 200616 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 10/04/34 *(a)* | 300000 | 297861 |
| **Adobe, Inc.** | **Adobe, Inc.** | **Adobe, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.15%, 02/01/27 *(a)* | 200000 | 196486 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 04/04/27 *(a)* | 100000 | 101431 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 01/17/28 *(a)* | 100000 | 102114 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 04/04/29 *(a)* | 125000 | 128619 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 01/17/30 *(a)* | 100000 | 103663 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 02/01/30 *(a)* | 200000 | 187666 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 04/04/34 *(a)* | 150000 | 155944 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 01/17/35 *(a)* | 100000 | 106066 |
| **Advanced Micro Devices, Inc.** | **Advanced Micro Devices, Inc.** | **Advanced Micro Devices, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.32%, 03/24/28 *(a)* | 100000 | 101098 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.92%, 06/01/32 *(a)* | 100000 | 98479 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.39%, 06/01/52 *(a)* | 75000 | 64243 |
| **Alphabet, Inc.** | **Alphabet, Inc.** | **Alphabet, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.80%, 08/15/27 *(a)* | 150000 | 143253 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 11/15/28 *(a)* | 180000 | 181122 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 05/15/30 *(a)* | 150000 | 150983 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.10%, 08/15/30 *(a)* | 450000 | 397602 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 11/15/30 *(a)* | 460000 | 464186 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 11/15/32 *(a)* | 230000 | 232705 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 05/15/35 *(a)* | 250000 | 252100 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 11/15/35 *(a)* | 650000 | 660783 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.90%, 08/15/40 *(a)* | 250000 | 173517 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 11/15/45 *(a)* | 370000 | 378517 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.05%, 08/15/50 *(a)* | 450000 | 255222 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 05/15/55 *(a)* | 250000 | 248662 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 11/15/55 *(a)* | 740000 | 752639 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 08/15/60 *(a)* | 375000 | 200512 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 05/15/65 *(a)* | 250000 | 246137 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 11/15/75 *(a)* | 510000 | 524910 |
| **Amdocs Ltd.** | **Amdocs Ltd.** | **Amdocs Ltd.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.54%, 06/15/30 *(a)* | 150000 | 137856 |
| **Analog Devices, Inc.** | **Analog Devices, Inc.** | **Analog Devices, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 12/05/26 *(a)* | 100000 | 99677 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 06/15/27 *(a)* | 100000 | 99355 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 06/15/28 *(a)* | 160000 | 161301 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.70%, 10/01/28 *(a)* | 200000 | 188512 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 06/15/30 *(a)* | 120000 | 122182 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.10%, 10/01/31 *(a)* | 200000 | 178128 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 04/01/34 *(a)* | 100000 | 104335 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 10/01/41 *(a)* | 200000 | 149376 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 10/01/51 *(a)* | 200000 | 132516 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 04/01/54 *(a)* | 100000 | 98551 |
| **Apple, Inc.** | **Apple, Inc.** | **Apple, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 02/09/27 *(a)* | 300000 | 298860 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 05/11/27 *(a)* | 350000 | 347956 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 06/20/27 *(a)* | 200000 | 198090 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 09/12/27 *(a)* | 350000 | 345604 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 11/13/27 *(a)* | 300000 | 297039 |

---

**54**

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.20%, 02/08/28 *(a)* | 450000 | 426865 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 05/10/28 *(a)* | 250000 | 251985 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 05/12/28 *(a)* | 300000 | 302526 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.40%, 08/05/28 *(a)* | 400000 | 377416 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 08/08/29 *(a)* | 225000 | 221481 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.20%, 09/11/29 *(a)* | 350000 | 330907 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 05/10/30 *(a)* | 100000 | 101584 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.65%, 05/11/30 *(a)* | 300000 | 273489 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 05/12/30 *(a)* | 200000 | 203214 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.25%, 08/20/30 *(a)* | 200000 | 178062 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.65%, 02/08/31 *(a)* | 500000 | 447445 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.70%, 08/05/31 *(a)* | 200000 | 178000 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 05/12/32 *(a)* | 200000 | 205494 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 08/08/32 *(a)* | 225000 | 216742 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 05/10/33 *(a)* | 175000 | 178470 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 05/12/35 *(a)* | 200000 | 206466 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 02/23/36 *(a)* | 200000 | 204504 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 02/08/41 *(a)* | 300000 | 218385 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 05/04/43  | 530000 | 455397 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 05/06/44  | 150000 | 140330 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 02/09/45  | 400000 | 319056 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 05/13/45  | 350000 | 318419 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 02/23/46 *(a)* | 725000 | 681391 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 08/04/46 *(a)* | 350000 | 290370 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 02/09/47 *(a)* | 195000 | 171407 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 09/12/47 *(a)* | 200000 | 161932 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 11/13/47 *(a)* | 200000 | 162352 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 09/11/49 *(a)* | 300000 | 206946 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 05/11/50 *(a)* | 475000 | 306133 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 08/20/50 *(a)* | 250000 | 153280 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 02/08/51 *(a)* | 575000 | 367206 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 08/05/51 *(a)* | 250000 | 160390 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 08/08/52 *(a)* | 300000 | 243822 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 05/10/53 *(a)* | 250000 | 242857 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.55%, 08/20/60 *(a)* | 300000 | 174102 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 02/08/61 *(a)* | 325000 | 197119 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 08/05/61 *(a)* | 275000 | 168272 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 08/08/62 *(a)* | 200000 | 161776 |
| **Applied Materials, Inc.** | **Applied Materials, Inc.** | **Applied Materials, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 04/01/27 *(a)* | 225000 | 223675 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 06/15/29 *(a)* | 150000 | 154182 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 06/01/30 *(a)* | 150000 | 135971 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 01/15/31 *(a)* | 100000 | 99793 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 10/01/35 *(a)* | 75000 | 78115 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 01/15/36 *(a)* | 80000 | 79535 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.85%, 06/15/41  | 100000 | 107469 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 04/01/47 *(a)* | 200000 | 176002 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 06/01/50 *(a)* | 150000 | 98318 |
| **Arrow Electronics, Inc.** | **Arrow Electronics, Inc.** | **Arrow Electronics, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 01/12/28 *(a)* | 100000 | 99256 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 08/21/29 *(a)* | 100000 | 102539 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 02/15/32 *(a)* | 100000 | 89851 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 04/10/34 *(a)* | 100000 | 104610 |
| **Atlassian Corp.** | **Atlassian Corp.** | **Atlassian Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 05/15/29 *(a)* | 100000 | 102678 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 05/15/34 *(a)* | 100000 | 103890 |
| **Autodesk, Inc.** | **Autodesk, Inc.** | **Autodesk, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 06/15/27 *(a)* | 100000 | 99300 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 01/15/30 *(a)* | 100000 | 94842 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 12/15/31 *(a)* | 200000 | 178882 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 06/15/35 *(a)* | 90000 | 93137 |
| **Automatic Data Processing, Inc.** | **Automatic Data Processing, Inc.** | **Automatic Data Processing, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.70%, 05/15/28 *(a)* | 200000 | 190600 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.25%, 09/01/30 *(a)* | 200000 | 177162 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 05/08/32 *(a)* | 200000 | 205708 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 09/09/34 *(a)* | 175000 | 175523 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **Avnet, Inc.** | **Avnet, Inc.** | **Avnet, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 03/15/28 *(a)* | 100000 | 103713 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 05/15/31 *(a)* | 50000 | 45443 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 06/01/32 *(a)* | 50000 | 50990 |
| **Baidu, Inc.** | **Baidu, Inc.** | **Baidu, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 07/06/27  | 100000 | 99544 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 11/14/28 *(a)* | 200000 | 204860 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 08/23/31 *(a)* | 200000 | 182800 |
| **Broadcom Corp./Broadcom Cayman Finance Ltd.** | **Broadcom Corp./Broadcom Cayman Finance Ltd.** | **Broadcom Corp./Broadcom Cayman Finance Ltd.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 01/15/28 *(a)* | 150000 | 148751 |
| **Broadcom, Inc.** | **Broadcom, Inc.** | **Broadcom, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 07/12/27 *(a)* | 225000 | 228958 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.95%, 02/15/28 *(a)* | 100000 | 95959 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 02/15/28 *(a)* | 150000 | 150764 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 04/15/28 *(a)* | 200000 | 203926 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.11%, 09/15/28 *(a)* | 200000 | 200840 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 04/15/29 *(a)(d)* | 150000 | 149841 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 04/15/29 *(a)* | 300000 | 306510 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 07/12/29 *(a)* | 400000 | 413148 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 02/15/30 *(a)* | 250000 | 252225 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 04/15/30 *(a)* | 150000 | 155134 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 04/15/30 *(a)* | 150000 | 155361 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 07/15/30 *(a)* | 310000 | 316135 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 10/15/30 *(a)* | 180000 | 180589 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 11/15/30 *(a)* | 350000 | 349972 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 02/15/31 *(a)* | 525000 | 482953 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 11/15/31 *(a)* | 250000 | 261050 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 02/15/32 *(a)* | 150000 | 151737 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 04/15/32 *(a)(d)* | 250000 | 246897 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 04/15/32 *(a)* | 200000 | 209178 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 07/15/32 *(a)* | 310000 | 318934 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 11/15/32 *(a)* | 350000 | 348208 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.60%, 02/15/33 *(a)* | 300000 | 266901 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.42%, 04/15/33 *(a)* | 400000 | 374876 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.47%, 04/15/34 *(a)* | 600000 | 554040 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 10/15/34 *(a)* | 300000 | 304230 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 07/15/35 *(a)* | 450000 | 468931 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.14%, 11/15/35 *(a)(d)* | 575000 | 504062 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 02/15/36 *(a)* | 400000 | 401140 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.19%, 11/15/36 *(a)(d)* | 525000 | 453505 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.93%, 05/15/37 *(a)(d)* | 463000 | 465209 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 02/15/38 *(a)* | 310000 | 309603 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 02/15/41 *(a)* | 525000 | 436789 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 02/15/51 *(a)* | 325000 | 252557 |
| **Broadridge Financial Solutions, Inc.** | **Broadridge Financial Solutions, Inc.** | **Broadridge Financial Solutions, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 12/01/29 *(a)* | 150000 | 142514 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.60%, 05/01/31 *(a)* | 200000 | 182238 |
| **Cadence Design Systems, Inc.** | **Cadence Design Systems, Inc.** | **Cadence Design Systems, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 09/10/27  | 100000 | 100436 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 09/10/29 *(a)* | 200000 | 201186 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 09/10/34 *(a)* | 175000 | 176094 |
| **CDW LLC/CDW Finance Corp.** | **CDW LLC/CDW Finance Corp.** | **CDW LLC/CDW Finance Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.67%, 12/01/26 *(a)* | 200000 | 196814 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 04/01/28 *(a)* | 200000 | 199084 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 02/15/29 *(a)* | 100000 | 96157 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 03/01/30 *(a)* | 100000 | 102137 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.57%, 12/01/31 *(a)* | 200000 | 187084 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.55%, 08/22/34 *(a)* | 100000 | 103047 |
| **CGI, Inc.** | **CGI, Inc.** | **CGI, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 03/14/30 *(a)(d)* | 125000 | 127175 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 09/14/31 *(a)* | 100000 | 89045 |
| **Cisco Systems, Inc.** | **Cisco Systems, Inc.** | **Cisco Systems, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 02/26/27 *(a)* | 400000 | 404816 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 02/24/28 *(a)* | 150000 | 152492 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 02/26/29 *(a)* | 500000 | 514175 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 02/24/30 *(a)* | 200000 | 205924 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 02/26/31 *(a)* | 450000 | 468400 |

---

**55**

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 02/24/32 *(a)* | 200000 | 207758 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 02/26/34 *(a)* | 500000 | 518950 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 02/24/35 *(a)* | 200000 | 207656 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.90%, 02/15/39  | 375000 | 409594 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 01/15/40  | 300000 | 316473 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 02/26/54 *(a)* | 350000 | 343364 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 02/24/55 *(a)* | 150000 | 151536 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 02/26/64 *(a)* | 200000 | 194490 |
| **Concentrix Corp.** | **Concentrix Corp.** | **Concentrix Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.60%, 08/02/28 *(a)* | 150000 | 154961 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.85%, 08/02/33 *(a)* | 100000 | 99806 |
| **Corning, Inc.** | **Corning, Inc.** | **Corning, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 08/15/40  | 100000 | 105137 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 03/15/42  | 100000 | 93081 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 11/15/48 *(a)* | 100000 | 98546 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 11/15/49 *(a)* | 100000 | 79103 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 11/15/57 *(a)* | 150000 | 123716 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.85%, 11/15/68 *(a)* | 50000 | 49780 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 11/15/79 *(a)* | 190000 | 175976 |
| **Dell International LLC/EMC Corp.** | **Dell International LLC/EMC Corp.** | **Dell International LLC/EMC Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.10%, 07/15/27 *(a)* | 97000 | 99750 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 02/01/28 *(a)* | 194000 | 198528 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 04/01/28 *(a)* | 170000 | 172375 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 02/15/29 *(a)* | 130000 | 129922 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 10/01/29 *(a)* | 291000 | 300719 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 02/01/30 *(a)* | 145000 | 145177 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 04/01/30 *(a)* | 170000 | 174461 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.20%, 07/15/30 *(a)* | 197000 | 211123 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 02/15/31 *(a)* | 220000 | 219883 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 04/01/32 *(a)* | 170000 | 175836 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 10/06/32 *(a)* | 220000 | 220660 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 02/01/33 *(a)* | 194000 | 205382 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 04/15/34 *(a)* | 170000 | 175646 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 02/01/35 *(a)* | 145000 | 143756 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 04/01/35 *(a)* | 170000 | 176553 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 02/15/36 *(a)* | 220000 | 219861 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.10%, 07/15/36 *(a)* | 183000 | 223394 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 12/15/41 *(a)* | 145000 | 111883 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.35%, 07/15/46 *(a)* | 135000 | 174138 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 12/15/51 *(a)* | 145000 | 101277 |
| **Dell, Inc.** | **Dell, Inc.** | **Dell, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.10%, 04/15/28  | 73000 | 77754 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 04/15/38  | 73000 | 79402 |
| **DXC Technology Co.** | **DXC Technology Co.** | **DXC Technology Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 09/15/28 *(a)* | 150000 | 141059 |
| **Equifax, Inc.** | **Equifax, Inc.** | **Equifax, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 12/15/27 *(a)* | 150000 | 152697 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 06/01/28 *(a)* | 150000 | 153062 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 09/15/29 *(a)* | 100000 | 101679 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 05/15/30 *(a)* | 100000 | 94790 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.35%, 09/15/31 *(a)* | 200000 | 178286 |
| **Equinix Europe 2 Financing Corp. LLC** | **Equinix Europe 2 Financing Corp. LLC** | **Equinix Europe 2 Financing Corp. LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 11/15/30 *(a)* | 230000 | 231597 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 06/15/34 *(a)* | 125000 | 130248 |
| **Equinix, Inc.** | **Equinix, Inc.** | **Equinix, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.55%, 03/15/28 *(a)* | 150000 | 141849 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 05/15/28 *(a)* | 75000 | 71494 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 11/18/29 *(a)* | 200000 | 192322 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.15%, 07/15/30 *(a)* | 200000 | 181738 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 05/15/31 *(a)* | 200000 | 181436 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 04/15/32 *(a)* | 200000 | 192922 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 07/15/50 *(a)* | 100000 | 65354 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 09/15/51 *(a)* | 95000 | 61042 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 02/15/52 *(a)* | 100000 | 69870 |
| **FactSet Research Systems, Inc.** | **FactSet Research Systems, Inc.** | **FactSet Research Systems, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 03/01/27 *(a)* | 100000 | 98311 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 03/01/32 *(a)* | 100000 | 92736 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **Fidelity National Information Services, Inc.** | **Fidelity National Information Services, Inc.** | **Fidelity National Information Services, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.65%, 03/01/28 *(a)* | 150000 | 141902 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 03/01/31 *(a)* | 200000 | 178912 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 07/15/32 *(a)* | 150000 | 153897 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 03/01/41 *(a)* | 100000 | 75154 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 08/15/46 *(a)* | 75000 | 63861 |
| **Fiserv, Inc.** | **Fiserv, Inc.** | **Fiserv, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 03/15/27 *(a)* | 150000 | 151446 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 06/01/27 *(a)* | 200000 | 194220 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 03/02/28 *(a)* | 150000 | 153534 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 08/21/28 *(a)* | 150000 | 153878 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 10/01/28 *(a)* | 150000 | 149447 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 07/01/29 *(a)* | 525000 | 508436 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 03/15/30 *(a)* | 150000 | 150998 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 06/01/30 *(a)* | 225000 | 207076 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 02/15/31 *(a)* | 150000 | 149009 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 03/15/31 *(a)* | 75000 | 77092 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 03/02/33 *(a)* | 175000 | 180875 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 08/21/33 *(a)* | 250000 | 258705 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 03/15/34 *(a)* | 150000 | 152792 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 08/12/34 *(a)* | 150000 | 149403 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 08/11/35 *(a)* | 150000 | 150561 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 07/01/49 *(a)* | 375000 | 299092 |
| **Flex Ltd.** | **Flex Ltd.** | **Flex Ltd.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 01/15/28 *(a)* | 100000 | 103331 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 06/15/29 *(a)* | 100000 | 101403 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 05/12/30 *(a)* | 100000 | 101612 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 01/15/32 *(a)* | 100000 | 102214 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 11/13/35 *(a)* | 110000 | 110587 |
| **Fortinet, Inc.** | **Fortinet, Inc.** | **Fortinet, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.20%, 03/15/31 *(a)* | 100000 | 89881 |
| **Gartner, Inc.** | **Gartner, Inc.** | **Gartner, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 03/20/31 *(a)* | 60000 | 60485 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 11/20/35 *(a)* | 80000 | 81072 |
| **Genpact Luxembourg SARL/Genpact USA, Inc.** | **Genpact Luxembourg SARL/Genpact USA, Inc.** | **Genpact Luxembourg SARL/Genpact USA, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 06/04/29 *(a)* | 50000 | 52280 |
| **Genpact U.K. Finco PLC/Genpact USA, Inc.** | **Genpact U.K. Finco PLC/Genpact USA, Inc.** | **Genpact U.K. Finco PLC/Genpact USA, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 11/18/30 *(a)* | 60000 | 60456 |
| **Global Payments, Inc.** | **Global Payments, Inc.** | **Global Payments, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.15%, 01/15/27 *(a)* | 150000 | 146541 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 06/01/28 *(a)* | 100000 | 100213 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 11/15/28 *(a)* | 320000 | 321230 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 08/15/29 *(a)* | 250000 | 238022 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 08/15/29 *(a)* | 100000 | 102404 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 05/15/30 *(a)* | 225000 | 208615 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 11/15/30 *(a)* | 310000 | 310998 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 11/15/31 *(a)* | 150000 | 134379 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 08/15/32 *(a)* | 150000 | 152688 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 11/15/32 *(a)* | 180000 | 180691 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.55%, 11/15/35 *(a)* | 320000 | 319837 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 08/15/49 *(a)* | 100000 | 75052 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 08/15/52 *(a)* | 150000 | 144299 |
| **Hewlett Packard Enterprise Co.** | **Hewlett Packard Enterprise Co.** | **Hewlett Packard Enterprise Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 09/15/27  | 160000 | 159947 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 09/25/27 *(a)* | 200000 | 201042 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 07/01/28 *(a)* | 100000 | 102766 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 09/15/28 *(a)* | 150000 | 150081 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 10/15/29 *(a)* | 300000 | 302364 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 10/15/30 *(a)* | 150000 | 149640 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 10/15/31 *(a)* | 250000 | 253342 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 10/15/34 *(a)* | 350000 | 348736 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.20%, 10/15/35 *(a)* | 150000 | 162526 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.35%, 10/15/45 *(a)* | 262000 | 271401 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 10/15/54 *(a)* | 275000 | 257540 |
| **HP, Inc.** | **HP, Inc.** | **HP, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 06/17/27 *(a)* | 200000 | 196676 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 01/15/28 *(a)* | 100000 | 101342 |

---

**56**

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 04/15/29 *(a)* | 200000 | 198220 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 04/25/30 *(a)* | 100000 | 104071 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 06/17/30 *(a)* | 75000 | 71926 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 06/17/31 *(a)* | 200000 | 181100 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 04/15/32 *(a)* | 150000 | 146460 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 01/15/33 *(a)* | 150000 | 155718 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.10%, 04/25/35 *(a)* | 100000 | 106361 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 09/15/41  | 225000 | 231082 |
| **IBM International Capital Pte. Ltd.** | **IBM International Capital Pte. Ltd.** | **IBM International Capital Pte. Ltd.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 02/05/27 *(a)* | 100000 | 100729 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 02/05/29 *(a)* | 100000 | 101776 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 02/05/31 *(a)* | 150000 | 153474 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 02/05/34 *(a)* | 200000 | 203958 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 02/05/44 *(a)* | 200000 | 196626 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 02/05/54 *(a)* | 250000 | 238465 |
| **Intel Corp.** | **Intel Corp.** | **Intel Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 03/25/27 *(a)* | 225000 | 224014 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 05/11/27 *(a)* | 150000 | 148014 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 08/05/27 *(a)* | 200000 | 198758 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 02/10/28 *(a)* | 300000 | 304689 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.60%, 08/12/28 *(a)* | 200000 | 187388 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 08/05/29 *(a)* | 200000 | 198298 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 11/15/29 *(a)* | 350000 | 327117 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 02/10/30 *(a)* | 200000 | 205854 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 03/25/30 *(a)* | 300000 | 294900 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 02/21/31 *(a)* | 100000 | 102820 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 08/12/31 *(a)* | 200000 | 176220 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 08/05/32 *(a)* | 200000 | 194196 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 12/15/32  | 150000 | 143988 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 02/10/33 *(a)* | 400000 | 410544 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 02/21/34 *(a)* | 150000 | 152778 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 03/25/40 *(a)* | 150000 | 136095 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 08/12/41 *(a)* | 150000 | 106539 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 10/01/41  | 170000 | 153687 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 12/15/42  | 100000 | 82826 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 02/10/43 *(a)* | 200000 | 197078 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 07/29/45 *(a)* | 175000 | 154040 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 05/19/46 *(a)* | 250000 | 196122 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 05/11/47 *(a)* | 175000 | 135534 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.73%, 12/08/47 *(a)* | 350000 | 256074 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 11/15/49 *(a)* | 400000 | 264276 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 03/25/50 *(a)* | 400000 | 337296 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.05%, 08/12/51 *(a)* | 250000 | 158017 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 08/05/52 *(a)* | 300000 | 256929 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 02/10/53 *(a)* | 350000 | 336238 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 02/21/54 *(a)* | 200000 | 191036 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 02/15/60 *(a)* | 160000 | 93946 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 03/25/60 *(a)* | 175000 | 147310 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 08/12/61 *(a)* | 100000 | 59441 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 08/05/62 *(a)* | 150000 | 126305 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.90%, 02/10/63 *(a)* | 200000 | 193376 |
| **International Business Machines Corp.** | **International Business Machines Corp.** | **International Business Machines Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 01/27/27  | 150000 | 149018 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.20%, 02/09/27 *(a)* | 150000 | 147054 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.70%, 05/15/27 *(a)* | 200000 | 194018 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 07/27/27 *(a)* | 150000 | 150981 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.22%, 08/01/27  | 130000 | 134892 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 02/06/28 *(a)* | 200000 | 202296 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 02/10/28 *(a)* | 175000 | 177697 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 05/15/29  | 500000 | 491575 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 02/10/30 *(a)* | 175000 | 179833 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.95%, 05/15/30 *(a)* | 200000 | 182490 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.72%, 02/09/32 *(a)* | 100000 | 91309 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 02/10/32 *(a)* | 175000 | 181193 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 07/27/32 *(a)* | 100000 | 100394 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 11/29/32  | 100000 | 108921 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 02/06/33 *(a)* | 150000 | 153674 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 02/10/35 *(a)* | 175000 | 181281 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 05/15/39  | 350000 | 317103 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 11/30/39  | 150000 | 157759 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 05/15/40 *(a)* | 100000 | 76349 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 06/20/42  | 200000 | 171244 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 02/19/46  | 150000 | 134834 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 05/15/49  | 500000 | 414230 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 05/15/50 *(a)* | 100000 | 65451 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.43%, 02/09/52 *(a)* | 50000 | 35306 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 07/27/52 *(a)* | 150000 | 135669 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 02/06/53 *(a)* | 150000 | 140016 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 02/10/55 *(a)* | 175000 | 177002 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.13%, 12/01/96  | 75000 | 90380 |
| **Intuit, Inc.** | **Intuit, Inc.** | **Intuit, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.35%, 07/15/27 *(a)* | 150000 | 144359 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 09/15/28 *(a)* | 100000 | 103270 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.65%, 07/15/30 *(a)* | 100000 | 89909 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 09/15/33 *(a)* | 200000 | 210182 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 09/15/53 *(a)* | 225000 | 226780 |
| **Jabil, Inc.** | **Jabil, Inc.** | **Jabil, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 01/12/28 *(a)* | 100000 | 99763 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 01/15/30 *(a)* | 100000 | 96595 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 01/15/31 *(a)* | 200000 | 185944 |
| **Juniper Networks, Inc.** | **Juniper Networks, Inc.** | **Juniper Networks, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 08/15/29 *(a)* | 100000 | 97822 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 03/15/41  | 100000 | 100869 |
| **Keysight Technologies, Inc.** | **Keysight Technologies, Inc.** | **Keysight Technologies, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 04/06/27 *(a)* | 150000 | 150693 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 10/30/29 *(a)* | 100000 | 95660 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 07/30/30 *(a)* | 150000 | 156399 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 10/15/34 *(a)* | 100000 | 101355 |
| **KLA Corp.** | **KLA Corp.** | **KLA Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 03/15/29 *(a)* | 100000 | 100433 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 07/15/32 *(a)* | 200000 | 204298 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 02/01/34 *(a)* | 100000 | 101224 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 03/15/49 *(a)* | 75000 | 70551 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 03/01/50 *(a)* | 100000 | 71398 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 07/15/52 *(a)* | 275000 | 255733 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 07/15/62 *(a)* | 150000 | 143655 |
| **Kyndryl Holdings, Inc.** | **Kyndryl Holdings, Inc.** | **Kyndryl Holdings, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 10/15/28 *(a)* | 75000 | 71793 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 10/15/31 *(a)* | 150000 | 136656 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.35%, 02/20/34 *(a)* | 100000 | 105817 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 10/15/41 *(a)* | 100000 | 79580 |
| **Lam Research Corp.** | **Lam Research Corp.** | **Lam Research Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 03/15/29 *(a)* | 150000 | 150303 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.90%, 06/15/30 *(a)* | 200000 | 182172 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 03/15/49 *(a)* | 150000 | 140150 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 06/15/50 *(a)* | 100000 | 66597 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 06/15/60 *(a)* | 75000 | 48125 |
| **Leidos, Inc.** | **Leidos, Inc.** | **Leidos, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 05/15/30 *(a)* | 150000 | 150216 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 02/15/31 *(a)* | 200000 | 180166 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 03/15/32 *(a)* | 75000 | 78422 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 03/15/33 *(a)* | 100000 | 106203 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 03/15/35 *(a)* | 100000 | 104756 |
| **Marvell Technology, Inc.** | **Marvell Technology, Inc.** | **Marvell Technology, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 04/15/28 *(a)* | 100000 | 96251 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 06/22/28 *(a)* | 100000 | 101769 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 02/15/29 *(a)* | 100000 | 104537 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 07/15/30 *(a)* | 100000 | 101524 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 04/15/31 *(a)* | 100000 | 92848 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 09/15/33 *(a)* | 100000 | 107280 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 07/15/35 *(a)* | 100000 | 103482 |
| **Mastercard, Inc.** | **Mastercard, Inc.** | **Mastercard, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 03/26/27 *(a)* | 150000 | 149183 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 01/15/28 *(a)* | 150000 | 151082 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 02/26/28 *(a)* | 100000 | 99616 |

---

**57**

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 03/09/28 *(a)* | 150000 | 153531 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 03/15/28 *(a)* | 75000 | 76341 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 06/01/29 *(a)* | 150000 | 145566 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 03/26/30 *(a)* | 300000 | 293514 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.90%, 03/15/31 *(a)* | 75000 | 67476 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 11/18/31 *(a)* | 100000 | 89080 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 01/15/32 *(a)* | 200000 | 202096 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 03/15/32 *(a)* | 95000 | 99067 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 03/09/33 *(a)* | 150000 | 155045 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 05/09/34 *(a)* | 175000 | 180393 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 01/15/35 *(a)* | 225000 | 226474 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 11/21/46 *(a)* | 100000 | 81923 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 02/26/48 *(a)* | 100000 | 82625 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 06/01/49 *(a)* | 175000 | 136232 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 03/26/50 *(a)* | 275000 | 220833 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 03/15/51 *(a)* | 150000 | 100865 |
| **Microchip Technology, Inc.** | **Microchip Technology, Inc.** | **Microchip Technology, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 03/15/28  | 175000 | 177642 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 03/15/29 *(a)* | 150000 | 153246 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 02/15/30 *(a)* | 175000 | 179079 |
| **Micron Technology, Inc.** | **Micron Technology, Inc.** | **Micron Technology, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.33%, 02/06/29 *(a)* | 100000 | 103175 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.66%, 02/15/30 *(a)* | 150000 | 152001 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 01/15/31 *(a)* | 150000 | 155617 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 04/15/32 *(a)* | 200000 | 179384 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 11/01/32 *(a)* | 75000 | 78965 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 02/09/33 *(a)* | 150000 | 159817 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 09/15/33 *(a)* | 200000 | 213588 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.80%, 01/15/35 *(a)* | 200000 | 211534 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.05%, 11/01/35 *(a)* | 200000 | 214716 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.37%, 11/01/41 *(a)* | 100000 | 77333 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.48%, 11/01/51 *(a)* | 100000 | 71072 |
| **Microsoft Corp.** | **Microsoft Corp.** | **Microsoft Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 02/06/27 *(a)* | 550000 | 548157 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 06/15/27 *(a)* | 75000 | 74856 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.35%, 09/15/30 *(a)* | 100000 | 89792 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 02/12/35 *(a)* | 250000 | 238500 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 11/03/35 *(a)* | 150000 | 151892 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 08/08/36 *(a)* | 300000 | 277947 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 02/06/37 *(a)* | 150000 | 147575 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 06/01/39  | 75000 | 79931 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 10/01/40  | 100000 | 99050 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 02/08/41  | 150000 | 160213 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 11/15/42  | 75000 | 62393 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 02/12/45 *(a)* | 100000 | 85286 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 11/03/45 *(a)* | 175000 | 165720 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 08/08/46 *(a)* | 299000 | 246292 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 02/06/47 *(a)* | 200000 | 182416 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 06/15/47 *(a)* | 100000 | 91994 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.53%, 06/01/50 *(a)* | 1150000 | 728226 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 09/15/50 *(a)* | 250000 | 157195 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.92%, 03/17/52 *(a)* | 1125000 | 764494 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 02/12/55 *(a)* | 100000 | 82366 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 08/08/56 *(a)* | 75000 | 60866 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 02/06/57 *(a)* | 150000 | 137444 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.68%, 06/01/60 *(a)* | 679000 | 404575 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.04%, 03/17/62 *(a)* | 345000 | 223508 |
| **Moody's Corp.** | **Moody's Corp.** | **Moody's Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 01/15/28 *(a)* | 100000 | 98545 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 02/01/29 *(a)* | 75000 | 75461 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 08/19/31 *(a)* | 200000 | 177798 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 08/05/34 *(a)* | 100000 | 102739 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 08/19/41 *(a)* | 100000 | 72870 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 07/15/44  | 100000 | 96902 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 12/17/48 *(a)* | 100000 | 90671 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 05/20/50 *(a)* | 100000 | 69293 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 02/25/52 *(a)* | 50000 | 37922 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 11/29/61 *(a)* | 100000 | 63559 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **Motorola Solutions, Inc.** | **Motorola Solutions, Inc.** | **Motorola Solutions, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 02/23/28 *(a)* | 150000 | 151634 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 04/15/29 *(a)* | 50000 | 51297 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 05/23/29 *(a)* | 150000 | 151931 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 08/15/30 *(a)* | 110000 | 112362 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 11/15/30 *(a)* | 175000 | 158840 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 05/24/31 *(a)* | 150000 | 137331 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 06/01/32 *(a)* | 100000 | 105435 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 08/15/32 *(a)* | 90000 | 92983 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 04/15/34 *(a)* | 200000 | 207126 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.55%, 08/15/35 *(a)* | 170000 | 177363 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 09/01/44  | 50000 | 49304 |
| **MSCI, Inc.** | **MSCI, Inc.** | **MSCI, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 09/01/35 *(a)* | 250000 | 253067 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 03/15/36 *(a)* | 90000 | 89911 |
| **NetApp, Inc.** | **NetApp, Inc.** | **NetApp, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 06/22/27 *(a)* | 150000 | 146322 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 06/22/30 *(a)* | 100000 | 93339 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 03/17/32 *(a)* | 100000 | 104660 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 03/17/35 *(a)* | 100000 | 105228 |
| **Nokia OYJ** | **Nokia OYJ** | **Nokia OYJ** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 06/12/27  | 100000 | 100184 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.63%, 05/15/39  | 100000 | 107704 |
| **NVIDIA Corp.** | **NVIDIA Corp.** | **NVIDIA Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.55%, 06/15/28 *(a)* | 200000 | 189944 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 04/01/30 *(a)* | 250000 | 239787 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 06/15/31 *(a)* | 225000 | 203501 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 04/01/40 *(a)* | 200000 | 172418 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 04/01/50 *(a)* | 375000 | 286549 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 04/01/60 *(a)* | 75000 | 57204 |
| **NXP BV/NXP Funding LLC** | **NXP BV/NXP Funding LLC** | **NXP BV/NXP Funding LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.55%, 12/01/28 *(a)* | 100000 | 103602 |
| **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; 3.15%, 05/01/27 *(a)* | 100000 | 98626 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 06/01/27 *(a)* | 100000 | 100406 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 08/19/28 *(a)* | 100000 | 100315 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 06/18/29 *(a)* | 150000 | 150245 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 05/01/30 *(a)* | 200000 | 192948 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 05/11/31 *(a)* | 200000 | 181296 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 02/15/32 *(a)* | 200000 | 179220 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 08/19/32 *(a)* | 60000 | 60556 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 01/15/33 *(a)* | 150000 | 152672 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 08/19/35 *(a)* | 150000 | 152658 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 05/11/41 *(a)* | 175000 | 133896 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 02/15/42 *(a)* | 100000 | 74170 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 11/30/51 *(a)* | 100000 | 67263 |
| **Oracle Corp.** | **Oracle Corp.** | **Oracle Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 04/01/27 *(a)* | 400000 | 392156 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 11/15/27 *(a)* | 500000 | 489960 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 03/25/28 *(a)* | 350000 | 333935 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 05/06/28 *(a)* | 100000 | 100227 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 08/03/28 *(a)* | 300000 | 303153 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 09/27/29 *(a)* | 300000 | 295839 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.15%, 11/09/29 *(a)* | 250000 | 262917 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 04/01/30 *(a)* | 600000 | 558558 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 05/06/30 *(a)* | 150000 | 149748 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 05/15/30 *(a)* | 100000 | 94057 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 09/26/30 *(a)* | 530000 | 522193 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 03/25/31 *(a)* | 600000 | 544500 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 02/03/32 *(a)* | 200000 | 202088 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 09/26/32 *(a)* | 530000 | 521186 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 11/09/32 *(a)* | 400000 | 424740 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 02/06/33 *(a)* | 250000 | 244972 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 07/08/34 *(a)* | 300000 | 278007 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 09/27/34 *(a)* | 300000 | 284880 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 05/15/35 *(a)* | 250000 | 221450 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 08/03/35 *(a)* | 350000 | 351050 |

---

**58**

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 09/26/35 *(a)* | 710000 | 695963 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 07/15/36 *(a)* | 200000 | 172490 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 11/15/37 *(a)* | 325000 | 270887 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 04/15/38  | 225000 | 235696 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.13%, 07/08/39  | 250000 | 252995 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 04/01/40 *(a)* | 550000 | 424396 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 07/15/40  | 400000 | 373588 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 03/25/41 *(a)* | 400000 | 304368 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 07/08/44 *(a)* | 205000 | 164787 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 05/15/45 *(a)* | 350000 | 264211 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 09/26/45 *(a)* | 440000 | 415052 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 07/15/46 *(a)* | 545000 | 399196 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 11/15/47 *(a)* | 400000 | 291124 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 04/01/50 *(a)* | 825000 | 545968 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 03/25/51 *(a)* | 600000 | 417558 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.90%, 11/09/52 *(a)* | 450000 | 467383 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.55%, 02/06/53 *(a)* | 400000 | 350732 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 09/27/54 *(a)* | 300000 | 256602 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 05/15/55 *(a)* | 225000 | 164799 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 08/03/55 *(a)* | 375000 | 349170 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 09/26/55 *(a)* | 695000 | 650270 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 04/01/60 *(a)* | 650000 | 424664 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 03/25/61 *(a)* | 275000 | 185886 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 09/27/64 *(a)* | 225000 | 190246 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.13%, 08/03/65 *(a)* | 175000 | 163390 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.10%, 09/26/65 *(a)* | 350000 | 326280 |
| **Paychex, Inc.** | **Paychex, Inc.** | **Paychex, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 04/15/30 *(a)* | 250000 | 257080 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 04/15/32 *(a)* | 250000 | 260122 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 04/15/35 *(a)* | 200000 | 210124 |
| **PayPal Holdings, Inc.** | **PayPal Holdings, Inc.** | **PayPal Holdings, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 06/01/27 *(a)* | 100000 | 100085 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 03/06/28 *(a)* | 100000 | 101298 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 10/01/29 *(a)* | 300000 | 287517 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 06/01/30 *(a)* | 200000 | 185408 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 06/01/32 *(a)* | 200000 | 200668 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 06/01/34 *(a)* | 150000 | 154926 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 04/01/35 *(a)* | 100000 | 102374 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 06/01/50 *(a)* | 150000 | 104570 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 06/01/52 *(a)* | 175000 | 163028 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 06/01/54 *(a)* | 75000 | 74302 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 06/01/62 *(a)* | 75000 | 70298 |
| **Qorvo, Inc.** | **Qorvo, Inc.** | **Qorvo, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 10/15/29 *(a)* | 200000 | 197548 |
| **QUALCOMM, Inc.** | **QUALCOMM, Inc.** | **QUALCOMM, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 05/20/27 *(a)* | 350000 | 347648 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.30%, 05/20/28 *(a)* | 117000 | 110166 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.15%, 05/20/30 *(a)* | 200000 | 184588 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 05/20/30 *(a)* | 100000 | 101884 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.65%, 05/20/32 *(a)* | 208000 | 178447 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 05/20/32 *(a)* | 100000 | 100466 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 05/20/32 *(a)* | 100000 | 102857 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 05/20/33 *(a)* | 150000 | 160012 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 05/20/35 *(a)* | 175000 | 176932 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 05/20/35 *(a)* | 100000 | 102678 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 05/20/45 *(a)* | 200000 | 186718 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 05/20/47 *(a)* | 250000 | 214195 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 05/20/50 *(a)* | 175000 | 123491 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 05/20/52 *(a)* | 200000 | 172928 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 05/20/53 *(a)* | 225000 | 241636 |
| **RELX Capital, Inc.** | **RELX Capital, Inc.** | **RELX Capital, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 03/18/29 *(a)* | 150000 | 149765 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 03/27/30 *(a)* | 150000 | 153335 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 05/22/30 *(a)* | 175000 | 166483 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 05/20/32 *(a)* | 100000 | 102226 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 03/27/35 *(a)* | 100000 | 104013 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **Roper Technologies, Inc.** | **Roper Technologies, Inc.** | **Roper Technologies, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 12/15/26 *(a)* | 150000 | 149703 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.40%, 09/15/27 *(a)* | 150000 | 143357 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 09/15/28 *(a)* | 150000 | 150474 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 09/15/28 *(a)* | 100000 | 100488 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 09/15/29 *(a)* | 100000 | 95710 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 10/15/29 *(a)* | 100000 | 101181 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 06/30/30 *(a)* | 100000 | 90473 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 09/15/30 *(a)* | 100000 | 100707 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 02/15/31 *(a)* | 200000 | 175552 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 02/15/32 *(a)* | 100000 | 101467 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 10/15/34 *(a)* | 200000 | 200938 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 09/15/35 *(a)* | 200000 | 203220 |
| **S&P Global, Inc.** | **S&P Global, Inc.** | **S&P Global, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 01/22/27 *(a)* | 100000 | 99005 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 03/01/27 *(a)* | 200000 | 196566 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 08/01/28 *(a)* | 150000 | 153000 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 03/01/29 *(a)* | 250000 | 240230 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 05/01/29 *(a)* | 175000 | 176181 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 12/01/29 *(a)* | 100000 | 94382 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.25%, 08/15/30 *(a)* | 50000 | 44065 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 03/01/32 *(a)* | 300000 | 277881 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 09/15/33 *(a)* | 150000 | 158487 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 12/01/49 *(a)* | 100000 | 72090 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 03/01/52 *(a)* | 150000 | 116024 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 08/15/60 *(a)* | 100000 | 51879 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 03/01/62 *(a)* | 100000 | 76647 |
| **Salesforce, Inc.** | **Salesforce, Inc.** | **Salesforce, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 04/11/28 *(a)* | 300000 | 299934 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 07/15/28 *(a)* | 150000 | 141836 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.95%, 07/15/31 *(a)* | 300000 | 268230 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 07/15/41 *(a)* | 250000 | 184247 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 07/15/51 *(a)* | 350000 | 227482 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.05%, 07/15/61 *(a)* | 200000 | 123840 |
| **ServiceNow, Inc.** | **ServiceNow, Inc.** | **ServiceNow, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.40%, 09/01/30 *(a)* | 300000 | 264798 |
| **Skyworks Solutions, Inc.** | **Skyworks Solutions, Inc.** | **Skyworks Solutions, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 06/01/31 *(a)* | 100000 | 90946 |
| **Synopsys, Inc.** | **Synopsys, Inc.** | **Synopsys, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 04/01/27  | 175000 | 176267 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 04/01/28 *(a)* | 175000 | 177319 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 04/01/30 *(a)* | 350000 | 357812 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 04/01/32 *(a)* | 275000 | 282158 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 04/01/35 *(a)* | 400000 | 408928 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 04/01/55 *(a)* | 350000 | 351771 |
| **TD SYNNEX Corp.** | **TD SYNNEX Corp.** | **TD SYNNEX Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 08/09/28 *(a)* | 100000 | 95241 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 08/09/31 *(a)* | 100000 | 90052 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.10%, 04/12/34 *(a)* | 100000 | 106275 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 10/10/35 *(a)* | 100000 | 100092 |
| **Teledyne FLIR LLC** | **Teledyne FLIR LLC** | **Teledyne FLIR LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 08/01/30 *(a)* | 150000 | 139109 |
| **Teledyne Technologies, Inc.** | **Teledyne Technologies, Inc.** | **Teledyne Technologies, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 04/01/28 *(a)* | 200000 | 191848 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 04/01/31 *(a)* | 150000 | 139167 |
| **Tencent Music Entertainment Group** | **Tencent Music Entertainment Group** | **Tencent Music Entertainment Group** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 09/03/30 *(a)* | 200000 | 181438 |
| **Texas Instruments, Inc.** | **Texas Instruments, Inc.** | **Texas Instruments, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 02/08/27 *(a)* | 125000 | 126093 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 11/03/27 *(a)* | 75000 | 74072 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 02/15/28 *(a)* | 150000 | 152525 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 02/08/29 *(a)* | 125000 | 127948 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 09/04/29 *(a)* | 100000 | 94349 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 05/04/30 *(a)* | 100000 | 91076 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 05/23/30 *(a)* | 100000 | 102173 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.90%, 09/15/31 *(a)* | 100000 | 89106 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 08/16/32 *(a)* | 100000 | 96494 |

---

**59**

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 03/14/33 *(a)* | 200000 | 207184 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 02/08/34 *(a)* | 100000 | 103372 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 05/23/35 *(a)* | 100000 | 103757 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 03/15/39 *(a)* | 150000 | 135636 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 05/15/48 *(a)* | 200000 | 167992 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 09/15/51 *(a)* | 100000 | 62820 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 08/16/52 *(a)* | 75000 | 61289 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 03/14/53 *(a)* | 100000 | 93762 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 02/08/54 *(a)* | 150000 | 144452 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 05/18/63 *(a)* | 275000 | 253082 |
| **TR Finance LLC** | **TR Finance LLC** | **TR Finance LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 08/15/35  | 100000 | 104818 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.85%, 04/15/40  | 100000 | 105214 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 11/23/43 *(a)* | 75000 | 76160 |
| **Trimble, Inc.** | **Trimble, Inc.** | **Trimble, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 06/15/28 *(a)* | 100000 | 101553 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.10%, 03/15/33 *(a)* | 150000 | 161902 |
| **TSMC Arizona Corp.** | **TSMC Arizona Corp.** | **TSMC Arizona Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 04/22/27 *(a)* | 200000 | 199834 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 10/25/31 *(a)* | 250000 | 229105 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 04/22/32 *(a)* | 200000 | 201808 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 10/25/41 *(a)* | 250000 | 205402 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 10/25/51 *(a)* | 200000 | 155314 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 04/22/52 *(a)* | 200000 | 192286 |
| **VeriSign, Inc.** | **VeriSign, Inc.** | **VeriSign, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 07/15/27 *(a)* | 150000 | 150056 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 06/15/31 *(a)* | 100000 | 90867 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 06/01/32 *(a)* | 100000 | 102857 |
| **Verisk Analytics, Inc.** | **Verisk Analytics, Inc.** | **Verisk Analytics, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 03/15/29 *(a)* | 150000 | 150156 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 08/15/30 *(a)* | 150000 | 151320 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 04/01/33 *(a)* | 100000 | 106450 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 06/05/34 *(a)* | 100000 | 103117 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 03/15/35 *(a)* | 125000 | 128008 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 02/15/36 *(a)* | 150000 | 152225 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 06/15/45 *(a)* | 50000 | 49647 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 05/15/50 *(a)* | 100000 | 73457 |
| **Visa, Inc.** | **Visa, Inc.** | **Visa, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.90%, 04/15/27 *(a)* | 300000 | 293016 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.75%, 08/15/27 *(a)* | 150000 | 143036 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 09/15/27 *(a)* | 150000 | 147738 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.05%, 04/15/30 *(a)* | 300000 | 278190 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.10%, 02/15/31 *(a)* | 200000 | 174430 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 12/14/35 *(a)* | 180000 | 175594 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 04/15/40 *(a)* | 150000 | 116754 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 12/14/45 *(a)* | 670000 | 593928 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 09/15/47 *(a)* | 100000 | 79469 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 08/15/50 *(a)* | 300000 | 166530 |
| **VMware LLC** | **VMware LLC** | **VMware LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 08/21/27 *(a)* | 200000 | 199772 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.80%, 08/15/28 *(a)* | 200000 | 188812 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 05/15/30 *(a)* | 150000 | 152594 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.20%, 08/15/31 *(a)* | 250000 | 222850 |
| **Western Digital Corp.** | **Western Digital Corp.** | **Western Digital Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 02/01/29 *(a)* | 100000 | 95182 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 02/01/32 *(a)* | 100000 | 91810 |
| **Western Union Co.** | **Western Union Co.** | **Western Union Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 03/15/31 *(a)* | 75000 | 67859 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.20%, 11/17/36  | 100000 | 105220 |
| **Workday, Inc.** | **Workday, Inc.** | **Workday, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 04/01/27 *(a)* | 200000 | 198678 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 04/01/29 *(a)* | 150000 | 148122 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 04/01/32 *(a)* | 225000 | 216153 |
| **Xilinx, Inc.** | **Xilinx, Inc.** | **Xilinx, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 06/01/30 *(a)* | 200000 | 186210 |
|  |  | **130004605** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| ***Transportation 0.5%***  | ***Transportation 0.5%***  | ***Transportation 0.5%***  |
| **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  | 125870 | 115377 |
| **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  | 109983 | 108302 |
| **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  | 114387 | 112640 |
| **American Airlines 2016-2 Class AA Pass-Through Trust** | **American Airlines 2016-2 Class AA Pass-Through Trust** | **American Airlines 2016-2 Class AA Pass-Through Trust** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 12/15/29  | 118365 | 115214 |
| **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  | 88688 | 86994 |
| **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  | 84188 | 79190 |
| **American Airlines Pass-Through Trust** | **American Airlines Pass-Through Trust** | **American Airlines Pass-Through Trust** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 05/11/38  | 150000 | 150034 |
| **Burlington Northern Santa Fe LLC** | **Burlington Northern Santa Fe LLC** | **Burlington Northern Santa Fe LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 06/15/27 *(a)* | 100000 | 99321 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.20%, 08/15/36  | 50000 | 56371 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.15%, 05/01/37  | 100000 | 112397 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 05/01/40 *(a)* | 100000 | 107147 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 03/01/41 *(a)* | 100000 | 99307 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 06/01/41 *(a)* | 100000 | 102515 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 09/15/41 *(a)* | 100000 | 97665 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 03/15/42 *(a)* | 100000 | 90769 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 09/01/42 *(a)* | 150000 | 135610 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 03/15/43 *(a)* | 200000 | 180976 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 09/01/43 *(a)* | 100000 | 98527 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 04/01/44 *(a)* | 175000 | 167438 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 09/01/44 *(a)* | 165000 | 149561 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 04/01/45 *(a)* | 175000 | 149621 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 09/01/45 *(a)* | 100000 | 91756 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 08/01/46 *(a)* | 100000 | 81616 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 06/15/47 *(a)* | 100000 | 83923 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 06/15/48 *(a)* | 150000 | 123972 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 12/15/48 *(a)* | 200000 | 167522 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 02/15/50 *(a)* | 100000 | 74988 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.05%, 02/15/51 *(a)* | 100000 | 67745 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 09/15/51 *(a)* | 150000 | 106176 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 06/15/52 *(a)* | 150000 | 96678 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 01/15/53 *(a)* | 200000 | 172226 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 04/15/54 *(a)* | 300000 | 289068 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 03/15/55 *(a)* | 200000 | 201192 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.80%, 03/15/56 *(a)* | 170000 | 178313 |
| **Canadian National Railway Co.** | **Canadian National Railway Co.** | **Canadian National Railway Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.90%, 07/15/28  | 150000 | 161320 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 03/12/31 *(a)* | 50000 | 50187 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 08/05/32 *(a)* | 150000 | 145804 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.85%, 11/01/33 *(a)* | 100000 | 109628 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 09/18/34 *(a)* | 150000 | 148294 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 11/12/35 *(a)* | 70000 | 70523 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.20%, 06/01/36  | 75000 | 84230 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 08/02/46 *(a)* | 150000 | 110417 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 02/03/48 *(a)* | 100000 | 77738 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 01/20/49 *(a)* | 150000 | 131370 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 05/01/50 *(a)* | 200000 | 120440 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 08/05/52 *(a)* | 100000 | 85830 |
| **Canadian Pacific Railway Co.** | **Canadian Pacific Railway Co.** | **Canadian Pacific Railway Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 12/02/26 *(a)* | 100000 | 97820 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 06/01/28 *(a)* | 100000 | 100131 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 11/15/29 *(a)* | 100000 | 95494 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.05%, 03/05/30 *(a)* | 100000 | 91893 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 03/30/30 *(a)* | 250000 | 256750 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.13%, 10/15/31  | 75000 | 85639 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 12/02/31 *(a)* | 300000 | 269730 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 09/15/35 *(a)* | 50000 | 50006 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 05/15/37  | 100000 | 108483 |

---

**60**

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 12/02/41 *(a)* | 200000 | 151346 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 05/15/43 *(a)* | 100000 | 87843 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 08/01/45 *(a)* | 100000 | 93080 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 08/15/45 *(a)* | 100000 | 94543 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 05/01/48 *(a)* | 75000 | 67625 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 05/01/50 *(a)* | 100000 | 73361 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 12/02/51 *(a)* | 275000 | 186230 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 11/15/69 *(a)* | 100000 | 76699 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.13%, 09/15/15 *(a)* | 150000 | 153864 |
| **CH Robinson Worldwide, Inc.** | **CH Robinson Worldwide, Inc.** | **CH Robinson Worldwide, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 04/15/28 *(a)* | 125000 | 125434 |
| **CSX Corp.** | **CSX Corp.** | **CSX Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 06/01/27 *(a)* | 150000 | 148660 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 03/01/28 *(a)* | 200000 | 199702 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 03/15/29 *(a)* | 150000 | 151534 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 02/15/30 *(a)* | 100000 | 94005 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 11/15/32 *(a)* | 150000 | 148161 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 11/15/33 *(a)* | 150000 | 157345 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 06/15/35 *(a)* | 150000 | 153990 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 10/01/36  | 75000 | 82231 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.15%, 05/01/37  | 150000 | 166674 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.22%, 04/30/40  | 100000 | 111333 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 04/15/41 *(a)* | 100000 | 103427 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 05/30/42 *(a)* | 150000 | 141243 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 03/15/44 *(a)* | 200000 | 170322 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 11/01/46 *(a)* | 100000 | 80206 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 03/01/48 *(a)* | 100000 | 85163 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 11/15/48 *(a)* | 100000 | 90967 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 03/15/49 *(a)* | 150000 | 130858 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 09/15/49 *(a)* | 100000 | 72061 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 04/15/50 *(a)* | 100000 | 77968 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 05/01/50 *(a)* | 100000 | 79562 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 05/15/51 *(a)* | 100000 | 60542 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 11/15/52 *(a)* | 175000 | 151765 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 08/01/54 *(a)* | 100000 | 85970 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 03/15/55 *(a)* | 100000 | 91759 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 11/01/66 *(a)* | 100000 | 79100 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 03/01/68 *(a)* | 125000 | 105489 |
| **Delta Air Lines 2020-1 Class AA Pass-Through Trust** | **Delta Air Lines 2020-1 Class AA Pass-Through Trust** | **Delta Air Lines 2020-1 Class AA Pass-Through Trust** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 12/10/29  | 70103 | 67408 |
| **Delta Air Lines, Inc.** | **Delta Air Lines, Inc.** | **Delta Air Lines, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 04/19/28 *(a)* | 75000 | 75169 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 07/10/28 *(a)* | 180000 | 182794 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 10/28/29 *(a)* | 75000 | 73371 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 07/10/30 *(a)* | 180000 | 184901 |
| **Federal Express Corp. Pass-Through Trusts** | **Federal Express Corp. Pass-Through Trusts** | **Federal Express Corp. Pass-Through Trusts** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.88%, 08/20/35  | 183159 | 160662 |
| **FedEx Corp.** | **FedEx Corp.** | **FedEx Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 02/15/28 *(a)* | 100000 | 98638 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 08/05/29 *(a)* | 150000 | 144546 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 05/15/30 *(a)* | 100000 | 100471 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 05/15/31 *(a)* | 150000 | 136000 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 01/15/34  | 75000 | 75572 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 02/01/35  | 50000 | 46426 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 05/15/41 *(a)* | 100000 | 75418 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 08/01/42  | 75000 | 59890 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 04/15/43  | 100000 | 81370 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 01/15/44  | 75000 | 69194 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 02/01/45  | 75000 | 59971 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 11/15/45 *(a)* | 125000 | 109235 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 04/01/46 *(a)* | 225000 | 190514 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 01/15/47 *(a)* | 100000 | 82521 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 02/15/48 *(a)* | 150000 | 116177 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 10/17/48 *(a)* | 150000 | 132115 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 05/15/50 *(a)* | 225000 | 208604 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **GXO Logistics, Inc.** | **GXO Logistics, Inc.** | **GXO Logistics, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 05/06/29 *(a)* | 100000 | 105131 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 07/15/31 *(a)* | 100000 | 89628 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 05/06/34 *(a)* | 75000 | 80777 |
| **JB Hunt Transport Services, Inc.** | **JB Hunt Transport Services, Inc.** | **JB Hunt Transport Services, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 03/15/30 *(a)* | 150000 | 153540 |
| **JetBlue 2019-1 Class AA Pass-Through Trust** | **JetBlue 2019-1 Class AA Pass-Through Trust** | **JetBlue 2019-1 Class AA Pass-Through Trust** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 11/15/33  | 71957 | 64238 |
| **JetBlue 2020-1 Class A Pass-Through Trust** | **JetBlue 2020-1 Class A Pass-Through Trust** | **JetBlue 2020-1 Class A Pass-Through Trust** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 05/15/34  | 67282 | 63819 |
| **Kirby Corp.** | **Kirby Corp.** | **Kirby Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 03/01/28 *(a)* | 100000 | 100161 |
| **Norfolk Southern Corp.** | **Norfolk Southern Corp.** | **Norfolk Southern Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 06/01/27 *(a)* | 50000 | 49471 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 08/01/28 *(a)* | 150000 | 149514 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.55%, 11/01/29 *(a)* | 100000 | 94559 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 08/01/30 *(a)* | 100000 | 103941 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 03/15/32 *(a)* | 100000 | 92717 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 03/01/33 *(a)* | 100000 | 100281 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.55%, 03/15/34 *(a)* | 75000 | 79615 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 05/01/35 *(a)* | 75000 | 77164 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.84%, 10/01/41  | 100000 | 95551 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 10/01/42 *(a)* | 130000 | 110157 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 06/15/45 *(a)* | 150000 | 132421 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 01/15/46 *(a)* | 150000 | 135420 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.94%, 11/01/47 *(a)* | 125000 | 101010 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 02/28/48 *(a)* | 100000 | 83101 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 05/15/49 *(a)* | 50000 | 40794 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 11/01/49 *(a)* | 100000 | 72060 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.05%, 05/15/50 *(a)* | 100000 | 67377 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 08/25/51 *(a)* | 100000 | 64618 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 08/15/52 *(a)* | 150000 | 119513 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 03/15/53 *(a)* | 75000 | 55661 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 06/01/53 *(a)* | 150000 | 129577 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 08/01/54 *(a)* | 200000 | 195306 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.16%, 05/15/55 *(a)* | 125000 | 82630 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 03/15/64 *(a)* | 100000 | 105169 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 08/01/18 *(a)* | 50000 | 44506 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 05/15/21 *(a)* | 100000 | 71422 |
| **Ryder System, Inc.** | **Ryder System, Inc.** | **Ryder System, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 12/01/26 *(a)* | 100000 | 98903 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 03/01/27 *(a)* | 100000 | 98510 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 03/15/27 *(a)* | 75000 | 76129 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 03/01/28 *(a)* | 100000 | 103386 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 06/01/28 *(a)* | 100000 | 102782 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.30%, 12/01/28 *(a)* | 100000 | 106125 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 03/15/29 *(a)* | 100000 | 103678 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 06/01/29 *(a)* | 75000 | 78425 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 09/01/29 *(a)* | 75000 | 76875 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 12/01/29 *(a)* | 75000 | 76745 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 03/15/30 *(a)* | 75000 | 77105 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.60%, 12/01/33 *(a)* | 100000 | 112305 |
| **Southwest Airlines Co.** | **Southwest Airlines Co.** | **Southwest Airlines Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 06/15/27 *(a)* | 300000 | 303408 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 11/16/27 *(a)* | 75000 | 73898 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 11/15/28 *(a)* | 150000 | 150046 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 02/10/30 *(a)* | 75000 | 69533 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 11/15/35 *(a)* | 150000 | 147012 |
| **Triton Container International Ltd./TAL International Container Corp.** | **Triton Container International Ltd./TAL International Container Corp.** | **Triton Container International Ltd./TAL International Container Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 03/15/32 *(a)* | 100000 | 90441 |
| **Union Pacific Corp.** | **Union Pacific Corp.** | **Union Pacific Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 04/15/27 *(a)* | 100000 | 98914 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 09/10/28 *(a)* | 250000 | 250405 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 03/01/29 *(a)* | 150000 | 148947 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 02/05/30 *(a)* | 200000 | 187602 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 05/20/31 *(a)* | 200000 | 183860 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 02/14/32 *(a)* | 250000 | 230387 |

---

**61**

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 01/20/33 *(a)* | 200000 | 202780 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 02/01/35 *(a)* | 75000 | 68281 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 02/20/35 *(a)* | 175000 | 181855 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.89%, 04/06/36 *(a)* | 150000 | 127743 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 09/15/37 *(a)* | 100000 | 89850 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 08/15/39 *(a)* | 100000 | 86396 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 05/20/41 *(a)* | 200000 | 158252 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 02/14/42 *(a)* | 75000 | 60005 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 11/15/45 *(a)* | 75000 | 62786 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 03/01/46 *(a)* | 100000 | 83200 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 08/15/46 *(a)* | 75000 | 55801 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 04/15/47 *(a)* | 75000 | 61393 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 09/10/48 *(a)* | 100000 | 87640 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 03/01/49 *(a)* | 100000 | 84352 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 02/05/50 *(a)* | 325000 | 230116 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 10/01/51 *(a)* | 200000 | 154774 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 03/10/52 *(a)* | 100000 | 65537 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 09/09/52 *(a)* | 75000 | 69972 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 02/14/53 *(a)* | 250000 | 181657 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 05/15/53 *(a)* | 100000 | 93469 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 12/01/54 *(a)* | 175000 | 178136 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 02/01/55 *(a)* | 50000 | 38528 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 08/15/59 *(a)* | 100000 | 76141 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.84%, 03/20/60 *(a)* | 350000 | 259658 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 05/20/61 *(a)* | 100000 | 69179 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.97%, 09/16/62 *(a)* | 150000 | 90018 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 01/20/63 *(a)* | 100000 | 94058 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 09/15/67 *(a)* | 100000 | 76545 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 02/05/70 *(a)* | 125000 | 86758 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 04/06/71 *(a)* | 150000 | 106101 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 02/14/72 *(a)* | 100000 | 71406 |
| **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  | 86681 | 84413 |
| **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  | 60221 | 58007 |
| **United Airlines 2018-1 Class AA Pass-Through Trust** | **United Airlines 2018-1 Class AA Pass-Through Trust** | **United Airlines 2018-1 Class AA Pass-Through Trust** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 09/01/31  | 97589 | 94249 |
| **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  | 63446 | 62354 |
| **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  | 73136 | 67103 |
| **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  | 170029 | 174042 |
| **United Airlines 2023-1 Class A Pass-Through Trust** | **United Airlines 2023-1 Class A Pass-Through Trust** | **United Airlines 2023-1 Class A Pass-Through Trust** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.80%, 07/15/37  | 279891 | 294572 |
| **United Airlines Pass-Through Trust** | **United Airlines Pass-Through Trust** | **United Airlines Pass-Through Trust** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 08/15/38  | 144828 | 150265 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 08/15/38  | 72414 | 74458 |
| **United Parcel Service, Inc.** | **United Parcel Service, Inc.** | **United Parcel Service, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.05%, 11/15/27 *(a)* | 250000 | 246880 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 03/15/29 *(a)* | 100000 | 98604 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 09/01/29 *(a)* | 75000 | 71291 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 04/01/30 *(a)* | 150000 | 153148 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 10/15/30 *(a)* | 100000 | 102763 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 03/03/33 *(a)* | 150000 | 155544 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 05/22/34 *(a)* | 150000 | 157078 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 05/14/35 *(a)* | 200000 | 209314 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.20%, 01/15/38  | 295000 | 328518 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 04/01/40 *(a)* | 100000 | 101990 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 11/15/40 *(a)* | 100000 | 97717 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 10/01/42  | 75000 | 61191 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 11/15/46 *(a)* | 100000 | 75510 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 11/15/47 *(a)* | 225000 | 177190 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 03/15/49 *(a)* | 100000 | 84340 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 09/01/49 *(a)* | 100000 | 72388 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 04/01/50 *(a)* | 225000 | 220702 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 03/03/53 *(a)* | 200000 | 186806 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 05/22/54 *(a)* | 225000 | 223605 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 05/14/55 *(a)* | 200000 | 210822 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 05/22/64 *(a)* | 100000 | 98778 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.05%, 05/14/65 *(a)* | 200000 | 210726 |
|  |  | **27175932** |
|  |  | **767896585** |
| **Utility 2.3%** | **Utility 2.3%** | **Utility 2.3%** |
| ***Electric 2.1%***  | ***Electric 2.1%***  | ***Electric 2.1%***  |
| **AEP Texas, Inc.** | **AEP Texas, Inc.** | **AEP Texas, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 06/01/28 *(a)* | 100000 | 99586 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 05/15/29 *(a)* | 100000 | 104059 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.10%, 07/01/30 *(a)* | 175000 | 159750 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 06/01/33 *(a)* | 100000 | 103722 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 05/15/34 *(a)* | 100000 | 104844 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 10/01/47 *(a)* | 75000 | 56487 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 05/01/49 *(a)* | 100000 | 78751 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 05/15/51 *(a)* | 100000 | 69080 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 05/15/52 *(a)* | 100000 | 93138 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.85%, 10/15/55 *(a)* | 130000 | 129578 |
| **AEP Transmission Co. LLC** | **AEP Transmission Co. LLC** | **AEP Transmission Co. LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 04/01/34 *(a)* | 75000 | 77034 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 06/15/35 *(a)* | 100000 | 104046 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 12/01/47 *(a)* | 150000 | 117047 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 09/15/48 *(a)* | 100000 | 83644 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 06/15/49 *(a)* | 100000 | 77277 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 09/15/49 *(a)* | 75000 | 51842 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 04/01/50 *(a)* | 100000 | 75795 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 06/15/52 *(a)* | 100000 | 86604 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 03/15/53 *(a)* | 100000 | 99134 |
| **AES Corp.** | **AES Corp.** | **AES Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 06/01/28 *(a)* | 200000 | 204608 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 01/15/31 *(a)* | 200000 | 181610 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.80%, 03/15/32 *(a)* | 150000 | 154393 |
| **Alabama Power Co.** | **Alabama Power Co.** | **Alabama Power Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 09/01/27 *(a)* | 100000 | 100000 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.45%, 09/15/30 *(a)* | 150000 | 133114 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 03/15/31 *(a)* | 90000 | 90409 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.05%, 03/15/32 *(a)* | 150000 | 139633 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.94%, 09/01/32 *(a)* | 75000 | 73275 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.85%, 11/15/33 *(a)* | 75000 | 81067 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 04/02/35 *(a)* | 100000 | 102856 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 03/01/39  | 100000 | 108952 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 12/01/42  | 75000 | 62682 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 08/15/44 *(a)* | 100000 | 85331 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 03/01/45 *(a)* | 100000 | 80001 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 12/01/47 *(a)* | 100000 | 77647 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 07/15/48 *(a)* | 150000 | 127835 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 10/01/49 *(a)* | 100000 | 72963 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 07/15/51 *(a)* | 100000 | 67783 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 03/15/52 *(a)* | 150000 | 99369 |
| **Alliant Energy Corp.** | **Alliant Energy Corp.** | **Alliant Energy Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 04/01/56 *(a)(b)* | 130000 | 129598 |
| **Ameren Corp.** | **Ameren Corp.** | **Ameren Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.95%, 03/15/27 *(a)* | 150000 | 146055 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 03/15/28 *(a)* | 50000 | 47462 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 01/15/29 *(a)* | 100000 | 102502 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 01/15/31 *(a)* | 200000 | 192550 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 03/15/35 *(a)* | 150000 | 154693 |
| **Ameren Illinois Co.** | **Ameren Illinois Co.** | **Ameren Illinois Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 05/15/28 *(a)* | 75000 | 74875 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 09/01/32 *(a)* | 100000 | 96605 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 06/01/33 *(a)* | 100000 | 102931 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 03/15/46 *(a)* | 150000 | 126974 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 12/01/47 *(a)* | 100000 | 77962 |

---

**62**

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 03/15/49 *(a)* | 100000 | 86744 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 03/15/50 *(a)* | 75000 | 52858 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 06/15/51 *(a)* | 100000 | 65131 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.90%, 12/01/52 *(a)* | 50000 | 52832 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.55%, 07/01/54 *(a)* | 100000 | 100979 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 03/01/55 *(a)* | 125000 | 127676 |
| **American Electric Power Co., Inc.** | **American Electric Power Co., Inc.** | **American Electric Power Co., Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 11/01/27 *(a)* | 50000 | 51549 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 11/13/27 *(a)* | 150000 | 147867 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 12/01/28 *(a)* | 100000 | 100670 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 01/15/29 *(a)* | 150000 | 155127 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 03/01/30 *(a)* | 100000 | 92515 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 11/01/32 *(a)* | 100000 | 108134 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 03/01/33 *(a)* | 150000 | 158679 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 03/01/50 *(a)* | 75000 | 50564 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.95%, 12/15/54 *(a)(b)* | 100000 | 108053 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.05%, 12/15/54 *(a)(b)* | 75000 | 78820 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.80%, 03/15/56 *(a)(b)* | 190000 | 188761 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.05%, 03/15/56 *(a)(b)* | 160000 | 159942 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 02/15/62 *(a)(b)* | 150000 | 146256 |
| **Appalachian Power Co.** | **Appalachian Power Co.** | **Appalachian Power Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 06/01/27 *(a)* | 100000 | 98969 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 04/01/31 *(a)* | 150000 | 137568 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 04/01/34 *(a)* | 100000 | 105439 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 04/01/38  | 100000 | 115315 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 06/01/45 *(a)* | 75000 | 64151 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 03/01/49 *(a)* | 100000 | 84190 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 05/01/50 *(a)* | 100000 | 73836 |
| **Arizona Public Service Co.** | **Arizona Public Service Co.** | **Arizona Public Service Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.60%, 08/15/29 *(a)* | 100000 | 94781 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.35%, 12/15/32 *(a)* | 100000 | 109962 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.55%, 08/01/33 *(a)* | 150000 | 157812 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 08/15/34 *(a)* | 150000 | 158517 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 04/01/42 *(a)* | 150000 | 134373 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 03/01/49 *(a)* | 100000 | 82369 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 05/15/50 *(a)* | 150000 | 105435 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 09/15/50 *(a)* | 150000 | 92492 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.90%, 08/15/55 *(a)* | 210000 | 216428 |
| **Atlantic City Electric Co.** | **Atlantic City Electric Co.** | **Atlantic City Electric Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 10/15/28 *(a)* | 100000 | 100247 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 03/15/31 *(a)* | 100000 | 90896 |
| **Avangrid, Inc.** | **Avangrid, Inc.** | **Avangrid, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 06/01/29 *(a)* | 100000 | 98815 |
| **Avista Corp.** | **Avista Corp.** | **Avista Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 06/01/48 *(a)* | 100000 | 84286 |
| **Baltimore Gas & Electric Co.** | **Baltimore Gas & Electric Co.** | **Baltimore Gas & Electric Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 06/15/31 *(a)* | 100000 | 90615 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 06/01/34 *(a)* | 75000 | 78503 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 06/01/35 *(a)* | 100000 | 104704 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.35%, 10/01/36  | 100000 | 112707 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 08/15/46 *(a)* | 150000 | 113345 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 09/15/48 *(a)* | 100000 | 83958 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 09/15/49 *(a)* | 75000 | 52239 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 06/01/52 *(a)* | 100000 | 86582 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 06/01/53 *(a)* | 150000 | 147198 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 06/01/54 *(a)* | 75000 | 76223 |
| **Basin Electric Power Cooperative** | **Basin Electric Power Cooperative** | **Basin Electric Power Cooperative** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.85%, 10/15/55 *(a)(d)* | 125000 | 125094 |
| **Berkshire Hathaway Energy Co.** | **Berkshire Hathaway Energy Co.** | **Berkshire Hathaway Energy Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 04/15/28 *(a)* | 150000 | 147679 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 07/15/30 *(a)* | 150000 | 147783 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.65%, 05/15/31 *(a)* | 75000 | 65549 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.13%, 04/01/36  | 298000 | 326197 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 05/15/37  | 100000 | 108907 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 11/15/43 *(a)* | 100000 | 97581 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 02/01/45 *(a)* | 150000 | 131955 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 07/15/48 *(a)* | 150000 | 115433 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 01/15/49 *(a)* | 175000 | 148111 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 10/15/50 *(a)* | 175000 | 143279 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 05/15/51 *(a)* | 250000 | 158660 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 05/01/53 *(a)* | 200000 | 171632 |
| **Black Hills Corp.** | **Black Hills Corp.** | **Black Hills Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 01/15/27 *(a)* | 150000 | 148362 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 03/15/28 *(a)* | 75000 | 77820 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 06/15/30 *(a)* | 50000 | 46268 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 01/31/31 *(a)* | 80000 | 80275 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 05/01/33 *(a)* | 150000 | 145582 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.15%, 05/15/34 *(a)* | 75000 | 80904 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 01/15/35 *(a)* | 75000 | 80361 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 10/15/49 *(a)* | 100000 | 75564 |
| **CenterPoint Energy Houston Electric LLC** | **CenterPoint Energy Houston Electric LLC** | **CenterPoint Energy Houston Electric LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 02/01/27 *(a)* | 150000 | 148594 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 10/01/28 *(a)* | 100000 | 103301 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 03/15/30 *(a)* | 75000 | 77053 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.35%, 04/01/31 *(a)* | 100000 | 90840 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 10/01/32 *(a)* | 150000 | 150126 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 04/01/33 *(a)* | 100000 | 102480 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 03/01/34 *(a)* | 100000 | 103580 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 03/01/35 *(a)* | 100000 | 102060 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 08/15/35 *(a)* | 100000 | 101377 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 04/01/44 *(a)* | 97000 | 86610 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 03/01/48 *(a)* | 75000 | 60804 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 02/01/49 *(a)* | 75000 | 63323 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 07/01/50 *(a)* | 50000 | 33161 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 04/01/51 *(a)* | 150000 | 107838 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 03/01/52 *(a)* | 100000 | 74850 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 10/01/52 *(a)* | 75000 | 69340 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 04/01/53 *(a)* | 75000 | 73330 |
| **CenterPoint Energy, Inc.** | **CenterPoint Energy, Inc.** | **CenterPoint Energy, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 06/01/29 *(a)* | 150000 | 155680 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 03/01/30 *(a)* | 88000 | 83560 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.85%, 02/15/55 *(a)(b)* | 75000 | 80219 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 02/15/55 *(a)(b)* | 75000 | 78509 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.70%, 05/15/55 *(a)(b)* | 75000 | 77074 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 04/01/56 *(a)(b)* | 125000 | 126388 |
| **Cleco Corporate Holdings LLC** | **Cleco Corporate Holdings LLC** | **Cleco Corporate Holdings LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.97%, 05/01/46 *(a)* | 75000 | 66329 |
| **Cleveland Electric Illuminating Co.** | **Cleveland Electric Illuminating Co.** | **Cleveland Electric Illuminating Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 12/15/36  | 75000 | 79885 |
| **CMS Energy Corp.** | **CMS Energy Corp.** | **CMS Energy Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 08/15/27 *(a)* | 100000 | 98981 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 03/01/44 *(a)* | 100000 | 90542 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 06/01/50 *(a)(b)* | 100000 | 98164 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 06/01/55 *(a)(b)* | 175000 | 181151 |
| **Commonwealth Edison Co.** | **Commonwealth Edison Co.** | **Commonwealth Edison Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 08/15/27 *(a)* | 150000 | 147969 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.20%, 03/01/30 *(a)* | 100000 | 92879 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 06/01/34 *(a)* | 100000 | 105128 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.90%, 03/15/36  | 150000 | 163401 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 10/01/42 *(a)* | 100000 | 82283 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 08/15/43 *(a)* | 100000 | 91114 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 01/15/44 *(a)* | 100000 | 91750 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 03/01/45 *(a)* | 100000 | 79606 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 11/15/45 *(a)* | 100000 | 86473 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 06/15/46 *(a)* | 100000 | 78072 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 08/15/47 *(a)* | 150000 | 117386 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 03/01/48 *(a)* | 150000 | 121805 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 03/01/49 *(a)* | 75000 | 59943 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 11/15/49 *(a)* | 100000 | 69381 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 03/01/50 *(a)* | 150000 | 100286 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 03/15/51 *(a)* | 100000 | 67931 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 03/15/52 *(a)* | 75000 | 58076 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 02/01/53 *(a)* | 100000 | 96900 |

---

**63**

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 06/01/54 *(a)* | 100000 | 101852 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 06/01/55 *(a)* | 100000 | 106280 |
| **Connecticut Light & Power Co.** | **Connecticut Light & Power Co.** | **Connecticut Light & Power Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 01/01/29 *(a)* | 75000 | 76676 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 01/15/30 *(a)* | 100000 | 102868 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.05%, 07/01/31 *(a)* | 100000 | 89270 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 07/01/33 *(a)* | 75000 | 76777 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 08/15/34 *(a)* | 75000 | 76304 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 04/15/44 *(a)* | 75000 | 65890 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 04/01/48 *(a)* | 150000 | 121692 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 01/15/53 *(a)* | 150000 | 144820 |
| **Consolidated Edison Co. of New York, Inc.** | **Consolidated Edison Co. of New York, Inc.** | **Consolidated Edison Co. of New York, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 12/01/28 *(a)* | 50000 | 50150 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 04/01/30 *(a)* | 200000 | 194188 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 06/15/31 *(a)* | 200000 | 183214 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 03/01/33 *(a)* | 100000 | 104826 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 03/15/34 *(a)* | 100000 | 105807 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 05/15/34 *(a)* | 150000 | 156753 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 03/01/35  | 80000 | 83199 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 03/15/35 *(a)* | 100000 | 102978 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.85%, 03/15/36  | 150000 | 161739 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.30%, 08/15/37  | 100000 | 112192 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 04/01/38  | 100000 | 115825 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 12/01/39  | 100000 | 103249 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 03/15/42  | 50000 | 43670 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 03/15/44 *(a)* | 230000 | 203950 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 12/01/45 *(a)* | 150000 | 132370 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 06/15/46 *(a)* | 100000 | 80308 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 06/15/47 *(a)* | 150000 | 119070 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 12/01/48 *(a)* | 100000 | 88904 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 05/15/49 *(a)* | 100000 | 81291 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 04/01/50 *(a)* | 150000 | 119921 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 12/01/51 *(a)* | 75000 | 51068 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.15%, 11/15/52 *(a)* | 150000 | 161175 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.90%, 11/15/53 *(a)* | 150000 | 156673 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 05/15/54 *(a)* | 150000 | 153063 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 12/01/54 *(a)* | 100000 | 86233 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 03/15/55 *(a)* | 125000 | 123914 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 11/15/55 *(a)* | 170000 | 174241 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 12/01/56 *(a)* | 150000 | 121698 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 11/15/57 *(a)* | 100000 | 76303 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 05/15/58 *(a)* | 100000 | 83738 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 11/15/59 *(a)* | 100000 | 71571 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 12/01/60 *(a)* | 100000 | 60947 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 06/15/61 *(a)* | 200000 | 141014 |
| **Constellation Energy Generation LLC** | **Constellation Energy Generation LLC** | **Constellation Energy Generation LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 03/01/28 *(a)* | 150000 | 155131 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.80%, 03/01/33 *(a)* | 150000 | 160944 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.13%, 01/15/34 *(a)* | 100000 | 108982 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 10/01/39  | 162000 | 177507 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 10/01/41 *(a)* | 100000 | 102999 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 06/15/42 *(a)* | 100000 | 101482 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 10/01/53 *(a)* | 175000 | 193426 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 03/15/54 *(a)* | 150000 | 150834 |
| **Consumers Energy Co.** | **Consumers Energy Co.** | **Consumers Energy Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 03/01/28 *(a)* | 200000 | 203166 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 02/15/29 *(a)* | 100000 | 102832 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 05/30/29 *(a)* | 100000 | 101810 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 01/15/30 *(a)* | 100000 | 102454 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 08/15/32 *(a)* | 100000 | 95636 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 05/15/33 *(a)* | 125000 | 126106 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 05/15/35 *(a)* | 100000 | 102583 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 05/15/43 *(a)* | 130000 | 109589 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 05/15/48 *(a)* | 100000 | 82814 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 04/15/49 *(a)* | 100000 | 85547 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 02/15/50 *(a)* | 50000 | 38699 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 08/15/50 *(a)* | 100000 | 68629 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 08/01/51 *(a)* | 200000 | 148834 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 09/01/52 *(a)* | 100000 | 82741 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 05/01/60 *(a)* | 100000 | 56421 |
| **Dayton Power & Light Co.** | **Dayton Power & Light Co.** | **Dayton Power & Light Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 08/15/30 *(a)(d)* | 110000 | 109998 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 06/15/49 *(a)* | 100000 | 75584 |
| **Dominion Energy South Carolina, Inc.** | **Dominion Energy South Carolina, Inc.** | **Dominion Energy South Carolina, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 12/01/31 *(a)* | 75000 | 67359 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 05/15/33  | 50000 | 52593 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 01/15/35 *(a)* | 100000 | 104476 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.05%, 01/15/38  | 100000 | 109042 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 02/01/41 *(a)* | 100000 | 102015 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 10/15/53 *(a)* | 100000 | 110512 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 06/01/65 *(a)* | 100000 | 91345 |
| **Dominion Energy, Inc.** | **Dominion Energy, Inc.** | **Dominion Energy, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 05/15/28 *(a)* | 200000 | 202594 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 06/01/28 *(a)* | 150000 | 150531 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 04/01/30 *(a)* | 275000 | 265713 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 06/15/30 *(a)* | 150000 | 154635 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 08/15/31 *(a)* | 100000 | 89346 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 08/15/32 *(a)* | 75000 | 73931 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 11/15/32 *(a)* | 150000 | 156843 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.30%, 03/15/33  | 75000 | 82195 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 08/01/33  | 80000 | 82572 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 03/15/35 *(a)* | 150000 | 155094 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 06/15/35  | 100000 | 107529 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 06/15/38  | 100000 | 115530 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 04/15/41 *(a)* | 100000 | 77108 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 08/01/41 *(a)* | 100000 | 93498 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 09/15/42 *(a)* | 100000 | 82517 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 12/01/44 *(a)* | 50000 | 44760 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 03/15/49 *(a)* | 100000 | 84606 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 08/15/52 *(a)* | 100000 | 87573 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 06/01/54 *(a)(b)* | 150000 | 163693 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.88%, 02/01/55 *(a)(b)* | 175000 | 183325 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.63%, 05/15/55 *(a)(b)* | 200000 | 207298 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 02/15/56 *(a)(b)* | 250000 | 252472 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.20%, 02/15/56 *(a)(b)* | 225000 | 227612 |
| **DTE Electric Co.** | **DTE Electric Co.** | **DTE Electric Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 05/14/27  | 100000 | 100726 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.90%, 04/01/28 *(a)* | 100000 | 95739 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 03/01/30 *(a)* | 150000 | 139630 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 03/01/31 *(a)* | 100000 | 92626 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 04/01/33 *(a)* | 150000 | 157053 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 03/01/34 *(a)* | 150000 | 156198 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 05/15/35 *(a)* | 100000 | 103664 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 03/15/45 *(a)* | 250000 | 200092 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 08/15/47 *(a)* | 150000 | 117833 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 05/15/48 *(a)* | 100000 | 82864 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 03/01/49 *(a)* | 150000 | 121334 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 03/01/50 *(a)* | 100000 | 67999 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 04/01/53 *(a)* | 150000 | 149275 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.85%, 05/15/55 *(a)* | 100000 | 105303 |
| **DTE Energy Co.** | **DTE Energy Co.** | **DTE Energy Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 07/01/27 *(a)* | 200000 | 202546 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 06/01/28 *(a)* | 150000 | 152737 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 03/01/29 *(a)* | 200000 | 205564 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 06/15/29 *(a)* | 100000 | 97328 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 03/01/30 *(a)* | 100000 | 95084 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 04/01/30 *(a)* | 200000 | 207022 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.85%, 06/01/34 *(a)* | 150000 | 160762 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 10/01/35 *(a)* | 100000 | 100491 |
| **Duke Energy Carolinas LLC** | **Duke Energy Carolinas LLC** | **Duke Energy Carolinas LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 11/15/28 *(a)* | 150000 | 150511 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 08/15/29 *(a)* | 150000 | 142128 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 02/01/30 *(a)* | 100000 | 94083 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 03/15/30 *(a)* | 100000 | 103188 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.45%, 10/15/32  | 130000 | 144803 |

---

**64**

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 01/15/33 *(a)* | 200000 | 207212 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 01/15/34 *(a)* | 100000 | 101955 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 03/15/35 *(a)* | 100000 | 104210 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.10%, 06/01/37  | 100000 | 109386 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 01/15/38  | 100000 | 108914 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.05%, 04/15/38  | 150000 | 164196 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 02/15/40  | 150000 | 154158 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 12/15/41 *(a)* | 155000 | 138550 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 09/30/42 *(a)* | 100000 | 85596 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 06/01/45 *(a)* | 150000 | 120087 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 03/15/46 *(a)* | 100000 | 80878 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 12/01/47 *(a)* | 75000 | 58148 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 03/15/48 *(a)* | 100000 | 80803 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 08/15/49 *(a)* | 150000 | 104726 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 04/15/51 *(a)* | 50000 | 36265 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 03/15/52 *(a)* | 100000 | 73780 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 01/15/53 *(a)* | 150000 | 147258 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 01/15/54 *(a)* | 150000 | 149005 |
| **Duke Energy Corp.** | **Duke Energy Corp.** | **Duke Energy Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 01/05/27  | 100000 | 100878 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 08/15/27 *(a)* | 200000 | 197168 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 03/15/28 *(a)* | 175000 | 175940 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 01/05/29 *(a)* | 100000 | 102167 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 06/15/29 *(a)* | 50000 | 48873 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 06/01/30 *(a)* | 250000 | 231970 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.55%, 06/15/31 *(a)* | 200000 | 182518 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 08/15/32 *(a)* | 200000 | 200184 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 09/15/33 *(a)* | 100000 | 106766 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 06/15/34 *(a)* | 125000 | 131117 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 09/15/35 *(a)* | 355000 | 355390 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 06/15/41 *(a)* | 100000 | 77986 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 12/15/45 *(a)* | 100000 | 90233 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 09/01/46 *(a)* | 250000 | 193227 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 08/15/47 *(a)* | 100000 | 78697 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 06/15/49 *(a)* | 100000 | 80575 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 06/15/51 *(a)* | 200000 | 142148 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 08/15/52 *(a)* | 200000 | 180800 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.10%, 09/15/53 *(a)* | 100000 | 105459 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.80%, 06/15/54 *(a)* | 125000 | 126713 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.45%, 09/01/54 *(a)(b)* | 175000 | 183958 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 09/15/55 *(a)* | 130000 | 129880 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 01/15/82 *(a)(b)* | 100000 | 96530 |
| **Duke Energy Florida LLC** | **Duke Energy Florida LLC** | **Duke Energy Florida LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 01/15/27 *(a)* | 105000 | 104335 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 07/15/28 *(a)* | 150000 | 150025 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 12/01/29 *(a)* | 100000 | 94536 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 06/15/30 *(a)* | 150000 | 135432 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 12/15/31 *(a)* | 100000 | 90545 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 11/15/33 *(a)* | 100000 | 108684 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.35%, 09/15/37  | 150000 | 168562 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.40%, 06/15/38  | 200000 | 226618 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 11/15/42 *(a)* | 75000 | 62549 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 10/01/46 *(a)* | 75000 | 55889 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 07/15/48 *(a)* | 150000 | 124493 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 12/15/51 *(a)* | 100000 | 65798 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 11/15/52 *(a)* | 50000 | 52681 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.20%, 11/15/53 *(a)* | 125000 | 136886 |
| **Duke Energy Indiana LLC** | **Duke Energy Indiana LLC** | **Duke Energy Indiana LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 03/01/34 *(a)* | 50000 | 52063 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.12%, 10/15/35  | 100000 | 109456 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.35%, 08/15/38  | 100000 | 111909 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 07/15/43 *(a)* | 100000 | 94120 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 10/01/49 *(a)* | 150000 | 104841 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 04/01/50 *(a)* | 100000 | 63616 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 04/01/53 *(a)* | 100000 | 97348 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.90%, 05/15/55 *(a)* | 100000 | 104685 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **Duke Energy Ohio, Inc.** | **Duke Energy Ohio, Inc.** | **Duke Energy Ohio, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 02/01/29 *(a)* | 75000 | 74418 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.13%, 06/01/30 *(a)* | 150000 | 137995 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 06/15/35 *(a)* | 60000 | 62340 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 02/01/49 *(a)* | 100000 | 83498 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 04/01/53 *(a)* | 100000 | 100919 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.55%, 03/15/54 *(a)* | 75000 | 75086 |
| **Duke Energy Progress LLC** | **Duke Energy Progress LLC** | **Duke Energy Progress LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 09/01/28 *(a)* | 100000 | 99586 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 03/15/29 *(a)* | 150000 | 147856 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 08/15/31 *(a)* | 150000 | 133431 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 04/01/32 *(a)* | 75000 | 71280 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 03/15/33 *(a)* | 100000 | 104899 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 03/15/34 *(a)* | 75000 | 78029 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 03/15/35 *(a)* | 150000 | 153816 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.30%, 04/01/38  | 75000 | 84467 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 05/15/42 *(a)* | 100000 | 86620 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 03/15/43 *(a)* | 150000 | 128748 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 12/01/44 *(a)* | 78000 | 66339 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 08/15/45 *(a)* | 100000 | 85171 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 10/15/46 *(a)* | 100000 | 78018 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 09/15/47 *(a)* | 75000 | 57518 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 08/15/50 *(a)* | 150000 | 90264 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 04/01/52 *(a)* | 75000 | 59891 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 03/15/53 *(a)* | 150000 | 146878 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.55%, 03/15/55 *(a)* | 125000 | 125893 |
| **Edison International** | **Edison International** | **Edison International** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 06/15/27 *(a)* | 100000 | 101723 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 03/15/28 *(a)* | 100000 | 98876 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 11/15/28 *(a)* | 100000 | 101502 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 06/15/29 *(a)* | 75000 | 76315 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.95%, 11/15/29 *(a)* | 100000 | 106699 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 03/15/30 *(a)* | 100000 | 104624 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 03/15/32 *(a)* | 150000 | 150312 |
| **El Paso Electric Co.** | **El Paso Electric Co.** | **El Paso Electric Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 05/15/35  | 44000 | 46272 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 12/01/44 *(a)* | 100000 | 89921 |
| **Emera U.S. Finance LP** | **Emera U.S. Finance LP** | **Emera U.S. Finance LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 06/15/46 *(a)* | 250000 | 216557 |
| **Enel Chile SA** | **Enel Chile SA** | **Enel Chile SA** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 06/12/28 *(a)* | 100000 | 101519 |
| **Entergy Arkansas LLC** | **Entergy Arkansas LLC** | **Entergy Arkansas LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 01/15/33 *(a)* | 200000 | 207830 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 06/01/34 *(a)* | 75000 | 78938 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 04/01/49 *(a)* | 150000 | 123497 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 06/15/51 *(a)* | 100000 | 60998 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 06/01/54 *(a)* | 75000 | 77543 |
| **Entergy Corp.** | **Entergy Corp.** | **Entergy Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.90%, 06/15/28 *(a)* | 150000 | 142330 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 06/15/30 *(a)* | 100000 | 93981 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 06/15/31 *(a)* | 150000 | 135232 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 06/15/50 *(a)* | 50000 | 36993 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.13%, 12/01/54 *(a)(b)* | 200000 | 210702 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 06/15/56 *(a)(b)* | 110000 | 110376 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.10%, 06/15/56 *(a)(b)* | 130000 | 130781 |
| **Entergy Louisiana LLC** | **Entergy Louisiana LLC** | **Entergy Louisiana LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.12%, 09/01/27 *(a)* | 75000 | 74039 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 04/01/28 *(a)* | 100000 | 98697 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.60%, 12/15/30 *(a)* | 75000 | 66766 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.35%, 06/15/32 *(a)* | 100000 | 88382 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 03/15/33 *(a)* | 100000 | 96864 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 03/15/34 *(a)* | 100000 | 104495 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 09/15/34 *(a)* | 100000 | 102947 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 06/15/41 *(a)* | 100000 | 76516 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 01/15/45 *(a)* | 75000 | 69693 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 09/01/48 *(a)* | 175000 | 144242 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 04/01/50 *(a)* | 150000 | 121998 |

---

**65**

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 03/15/51 *(a)* | 150000 | 96444 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 09/15/52 *(a)* | 100000 | 89468 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 03/15/54 *(a)* | 150000 | 152145 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.80%, 03/15/55 *(a)* | 100000 | 102773 |
| **Entergy Mississippi LLC** | **Entergy Mississippi LLC** | **Entergy Mississippi LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 09/01/33 *(a)* | 50000 | 51285 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 06/01/49 *(a)* | 100000 | 77940 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 06/01/51 *(a)* | 75000 | 54168 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.85%, 06/01/54 *(a)* | 75000 | 77451 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.80%, 04/15/55 *(a)* | 100000 | 102953 |
| **Entergy Texas, Inc.** | **Entergy Texas, Inc.** | **Entergy Texas, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 03/15/31 *(a)* | 150000 | 132724 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 04/15/35 *(a)* | 100000 | 103332 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 03/30/39 *(a)* | 100000 | 94320 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 09/30/49 *(a)* | 100000 | 73158 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 09/15/52 *(a)* | 75000 | 68538 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.55%, 09/15/54 *(a)* | 100000 | 98803 |
| **Evergy Kansas Central, Inc.** | **Evergy Kansas Central, Inc.** | **Evergy Kansas Central, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 04/01/27 *(a)* | 200000 | 197882 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 03/01/42 *(a)* | 100000 | 85830 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 12/01/45 *(a)* | 100000 | 84964 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 09/01/49 *(a)* | 100000 | 69780 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 04/15/50 *(a)* | 50000 | 36018 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 03/15/53 *(a)* | 100000 | 101263 |
| **Evergy Metro, Inc.** | **Evergy Metro, Inc.** | **Evergy Metro, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 06/01/30 *(a)* | 75000 | 69377 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 04/15/33 *(a)* | 50000 | 51277 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 04/01/34 *(a)* | 75000 | 78853 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 08/15/35 *(a)* | 120000 | 122257 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 10/01/41 *(a)* | 100000 | 99959 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 03/15/48 *(a)* | 100000 | 83566 |
| **Evergy, Inc.** | **Evergy, Inc.** | **Evergy, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 09/15/29 *(a)* | 150000 | 143248 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.65%, 06/01/55 *(a)(b)* | 100000 | 102333 |
| **Eversource Energy** | **Eversource Energy** | **Eversource Energy** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 03/01/27 *(a)* | 100000 | 98424 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 07/01/27 *(a)* | 75000 | 75455 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 01/15/28 *(a)* | 100000 | 98167 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 03/01/28 *(a)* | 200000 | 204940 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 02/01/29 *(a)* | 100000 | 104713 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 04/01/29 *(a)* | 150000 | 149895 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.65%, 08/15/30 *(a)* | 200000 | 176624 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 12/15/30 *(a)* | 100000 | 99800 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.55%, 03/15/31 *(a)* | 100000 | 90649 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.85%, 04/15/31 *(a)* | 150000 | 158745 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 03/01/32 *(a)* | 150000 | 139248 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 05/15/33 *(a)* | 150000 | 152472 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 01/01/34 *(a)* | 100000 | 103280 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 07/15/34 *(a)* | 100000 | 106231 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 01/15/50 *(a)* | 150000 | 107906 |
| **Exelon Corp.** | **Exelon Corp.** | **Exelon Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 03/15/27 *(a)* | 100000 | 98357 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 03/15/28 *(a)* | 200000 | 204562 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 03/15/29 *(a)* | 125000 | 128828 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 04/15/30 *(a)* | 200000 | 198666 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 03/15/31 *(a)* | 100000 | 103608 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 03/15/32 *(a)* | 100000 | 93911 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 03/15/33 *(a)* | 150000 | 156624 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 03/15/34 *(a)* | 125000 | 130896 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 06/15/35 *(a)(d)* | 80000 | 80085 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 06/15/35  | 100000 | 105420 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 06/15/45 *(a)* | 100000 | 94021 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 04/15/46 *(a)* | 100000 | 85641 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 04/15/50 *(a)* | 175000 | 152448 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 03/15/52 *(a)* | 150000 | 117134 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 03/15/53 *(a)* | 175000 | 172625 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 03/15/55 *(a)* | 75000 | 76827 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 03/15/55 *(a)(b)* | 175000 | 182714 |
| **FirstEnergy Corp.** | **FirstEnergy Corp.** | **FirstEnergy Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 07/15/27 *(a)(e)* | 250000 | 248795 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 03/01/30 *(a)* | 75000 | 69847 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 09/01/30 *(a)* | 75000 | 68043 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 07/15/47 *(a)(e)* | 125000 | 111120 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 03/01/50 *(a)* | 100000 | 70157 |
| **FirstEnergy Transmission LLC** | **FirstEnergy Transmission LLC** | **FirstEnergy Transmission LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 01/15/30 *(a)* | 100000 | 101373 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 01/15/33 *(a)(d)* | 130000 | 130667 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 01/15/35 *(a)* | 100000 | 100892 |
| **Florida Power & Light Co.** | **Florida Power & Light Co.** | **Florida Power & Light Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 05/30/27 *(a)* | 75000 | 74514 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 04/01/28 *(a)* | 175000 | 179532 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 05/15/28 *(a)* | 100000 | 101290 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 06/15/29 *(a)* | 150000 | 156045 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 05/15/30 *(a)* | 100000 | 102234 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 02/03/32 *(a)* | 300000 | 272001 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 04/01/33 *(a)* | 150000 | 156175 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 05/15/33 *(a)* | 150000 | 153718 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 04/01/34  | 50000 | 53671 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 06/15/34 *(a)* | 150000 | 157989 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 08/01/34 *(a)* | 100000 | 102785 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 06/01/35  | 75000 | 76999 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 02/01/37  | 100000 | 107707 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 02/01/38  | 100000 | 109574 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.96%, 04/01/39  | 100000 | 108917 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.69%, 03/01/40  | 75000 | 79820 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 02/01/41 *(a)* | 75000 | 75651 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 02/01/42 *(a)* | 100000 | 87980 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 06/01/42 *(a)* | 100000 | 86743 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 12/15/42 *(a)* | 100000 | 83694 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 10/01/44 *(a)* | 150000 | 126357 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 12/01/47 *(a)* | 100000 | 78334 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 03/01/48 *(a)* | 200000 | 163192 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 06/01/48 *(a)* | 150000 | 125286 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.99%, 03/01/49 *(a)* | 100000 | 81032 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 10/01/49 *(a)* | 100000 | 70071 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 12/04/51 *(a)* | 200000 | 130566 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 04/01/53 *(a)* | 100000 | 98196 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 06/15/54 *(a)* | 150000 | 153376 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 03/15/55 *(a)* | 175000 | 182068 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.80%, 03/15/65 *(a)* | 150000 | 157333 |
| **Georgia Power Co.** | **Georgia Power Co.** | **Georgia Power Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 02/23/27 *(a)* | 75000 | 76001 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 03/30/27 *(a)* | 75000 | 74402 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 05/16/28 *(a)* | 200000 | 203202 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 10/01/28 *(a)* | 130000 | 130403 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 09/15/29 *(a)* | 150000 | 142860 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 03/15/30 *(a)* | 100000 | 101914 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 03/15/31 *(a)* | 100000 | 103041 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 05/15/32 *(a)* | 100000 | 101890 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 05/17/33 *(a)* | 200000 | 205080 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 03/15/34 *(a)* | 150000 | 155860 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 03/15/35 *(a)* | 150000 | 154942 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 09/01/40  | 75000 | 72167 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 03/15/42  | 150000 | 133500 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 03/15/43  | 100000 | 88132 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 01/30/50 *(a)* | 100000 | 76507 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 03/15/51 *(a)* | 100000 | 69635 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 05/15/52 *(a)* | 150000 | 142581 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 10/01/55 *(a)* | 90000 | 89478 |
| **Iberdrola International BV** | **Iberdrola International BV** | **Iberdrola International BV** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 07/15/36  | 100000 | 113953 |

---

**66**

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **Idaho Power Co.** | **Idaho Power Co.** | **Idaho Power Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 03/01/48 *(a)* | 150000 | 126009 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 03/15/53 *(a)* | 100000 | 99928 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.80%, 04/01/54 *(a)* | 75000 | 77474 |
| **Indiana Michigan Power Co.** | **Indiana Michigan Power Co.** | **Indiana Michigan Power Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 03/15/46 *(a)* | 100000 | 87766 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 07/01/47 *(a)* | 100000 | 77335 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 08/15/48 *(a)* | 100000 | 82145 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 05/01/51 *(a)* | 75000 | 51328 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 04/01/53 *(a)* | 100000 | 101002 |
| **Interstate Power & Light Co.** | **Interstate Power & Light Co.** | **Interstate Power & Light Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 04/01/29 *(a)* | 100000 | 98266 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 06/01/30 *(a)* | 100000 | 91988 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 10/15/33 *(a)* | 75000 | 79535 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 09/30/34 *(a)* | 100000 | 100590 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 06/29/35 *(a)* | 100000 | 104943 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 07/15/39  | 50000 | 54588 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 09/30/49 *(a)* | 100000 | 73331 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 09/30/54 *(a)* | 25000 | 24187 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 10/01/55 *(a)* | 50000 | 49405 |
| **IPALCO Enterprises, Inc.** | **IPALCO Enterprises, Inc.** | **IPALCO Enterprises, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 04/01/34 *(a)* | 50000 | 51117 |
| **ITC Holdings Corp.** | **ITC Holdings Corp.** | **ITC Holdings Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 07/01/43 *(a)* | 100000 | 97310 |
| **Jersey Central Power & Light Co.** | **Jersey Central Power & Light Co.** | **Jersey Central Power & Light Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 01/15/29 *(a)(d)* | 60000 | 60065 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 01/15/31 *(a)(d)* | 90000 | 89848 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 01/15/35 *(a)* | 150000 | 152661 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 01/15/36 *(a)(d)* | 90000 | 91784 |
| **John Sevier Combined Cycle Generation LLC** | **John Sevier Combined Cycle Generation LLC** | **John Sevier Combined Cycle Generation LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 01/15/42  | 115295 | 113271 |
| **Johnsonville Aeroderivative Combustion Turbine Generation LLC** | **Johnsonville Aeroderivative Combustion Turbine Generation LLC** | **Johnsonville Aeroderivative Combustion Turbine Generation LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.08%, 10/01/54  | 123453 | 120936 |
| **Kentucky Utilities Co.** | **Kentucky Utilities Co.** | **Kentucky Utilities Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 11/01/40 *(a)* | 100000 | 100184 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 10/01/45 *(a)* | 100000 | 86417 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 06/01/50 *(a)* | 100000 | 70265 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.85%, 08/15/55 *(a)* | 125000 | 129023 |
| **Louisville Gas & Electric Co.** | **Louisville Gas & Electric Co.** | **Louisville Gas & Electric Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 04/15/33 *(a)* | 75000 | 79014 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 04/01/49 *(a)* | 100000 | 82790 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.85%, 08/15/55 *(a)* | 150000 | 154375 |
| **MidAmerican Energy Co.** | **MidAmerican Energy Co.** | **MidAmerican Energy Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 04/15/29 *(a)* | 200000 | 198134 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 12/30/31  | 100000 | 113380 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 01/15/34 *(a)* | 75000 | 78952 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 11/01/35  | 75000 | 80948 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 09/15/43 *(a)* | 100000 | 93257 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 10/15/44 *(a)* | 75000 | 66158 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 05/01/46 *(a)* | 100000 | 85528 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 08/01/47 *(a)* | 50000 | 40340 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 08/01/48 *(a)* | 100000 | 76076 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 07/15/49 *(a)* | 150000 | 125598 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 04/15/50 *(a)* | 100000 | 69268 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 08/01/52 *(a)* | 100000 | 62935 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.85%, 09/15/54 *(a)* | 175000 | 183813 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 02/01/55 *(a)* | 100000 | 96737 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 11/15/56 *(a)* | 70000 | 69851 |
| **Mississippi Power Co.** | **Mississippi Power Co.** | **Mississippi Power Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 03/15/42  | 100000 | 87590 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 07/30/51 *(a)* | 100000 | 67503 |
| **National Grid PLC** | **National Grid PLC** | **National Grid PLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 06/12/28 *(a)* | 150000 | 155115 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.81%, 06/12/33 *(a)* | 150000 | 160528 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.42%, 01/11/34 *(a)* | 150000 | 156573 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **National Rural Utilities Cooperative Finance Corp.** | **National Rural Utilities Cooperative Finance Corp.** | **National Rural Utilities Cooperative Finance Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 02/05/27 *(a)* | 100000 | 100923 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 05/06/27 *(a)* | 100000 | 101512 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.12%, 09/16/27 *(a)* | 100000 | 100451 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 02/07/28 *(a)* | 200000 | 198066 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 02/07/28 *(a)* | 100000 | 101599 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 03/15/28 *(a)* | 100000 | 101832 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 08/25/28 *(a)* | 210000 | 211312 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 02/07/29 *(a)* | 150000 | 153769 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 03/15/29 *(a)* | 100000 | 99105 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 06/15/29 *(a)* | 100000 | 103828 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 03/15/30 *(a)* | 100000 | 93613 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 02/07/31 *(a)* | 100000 | 103499 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.35%, 03/15/31 *(a)* | 100000 | 86417 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.65%, 06/15/31 *(a)* | 100000 | 87360 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.00%, 03/01/32  | 100000 | 118860 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 04/15/32 *(a)* | 100000 | 90724 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.02%, 11/01/32 *(a)* | 100000 | 97844 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 12/15/32 *(a)* | 100000 | 98495 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.80%, 01/15/33 *(a)* | 75000 | 80825 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 08/15/34 *(a)* | 100000 | 102653 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 11/01/48 *(a)* | 50000 | 43306 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 03/15/49 *(a)* | 100000 | 85786 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.13%, 09/15/53 *(a)(b)* | 75000 | 78953 |
| **Nevada Power Co.** | **Nevada Power Co.** | **Nevada Power Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 05/01/29 *(a)* | 150000 | 148302 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.65%, 04/01/36  | 100000 | 113355 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 07/01/37  | 100000 | 114643 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 08/01/50 *(a)* | 100000 | 66842 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.90%, 05/01/53 *(a)* | 100000 | 102229 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 03/15/54 *(a)* | 100000 | 104463 |
| **NextEra Energy Capital Holdings, Inc.** | **NextEra Energy Capital Holdings, Inc.** | **NextEra Energy Capital Holdings, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.88%, 01/15/27 *(a)* | 150000 | 146469 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 05/01/27 *(a)* | 250000 | 248290 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 07/15/27 *(a)* | 200000 | 202060 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.69%, 09/01/27  | 350000 | 353920 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 02/04/28  | 150000 | 152827 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 02/28/28 *(a)* | 200000 | 203788 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.90%, 06/15/28 *(a)* | 300000 | 285357 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 03/15/29 *(a)* | 175000 | 179557 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 04/01/29 *(a)* | 150000 | 147172 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 11/01/29 *(a)* | 150000 | 142845 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 02/28/30 *(a)* | 100000 | 103407 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 03/15/30 *(a)* | 150000 | 155104 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 06/01/30 *(a)* | 400000 | 368240 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.44%, 01/15/32 *(a)* | 200000 | 178358 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 03/15/32 *(a)* | 150000 | 157045 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 07/15/32 *(a)* | 200000 | 205890 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 02/28/33 *(a)* | 175000 | 180001 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 03/15/34 *(a)* | 200000 | 206588 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 03/15/35 *(a)* | 150000 | 156136 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 01/15/52 *(a)* | 100000 | 64719 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 02/28/53 *(a)* | 200000 | 188738 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.55%, 03/15/54 *(a)* | 150000 | 147205 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 06/15/54 *(a)(b)* | 200000 | 214488 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.70%, 09/01/54 *(a)(b)* | 175000 | 181839 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.90%, 03/15/55 *(a)* | 100000 | 103164 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.38%, 08/15/55 *(a)(b)* | 275000 | 285450 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 08/15/55 *(a)(b)* | 200000 | 211894 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 12/01/77 *(a)(b)* | 100000 | 97813 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 05/01/79 *(a)(b)* | 100000 | 101221 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 03/15/82 *(a)(b)* | 100000 | 97741 |
| **Northern States Power Co.** | **Northern States Power Co.** | **Northern States Power Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 05/15/35 *(a)* | 100000 | 102781 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 11/01/39  | 100000 | 102578 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 08/15/42 *(a)* | 250000 | 198200 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 08/15/45 *(a)* | 150000 | 126140 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 09/15/47 *(a)* | 150000 | 115352 |

---

**67**

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 03/01/50 *(a)* | 150000 | 101081 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.60%, 06/01/51 *(a)* | 125000 | 78373 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 04/01/52 *(a)* | 100000 | 70612 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 06/01/52 *(a)* | 100000 | 86983 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 05/15/53 *(a)* | 150000 | 142236 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 03/15/54 *(a)* | 100000 | 99177 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 06/15/54 *(a)* | 75000 | 77302 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 05/15/55 *(a)* | 75000 | 76916 |
| **NorthWestern Corp.** | **NorthWestern Corp.** | **NorthWestern Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.18%, 11/15/44 *(a)* | 100000 | 84608 |
| **NSTAR Electric Co.** | **NSTAR Electric Co.** | **NSTAR Electric Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 05/15/27 *(a)* | 150000 | 148444 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 05/15/29 *(a)* | 150000 | 145849 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 03/01/30 *(a)* | 75000 | 77057 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 04/01/30 *(a)* | 75000 | 74387 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 06/01/34 *(a)* | 100000 | 104377 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 03/01/35 *(a)* | 75000 | 77041 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 03/15/40  | 75000 | 77795 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 03/01/44 *(a)* | 50000 | 44368 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 06/01/52 *(a)* | 150000 | 129676 |
| **Oglethorpe Power Corp.** | **Oglethorpe Power Corp.** | **Oglethorpe Power Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 11/01/39  | 100000 | 107535 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 11/01/40  | 100000 | 100200 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 04/01/47 *(a)* | 100000 | 84850 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 10/01/48 *(a)* | 75000 | 68414 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 08/01/50 *(a)* | 100000 | 72818 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.20%, 12/01/53 *(a)* | 75000 | 78603 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.80%, 06/01/54 *(a)* | 100000 | 99509 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.90%, 02/01/55 *(a)* | 50000 | 50434 |
| **Ohio Edison Co.** | **Ohio Edison Co.** | **Ohio Edison Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.88%, 07/15/36  | 100000 | 115646 |
| **Ohio Power Co.** | **Ohio Power Co.** | **Ohio Power Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.60%, 04/01/30 *(a)* | 100000 | 93470 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.63%, 01/15/31 *(a)* | 100000 | 87698 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 06/01/33 *(a)* | 100000 | 102189 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 04/01/48 *(a)* | 75000 | 59807 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 06/01/49 *(a)* | 50000 | 39173 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 10/01/51 *(a)* | 150000 | 94104 |
| **Oklahoma Gas & Electric Co.** | **Oklahoma Gas & Electric Co.** | **Oklahoma Gas & Electric Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 08/15/28 *(a)* | 100000 | 99669 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 03/15/30 *(a)* | 100000 | 96631 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 04/01/30 *(a)* | 150000 | 144978 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 08/15/47 *(a)* | 75000 | 59871 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 04/01/53 *(a)* | 150000 | 149725 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.80%, 04/01/55 *(a)* | 75000 | 77159 |
| **Oncor Electric Delivery Co. LLC** | **Oncor Electric Delivery Co. LLC** | **Oncor Electric Delivery Co. LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 05/15/28 *(a)* | 100000 | 100794 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 11/15/28 *(a)* | 100000 | 99469 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 11/01/29 *(a)* | 100000 | 102100 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 05/15/30 *(a)* | 150000 | 141826 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 05/01/32  | 150000 | 171109 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 06/01/32 *(a)* | 100000 | 98477 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 09/15/32 *(a)* | 100000 | 100571 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.25%, 01/15/33  | 100000 | 115977 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 11/15/33 *(a)* | 150000 | 160648 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 04/01/35 *(a)(d)* | 125000 | 130277 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 09/01/38  | 75000 | 91316 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 09/30/40  | 75000 | 76018 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 12/01/41 *(a)* | 80000 | 73195 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 06/01/42 *(a)* | 37000 | 36761 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 09/30/47 *(a)* | 100000 | 78831 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 06/01/49 *(a)* | 100000 | 77403 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 09/15/49 *(a)* | 150000 | 102090 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 05/15/50 *(a)* | 100000 | 75054 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 11/15/51 *(a)* | 100000 | 61396 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 06/01/52 *(a)* | 100000 | 85650 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 09/15/52 *(a)* | 100000 | 91253 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 10/01/52 *(a)* | 78000 | 75795 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.55%, 06/15/54 *(a)* | 150000 | 148918 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.80%, 04/01/55 *(a)(d)* | 125000 | 128676 |
| **Pacific Gas & Electric Co.** | **Pacific Gas & Electric Co.** | **Pacific Gas & Electric Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 03/15/27 *(a)* | 100000 | 98818 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 06/15/27 *(a)* | 100000 | 101559 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.10%, 08/01/27 *(a)* | 200000 | 193132 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 12/01/27 *(a)* | 250000 | 245835 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 06/04/28 *(a)* | 70000 | 71123 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 06/15/28 *(a)* | 150000 | 145230 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 07/01/28  | 200000 | 197300 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 08/01/28 *(a)* | 100000 | 100702 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.10%, 01/15/29 *(a)* | 200000 | 209214 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 03/01/29 *(a)* | 75000 | 74751 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.55%, 05/15/29 *(a)* | 200000 | 206976 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 07/01/30 *(a)* | 550000 | 548487 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 02/01/31 *(a)* | 350000 | 315252 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 06/01/31 *(a)* | 175000 | 162608 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 03/01/32 *(a)* | 100000 | 97673 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.90%, 06/15/32 *(a)* | 100000 | 105193 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 10/15/32 *(a)* | 150000 | 151249 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.15%, 01/15/33 *(a)* | 150000 | 160042 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.40%, 06/15/33 *(a)* | 200000 | 216978 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.95%, 03/15/34 *(a)* | 150000 | 168052 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.80%, 05/15/34 *(a)* | 200000 | 208876 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 03/01/35 *(a)* | 175000 | 181015 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 08/15/35 *(a)* | 160000 | 169118 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 07/01/40 *(a)* | 350000 | 308178 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 08/01/40 *(a)* | 175000 | 133947 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 06/01/41 *(a)* | 100000 | 83336 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 04/15/42 *(a)* | 75000 | 63113 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 08/15/42 *(a)* | 50000 | 38413 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 06/15/43 *(a)* | 75000 | 63813 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 02/15/44 *(a)* | 100000 | 85897 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 03/15/45 *(a)* | 100000 | 80715 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 03/15/46 *(a)* | 100000 | 79475 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 12/01/46 *(a)* | 100000 | 76442 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 12/01/47 *(a)* | 200000 | 151258 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 07/01/50 *(a)* | 550000 | 474815 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 08/01/50 *(a)* | 350000 | 241136 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 03/01/52 *(a)* | 100000 | 88914 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 01/15/53 *(a)* | 250000 | 271580 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.70%, 04/01/53 *(a)* | 150000 | 161103 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.90%, 10/01/54 *(a)* | 125000 | 122291 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.15%, 03/01/55 *(a)* | 125000 | 126518 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.10%, 10/15/55 *(a)* | 125000 | 125828 |
| **PacifiCorp** | **PacifiCorp** | **PacifiCorp** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 02/15/29 *(a)* | 100000 | 102010 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 06/15/29 *(a)* | 100000 | 97225 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 09/15/30 *(a)* | 75000 | 69207 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 02/15/31 *(a)* | 150000 | 154915 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.70%, 11/15/31  | 100000 | 114965 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 02/15/34 *(a)* | 200000 | 204602 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 06/15/35  | 75000 | 75668 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.10%, 08/01/36  | 100000 | 105517 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 04/01/37  | 100000 | 102989 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 10/15/37  | 100000 | 105651 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.35%, 07/15/38  | 100000 | 105858 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 01/15/39  | 130000 | 133440 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 02/01/42 *(a)* | 75000 | 60300 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 01/15/49 *(a)* | 75000 | 57375 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 02/15/50 *(a)* | 150000 | 114368 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 03/15/51 *(a)* | 100000 | 64935 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 06/15/52 *(a)* | 100000 | 59790 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 12/01/53 *(a)* | 200000 | 178892 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 05/15/54 *(a)* | 175000 | 160522 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.80%, 01/15/55 *(a)* | 275000 | 262644 |

---

**68**

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **PECO Energy Co.** | **PECO Energy Co.** | **PECO Energy Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 06/15/33 *(a)* | 150000 | 154395 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 09/15/35 *(a)* | 75000 | 76008 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 10/01/36  | 75000 | 82148 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 10/01/44 *(a)* | 100000 | 85571 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 03/01/48 *(a)* | 150000 | 120417 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 09/15/49 *(a)* | 100000 | 67357 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 06/15/50 *(a)* | 100000 | 64507 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.05%, 03/15/51 *(a)* | 75000 | 49922 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 05/15/52 *(a)* | 75000 | 65822 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 08/15/52 *(a)* | 75000 | 63344 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 09/15/54 *(a)* | 125000 | 120906 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 09/15/55 *(a)* | 100000 | 102143 |
| **Pinnacle West Capital Corp.** | **Pinnacle West Capital Corp.** | **Pinnacle West Capital Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 05/15/28 *(a)* | 100000 | 101768 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 05/15/30 *(a)* | 100000 | 103405 |
| **Potomac Electric Power Co.** | **Potomac Electric Power Co.** | **Potomac Electric Power Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 03/15/34 *(a)* | 100000 | 103701 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 11/15/37  | 75000 | 85358 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 03/15/43 *(a)* | 100000 | 86033 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 03/15/54 *(a)* | 75000 | 74303 |
| **PPL Capital Funding, Inc.** | **PPL Capital Funding, Inc.** | **PPL Capital Funding, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 04/15/30 *(a)* | 100000 | 99660 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 09/01/34 *(a)* | 150000 | 154647 |
| **PPL Electric Utilities Corp.** | **PPL Electric Utilities Corp.** | **PPL Electric Utilities Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 05/15/33 *(a)* | 150000 | 154977 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 02/15/34 *(a)* | 150000 | 153247 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 07/15/43 *(a)* | 50000 | 46527 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 06/15/44 *(a)* | 100000 | 85453 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 06/01/47 *(a)* | 150000 | 122982 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 06/15/48 *(a)* | 100000 | 83799 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 05/15/53 *(a)* | 150000 | 147025 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.55%, 08/15/55 *(a)* | 100000 | 101393 |
| **Progress Energy, Inc.** | **Progress Energy, Inc.** | **Progress Energy, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.75%, 03/01/31  | 150000 | 172845 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 10/30/31  | 100000 | 112980 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 12/01/39  | 100000 | 107100 |
| **Public Service Co. of Colorado** | **Public Service Co. of Colorado** | **Public Service Co. of Colorado** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 06/15/28 *(a)* | 100000 | 99779 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.90%, 01/15/31 *(a)* | 150000 | 134028 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.88%, 06/15/31 *(a)* | 150000 | 132120 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 05/15/34 *(a)* | 175000 | 181540 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 09/15/35 *(a)* | 240000 | 244819 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 09/01/37  | 100000 | 110496 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 09/15/42 *(a)* | 100000 | 80019 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 03/15/44 *(a)* | 40000 | 34578 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 06/15/47 *(a)* | 125000 | 97494 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 09/15/49 *(a)* | 100000 | 79309 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 03/01/50 *(a)* | 100000 | 69280 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 06/01/52 *(a)* | 100000 | 85334 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 04/01/53 *(a)* | 150000 | 141969 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 05/15/54 *(a)* | 150000 | 152926 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.85%, 05/15/55 *(a)* | 100000 | 103065 |
| **Public Service Co. of New Hampshire** | **Public Service Co. of New Hampshire** | **Public Service Co. of New Hampshire** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 07/01/28  | 50000 | 50612 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.20%, 06/15/31 *(a)* | 100000 | 90157 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 10/01/33 *(a)* | 100000 | 105050 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 07/01/49 *(a)* | 50000 | 37672 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 01/15/53 *(a)* | 50000 | 47373 |
| **Public Service Co. of Oklahoma** | **Public Service Co. of Oklahoma** | **Public Service Co. of Oklahoma** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.20%, 08/15/31 *(a)* | 100000 | 88983 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 01/15/33 *(a)* | 100000 | 103401 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 01/15/35 *(a)* | 150000 | 152682 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 01/15/36 *(a)* | 125000 | 128941 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 08/15/51 *(a)* | 75000 | 50309 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **Public Service Electric & Gas Co.** | **Public Service Electric & Gas Co.** | **Public Service Electric & Gas Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 09/01/28 *(a)* | 100000 | 99295 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 05/15/29 *(a)* | 100000 | 97619 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.90%, 08/15/31 *(a)* | 250000 | 221620 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 12/15/32 *(a)* | 150000 | 154461 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 08/01/33 *(a)* | 100000 | 104518 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 03/01/34 *(a)* | 100000 | 104044 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 08/01/34 *(a)* | 100000 | 101533 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 08/15/35 *(a)* | 130000 | 131902 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 03/01/40  | 75000 | 77963 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 05/01/42 *(a)* | 150000 | 128439 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 03/01/46 *(a)* | 150000 | 121041 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 12/01/47 *(a)* | 100000 | 76813 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 05/01/49 *(a)* | 150000 | 118722 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 08/01/49 *(a)* | 75000 | 53051 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 01/01/50 *(a)* | 100000 | 69834 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 05/01/50 *(a)* | 150000 | 95316 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.05%, 08/01/50 *(a)* | 200000 | 110778 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 03/15/53 *(a)* | 50000 | 47863 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 08/01/53 *(a)* | 100000 | 100242 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 03/01/54 *(a)* | 100000 | 99841 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 08/01/54 *(a)* | 100000 | 97809 |
| **Public Service Enterprise Group, Inc.** | **Public Service Enterprise Group, Inc.** | **Public Service Enterprise Group, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.85%, 11/15/27 *(a)* | 200000 | 206680 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 10/15/28 *(a)* | 150000 | 157092 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 04/01/29 *(a)* | 150000 | 154701 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.60%, 08/15/30 *(a)* | 200000 | 177300 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 11/15/31 *(a)* | 125000 | 111989 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.13%, 10/15/33 *(a)* | 75000 | 81377 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 04/01/34 *(a)* | 75000 | 78275 |
| **Puget Energy, Inc.** | **Puget Energy, Inc.** | **Puget Energy, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 06/15/28 *(a)* | 100000 | 95643 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 06/15/30 *(a)* | 100000 | 98064 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.22%, 03/15/32 *(a)* | 75000 | 72071 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.73%, 03/15/35 *(a)* | 110000 | 113615 |
| **Puget Sound Energy, Inc.** | **Puget Sound Energy, Inc.** | **Puget Sound Energy, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.33%, 06/15/34 *(a)* | 75000 | 77853 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.27%, 03/15/37  | 62000 | 68780 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.76%, 10/01/39  | 75000 | 79449 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.80%, 03/15/40  | 75000 | 78884 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 05/20/45 *(a)* | 75000 | 63394 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.22%, 06/15/48 *(a)* | 100000 | 83658 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 09/15/49 *(a)* | 100000 | 69708 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.89%, 09/15/51 *(a)* | 100000 | 65078 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 06/01/53 *(a)* | 75000 | 73757 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.69%, 06/15/54 *(a)* | 75000 | 76176 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 09/15/55 *(a)* | 90000 | 89549 |
| **San Diego Gas & Electric Co.** | **San Diego Gas & Electric Co.** | **San Diego Gas & Electric Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 08/15/28 *(a)* | 100000 | 102462 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.70%, 10/01/30 *(a)* | 200000 | 178560 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 03/15/32 *(a)* | 100000 | 92042 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 04/15/35 *(a)* | 125000 | 130410 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 06/01/39  | 50000 | 54251 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 08/15/40  | 100000 | 92492 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 06/01/47 *(a)* | 75000 | 57908 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 05/15/48 *(a)* | 100000 | 81513 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 06/15/49 *(a)* | 100000 | 80632 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.32%, 04/15/50 *(a)* | 100000 | 70430 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 08/15/51 *(a)* | 150000 | 97701 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 04/01/53 *(a)* | 150000 | 144622 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.55%, 04/15/54 *(a)* | 100000 | 99129 |
| **Sierra Pacific Power Co.** | **Sierra Pacific Power Co.** | **Sierra Pacific Power Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.90%, 03/15/54 *(a)* | 75000 | 75989 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.20%, 12/15/55 *(a)(b)* | 80000 | 79638 |
| **Southern California Edison Co.** | **Southern California Edison Co.** | **Southern California Edison Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 06/01/27 *(a)* | 150000 | 150973 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.85%, 11/01/27 *(a)* | 150000 | 154152 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 03/01/28 *(a)* | 100000 | 98656 |

---

**69**

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 03/01/28 *(a)* | 150000 | 153028 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 10/01/28 *(a)* | 100000 | 103523 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 03/01/29 *(a)* | 100000 | 99451 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 06/01/29 *(a)* | 100000 | 102084 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 08/01/29 *(a)* | 100000 | 94492 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 03/15/30 *(a)* | 150000 | 154170 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 06/01/30 *(a)* | 150000 | 135972 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 06/01/31 *(a)* | 150000 | 155328 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 02/01/32 *(a)* | 100000 | 89042 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 11/01/32 *(a)* | 125000 | 132846 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 01/15/34  | 150000 | 158427 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 06/01/34 *(a)* | 200000 | 201842 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 03/01/35 *(a)* | 100000 | 102227 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 04/01/35  | 75000 | 78215 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 07/15/35  | 75000 | 76076 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 02/01/36  | 100000 | 102034 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.55%, 01/15/37  | 75000 | 76067 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 02/01/38  | 100000 | 103131 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.05%, 03/15/39  | 100000 | 104337 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 03/15/40  | 100000 | 99607 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 09/01/40 *(a)* | 75000 | 66836 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 03/15/42 *(a)* | 100000 | 81060 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 03/15/43 *(a)* | 50000 | 39182 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 10/01/43 *(a)* | 150000 | 129915 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 02/01/45 *(a)* | 100000 | 73454 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 04/01/47 *(a)* | 300000 | 230325 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 03/01/48 *(a)* | 250000 | 194617 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 03/01/49 *(a)* | 100000 | 85962 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 02/01/50 *(a)* | 200000 | 141670 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 02/01/51 *(a)* | 100000 | 62335 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 06/01/51 *(a)* | 100000 | 70507 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 02/01/52 *(a)* | 100000 | 67834 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 06/01/52 *(a)* | 50000 | 45991 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 03/01/53 *(a)* | 100000 | 94807 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 12/01/53 *(a)* | 150000 | 146844 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 04/15/54 *(a)* | 50000 | 47946 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.90%, 03/01/55 *(a)* | 100000 | 98719 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.20%, 09/15/55 *(a)* | 125000 | 128449 |
| **Southern Co.** | **Southern Co.** | **Southern Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.11%, 08/01/27 *(e)* | 150000 | 152439 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 03/15/28 *(a)* | 75000 | 71216 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 06/15/28 *(a)* | 200000 | 203766 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 03/15/29 *(a)* | 200000 | 208012 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 04/30/30 *(a)* | 175000 | 171426 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 10/15/32 *(a)* | 100000 | 106566 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 06/15/33 *(a)* | 150000 | 155236 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 03/15/34 *(a)* | 150000 | 158665 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 03/15/35 *(a)* | 125000 | 124621 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 07/01/36 *(a)* | 125000 | 117841 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 07/01/46 *(a)* | 300000 | 257280 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.38%, 03/15/55 *(a)(b)* | 300000 | 317586 |
| **Southern Power Co.** | **Southern Power Co.** | **Southern Power Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 10/01/30 *(a)* | 100000 | 99908 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 10/01/35 *(a)* | 100000 | 99404 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 09/15/41  | 100000 | 97634 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 07/15/43  | 50000 | 48252 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 12/15/46 *(a)* | 100000 | 91143 |
| **Southwestern Electric Power Co.** | **Southwestern Electric Power Co.** | **Southwestern Electric Power Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 09/15/28 *(a)* | 150000 | 149952 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 04/01/33 *(a)* | 100000 | 103013 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.20%, 03/15/40  | 100000 | 108093 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 04/01/45 *(a)* | 75000 | 59221 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 02/01/48 *(a)* | 50000 | 37916 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 11/01/51 *(a)* | 75000 | 50415 |
| **Southwestern Public Service Co.** | **Southwestern Public Service Co.** | **Southwestern Public Service Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 08/15/41 *(a)* | 150000 | 136005 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 08/15/46 *(a)* | 75000 | 54668 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 08/15/47 *(a)* | 100000 | 76119 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 05/01/50 *(a)* | 150000 | 101361 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 06/01/54 *(a)* | 100000 | 104080 |
| **System Energy Resources, Inc.** | **System Energy Resources, Inc.** | **System Energy Resources, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 04/15/28 *(a)* | 75000 | 77981 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 12/15/34 *(a)* | 100000 | 101693 |
| **Tampa Electric Co.** | **Tampa Electric Co.** | **Tampa Electric Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 03/01/29 *(a)* | 100000 | 102581 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 03/15/31 *(a)* | 100000 | 91513 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 06/15/42 *(a)* | 200000 | 171666 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 06/15/48 *(a)* | 250000 | 211725 |
| **Toledo Edison Co.** | **Toledo Edison Co.** | **Toledo Edison Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.15%, 05/15/37  | 50000 | 55151 |
| **Tucson Electric Power Co.** | **Tucson Electric Power Co.** | **Tucson Electric Power Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 08/01/30 *(a)* | 100000 | 88900 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 09/15/34 *(a)* | 75000 | 77320 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 12/01/48 *(a)* | 50000 | 45096 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 06/15/50 *(a)* | 100000 | 77687 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 04/15/53 *(a)* | 75000 | 73244 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.90%, 04/15/55 *(a)* | 75000 | 77423 |
| **Union Electric Co.** | **Union Electric Co.** | **Union Electric Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 03/15/29 *(a)* | 150000 | 147906 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 03/15/30 *(a)* | 200000 | 191204 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.15%, 03/15/32 *(a)* | 100000 | 88018 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 04/01/34 *(a)* | 100000 | 103726 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.45%, 03/15/39  | 100000 | 130803 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 09/15/42 *(a)* | 40000 | 33414 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 04/01/48 *(a)* | 250000 | 201645 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 03/15/51 *(a)* | 100000 | 61437 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 04/01/52 *(a)* | 150000 | 117470 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 03/15/53 *(a)* | 100000 | 98208 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 03/15/55 *(a)* | 75000 | 70568 |
| **Virginia Electric & Power Co.** | **Virginia Electric & Power Co.** | **Virginia Electric & Power Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 03/15/27 *(a)* | 150000 | 149253 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 05/15/27 *(a)* | 150000 | 149629 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 04/01/28 *(a)* | 150000 | 149493 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 07/15/29 *(a)* | 100000 | 96165 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 11/15/31 *(a)* | 75000 | 66913 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 03/30/32 *(a)* | 150000 | 133824 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 04/01/33 *(a)* | 100000 | 102715 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 01/15/34 *(a)* | 100000 | 102136 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 08/15/34 *(a)* | 100000 | 102144 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 03/15/35 *(a)* | 100000 | 102491 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 09/15/35 *(a)* | 150000 | 150427 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 01/15/36  | 150000 | 162465 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 05/15/37  | 150000 | 162909 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.35%, 11/30/37  | 100000 | 111573 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.88%, 11/15/38  | 150000 | 202773 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 01/15/43 *(a)* | 100000 | 83833 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 08/15/43 *(a)* | 100000 | 91093 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 02/15/44 *(a)* | 100000 | 88296 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 05/15/45 *(a)* | 100000 | 84656 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 11/15/46 *(a)* | 100000 | 81343 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 09/15/47 *(a)* | 150000 | 118035 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 12/01/48 *(a)* | 150000 | 131635 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 12/01/49 *(a)* | 125000 | 88338 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 12/15/50 *(a)* | 200000 | 117176 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 11/15/51 *(a)* | 100000 | 64447 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 05/15/52 *(a)* | 100000 | 86282 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 04/01/53 *(a)* | 100000 | 97428 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 08/15/53 *(a)* | 100000 | 100560 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 01/15/54 *(a)* | 100000 | 96041 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.55%, 08/15/54 *(a)* | 100000 | 99258 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 03/15/55 *(a)* | 100000 | 100249 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 09/15/55 *(a)* | 150000 | 149349 |
| **WEC Energy Group, Inc.** | **WEC Energy Group, Inc.** | **WEC Energy Group, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 10/01/27 *(a)* | 100000 | 102005 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.38%, 10/15/27 *(a)* | 200000 | 190840 |

---

**70**

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 01/15/28 *(a)* | 150000 | 152310 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.80%, 10/15/30 *(a)* | 35000 | 31201 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 05/15/56 *(a)(b)* | 110000 | 111812 |
| **Wisconsin Electric Power Co.** | **Wisconsin Electric Power Co.** | **Wisconsin Electric Power Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.70%, 06/15/28 *(a)* | 100000 | 94980 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 05/15/29 *(a)* | 150000 | 154657 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 10/15/30 *(a)* | 90000 | 90129 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 09/30/32 *(a)* | 100000 | 102548 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 10/15/48 *(a)* | 100000 | 85254 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 10/01/54 *(a)* | 75000 | 70859 |
| **Wisconsin Power & Light Co.** | **Wisconsin Power & Light Co.** | **Wisconsin Power & Light Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 07/01/29 *(a)* | 100000 | 96611 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 09/01/32 *(a)* | 100000 | 96752 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 04/01/33 *(a)* | 100000 | 101980 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 03/30/34 *(a)* | 100000 | 104064 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 04/01/50 *(a)* | 100000 | 74290 |
| **Wisconsin Public Service Corp.** | **Wisconsin Public Service Corp.** | **Wisconsin Public Service Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.67%, 12/01/42  | 150000 | 121406 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 09/01/49 *(a)* | 100000 | 71388 |
| **Xcel Energy, Inc.** | **Xcel Energy, Inc.** | **Xcel Energy, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 06/15/28 *(a)* | 250000 | 249977 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.60%, 12/01/29 *(a)* | 100000 | 93891 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 06/01/30 *(a)* | 100000 | 96498 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 06/01/32 *(a)* | 200000 | 199862 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 08/15/33 *(a)* | 150000 | 156006 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 03/15/34 *(a)* | 150000 | 155785 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 04/15/35 *(a)* | 150000 | 156576 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 12/01/49 *(a)* | 100000 | 72355 |
|  |  | **117600798** |
| ***Natural Gas 0.2%***  | ***Natural Gas 0.2%***  | ***Natural Gas 0.2%***  |
| **Atmos Energy Corp.** | **Atmos Energy Corp.** | **Atmos Energy Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 06/15/27 *(a)* | 100000 | 98898 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 09/15/29 *(a)* | 125000 | 118956 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 01/15/31 *(a)* | 150000 | 131839 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.90%, 11/15/33 *(a)* | 150000 | 163650 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 08/15/35 *(a)* | 90000 | 93344 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 01/15/43 *(a)* | 100000 | 86459 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 10/15/44 *(a)* | 175000 | 150740 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 10/01/48 *(a)* | 100000 | 85154 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 03/15/49 *(a)* | 100000 | 81964 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 09/15/49 *(a)* | 100000 | 72393 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 02/15/52 *(a)* | 150000 | 95514 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 10/15/52 *(a)* | 100000 | 103649 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.20%, 11/15/53 *(a)* | 100000 | 110089 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 12/15/54 *(a)* | 100000 | 93109 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 01/15/56 *(a)* | 100000 | 98853 |
| **CenterPoint Energy Resources Corp.** | **CenterPoint Energy Resources Corp.** | **CenterPoint Energy Resources Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 03/01/28 *(a)* | 200000 | 205250 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 04/01/28 *(a)* | 100000 | 99943 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 10/01/30 *(a)* | 100000 | 89362 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 07/01/34 *(a)* | 75000 | 77994 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.85%, 01/15/41 *(a)* | 100000 | 105643 |
| **National Grid USA** | **National Grid USA** | **National Grid USA** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.80%, 04/01/35  | 75000 | 79034 |
| **NiSource, Inc.** | **NiSource, Inc.** | **NiSource, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.49%, 05/15/27 *(a)* | 250000 | 248177 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 03/30/28 *(a)* | 200000 | 205276 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 07/01/29 *(a)* | 150000 | 154980 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 09/01/29 *(a)* | 100000 | 95941 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 05/01/30 *(a)* | 150000 | 146025 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.70%, 02/15/31 *(a)* | 150000 | 131559 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 06/30/33 *(a)* | 75000 | 78054 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 04/01/34 *(a)* | 100000 | 103628 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 07/15/35 *(a)* | 150000 | 154123 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 06/15/41 *(a)* | 75000 | 78956 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 02/15/43 *(a)* | 45000 | 43708 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 02/15/44 *(a)* | 159000 | 144696 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 02/01/45 *(a)* | 100000 | 100087 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 05/15/47 *(a)* | 200000 | 169454 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 03/30/48 *(a)* | 100000 | 79899 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 06/15/52 *(a)* | 75000 | 67992 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.95%, 11/30/54 *(a)(b)* | 75000 | 78203 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.38%, 03/31/55 *(a)(b)* | 75000 | 77441 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.85%, 04/01/55 *(a)* | 275000 | 279471 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 07/15/56 *(a)(b)* | 180000 | 182230 |
| **Northwest Natural Holding Co.** | **Northwest Natural Holding Co.** | **Northwest Natural Holding Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 09/15/55 *(a)(b)* | 50000 | 51982 |
| **ONE Gas, Inc.** | **ONE Gas, Inc.** | **ONE Gas, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 05/15/30 *(a)* | 100000 | 91892 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 09/01/32 *(a)* | 75000 | 74544 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.66%, 02/01/44 *(a)* | 100000 | 90865 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 11/01/48 *(a)* | 100000 | 87157 |
| **Piedmont Natural Gas Co., Inc.** | **Piedmont Natural Gas Co., Inc.** | **Piedmont Natural Gas Co., Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 06/01/29 *(a)* | 50000 | 49090 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 03/15/31 *(a)* | 100000 | 91063 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 06/15/33 *(a)* | 100000 | 104790 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 02/15/35 *(a)* | 75000 | 76864 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.64%, 11/01/46 *(a)* | 100000 | 76003 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 06/01/50 *(a)* | 100000 | 70436 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 05/15/52 *(a)* | 50000 | 45580 |
| **Sempra** | **Sempra** | **Sempra** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 06/15/27 *(a)* | 100000 | 98584 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 02/01/28 *(a)* | 200000 | 197090 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 04/01/29 *(a)* | 150000 | 147885 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 08/01/33 *(a)* | 150000 | 157542 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 02/01/38 *(a)* | 150000 | 129981 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 10/15/39  | 150000 | 158382 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 02/01/48 *(a)* | 150000 | 116348 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 04/01/52 *(a)(b)* | 200000 | 195128 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.40%, 10/01/54 *(a)(b)* | 200000 | 203870 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.88%, 10/01/54 *(a)(b)* | 200000 | 205430 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.55%, 04/01/55 *(a)(b)* | 100000 | 101413 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.63%, 04/01/55 *(a)(b)* | 75000 | 75791 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.38%, 04/01/56 *(a)(b)* | 150000 | 153229 |
| **Southern California Gas Co.** | **Southern California Gas Co.** | **Southern California Gas Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 04/15/27 *(a)* | 150000 | 147957 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.55%, 02/01/30 *(a)* | 100000 | 94262 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 06/01/33 *(a)* | 100000 | 103628 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 09/01/34 *(a)* | 100000 | 102576 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 06/15/35 *(a)* | 100000 | 104820 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 09/15/42 *(a)* | 75000 | 61190 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 06/01/48 *(a)* | 75000 | 61193 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 01/15/49 *(a)* | 100000 | 83709 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 02/15/50 *(a)* | 50000 | 39064 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.35%, 11/15/52 *(a)* | 100000 | 110105 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 06/01/53 *(a)* | 100000 | 101587 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 04/01/54 *(a)* | 100000 | 100012 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 06/15/55 *(a)* | 100000 | 105012 |
| **Southern Co. Gas Capital Corp.** | **Southern Co. Gas Capital Corp.** | **Southern Co. Gas Capital Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 09/15/28 *(a)* | 80000 | 80074 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 01/15/31 *(a)* | 100000 | 88437 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 09/15/32 *(a)* | 100000 | 103300 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 09/15/33 *(a)* | 100000 | 106572 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 09/15/34 *(a)* | 100000 | 100777 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 09/15/35 *(a)* | 80000 | 81042 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 03/15/41 *(a)* | 125000 | 130893 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 06/01/43 *(a)* | 75000 | 65456 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 10/01/46 *(a)* | 100000 | 79939 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 05/30/47 *(a)* | 100000 | 85001 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 09/30/51 *(a)* | 75000 | 49583 |

---

**71**

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **Southwest Gas Corp.** | **Southwest Gas Corp.** | **Southwest Gas Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.20%, 06/15/30 *(a)* | 250000 | 228535 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 03/15/32 *(a)* | 150000 | 145399 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 06/01/49 *(a)* | 100000 | 81391 |
| **Spire Missouri, Inc.** | **Spire Missouri, Inc.** | **Spire Missouri, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 08/15/34 *(a)* | 50000 | 51872 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 06/01/51 *(a)* | 100000 | 69874 |
| **Spire, Inc.** | **Spire, Inc.** | **Spire, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 06/01/56 *(a)(b)* | 80000 | 79813 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.45%, 06/01/56 *(a)(b)* | 80000 | 80100 |
| **Washington Gas Light Co.** | **Washington Gas Light Co.** | **Washington Gas Light Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 09/15/46 *(a)* | 100000 | 78356 |
|  |  | **10714205** |
| ***Utility Other 0.0%***  | ***Utility Other 0.0%***  | ***Utility Other 0.0%***  |
| **American Water Capital Corp.** | **American Water Capital Corp.** | **American Water Capital Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 09/01/28 *(a)* | 240000 | 239222 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 06/01/29 *(a)* | 300000 | 294654 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 06/01/31 *(a)* | 200000 | 181110 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 03/01/34 *(a)* | 100000 | 103590 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.59%, 10/15/37  | 150000 | 171741 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 12/01/46 *(a)* | 50000 | 41244 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 09/01/47 *(a)* | 200000 | 156568 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 09/01/48 *(a)* | 100000 | 83176 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 06/01/49 *(a)* | 150000 | 123492 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 05/01/50 *(a)* | 100000 | 72765 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 06/01/51 *(a)* | 200000 | 138698 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 03/01/54 *(a)* | 100000 | 99013 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 09/01/55 *(a)* | 200000 | 203828 |
| **Essential Utilities, Inc.** | **Essential Utilities, Inc.** | **Essential Utilities, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 08/15/27 *(a)* | 100000 | 101157 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.57%, 05/01/29 *(a)* | 75000 | 73451 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 04/15/30 *(a)* | 100000 | 93900 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 05/01/31 *(a)* | 50000 | 45181 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 01/15/34 *(a)* | 100000 | 103901 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 08/15/35 *(a)* | 150000 | 153943 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.28%, 05/01/49 *(a)* | 100000 | 81345 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 04/15/50 *(a)* | 100000 | 69592 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 05/01/52 *(a)* | 100000 | 94332 |
| **United Utilities PLC** | **United Utilities PLC** | **United Utilities PLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.88%, 08/15/28  | 100000 | 106938 |
|  |  | **2832841** |
|  |  | **131147844** |
| **Total Corporates**<br> **(Cost $1,404,098,642)** | **Total Corporates**<br> **(Cost $1,404,098,642)** | **1336524564** |
| **TREASURIES** 45.5% OF NET ASSETS | **TREASURIES** 45.5% OF NET ASSETS | **TREASURIES** 45.5% OF NET ASSETS |
| **U.S. Treasury Bonds** | **U.S. Treasury Bonds** | **U.S. Treasury Bonds** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.63%, 02/15/27  | 496400 | 515151 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.38%, 08/15/27  | 743300 | 778491 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.13%, 11/15/27  | 1509500 | 1585270 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 08/15/28  | 280000 | 294755 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 11/15/28  | 1588100 | 1665768 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 02/15/29  | 795300 | 838824 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.13%, 08/15/29  | 900000 | 980156 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 05/15/30  | 950000 | 1053795 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 02/15/31  | 1460000 | 1580222 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 02/15/36  | 1536700 | 1606812 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 02/15/37  | 881000 | 935718 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 05/15/37  | 1180000 | 1279470 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 02/15/38  | 1290600 | 1320243 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 05/15/38  | 1481000 | 1529942 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 02/15/39  | 1728300 | 1599893 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 05/15/39  | 1887500 | 1878505 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 08/15/39  | 2223300 | 2263076 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 11/15/39  | 2375900 | 2380912 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 02/15/40  | 3148600 | 3233219 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.13%, 05/15/40  | 8600000 | 5569172 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 05/15/40  | 2377000 | 2373472 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.13%, 08/15/40  | 9700000 | 6215578 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 08/15/40  | 2459100 | 2315204 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.38%, 11/15/40  | 10750000 | 7120195 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 11/15/40  | 2273600 | 2229194 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.88%, 02/15/41  | 11800000 | 8409344 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 02/15/41  | 2200000 | 2277344 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 05/15/41  | 8800000 | 6606875 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 05/15/41  | 1863700 | 1847829 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 08/15/41  | 12500000 | 8607422 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 08/15/41  | 2103600 | 1931203 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 11/15/41  | 11300000 | 8046836 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 11/15/41  | 2381600 | 2007614 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 02/15/42  | 8800000 | 6605500 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 02/15/42  | 2430900 | 2040627 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 05/15/42  | 2505300 | 2057478 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 05/15/42  | 8100000 | 6890062 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 08/15/42  | 2668100 | 2103213 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 08/15/42  | 6600000 | 5690438 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 11/15/42  | 4010800 | 3147225 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 11/15/42  | 7000000 | 6545000 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 02/15/43  | 3282900 | 2711214 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 02/15/43  | 6100000 | 5600563 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 05/15/43  | 5372800 | 4258784 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 05/15/43  | 6600000 | 6045703 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 08/15/43  | 4042900 | 3564385 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 08/15/43  | 6700000 | 6534070 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 11/15/43  | 3902900 | 3494315 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 11/15/43  | 7550000 | 7708668 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 02/15/44  | 4262900 | 3739696 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 02/15/44  | 7550000 | 7462703 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 05/15/44  | 3893600 | 3285529 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 05/15/44  | 7500000 | 7524023 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 08/15/44  | 5288200 | 4282616 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 08/15/44  | 7549000 | 7078957 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 11/15/44  | 4553600 | 3603748 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 11/15/44  | 7550000 | 7556488 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 02/15/45  | 5807000 | 4210529 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 02/15/45  | 7600000 | 7722312 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 05/15/45  | 2868600 | 2259247 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 05/15/45  | 7600000 | 7969312 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 08/15/45  | 3588200 | 2757027 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 08/15/45  | 9200000 | 9489656 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 11/15/45  | 2618600 | 2049873 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 11/15/45  | 2700000 | 2697943 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 02/15/46  | 4800000 | 3426000 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 05/15/46  | 4717800 | 3356641 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 08/15/46  | 6295800 | 4250649 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 11/15/46  | 2598900 | 1968870 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 02/15/47  | 5100000 | 3937359 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 05/15/47  | 4200000 | 3235969 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 08/15/47  | 6075000 | 4455158 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 11/15/47  | 6300000 | 4606383 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 02/15/48  | 7050000 | 5386090 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 05/15/48  | 7400000 | 5769688 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 08/15/48  | 7750000 | 5890606 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 11/15/48  | 8300000 | 6737266 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 02/15/49  | 8500000 | 6432773 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 05/15/49  | 8250000 | 6083086 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 08/15/49  | 8000000 | 5164375 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 11/15/49  | 7200000 | 4762688 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 02/15/50  | 9370000 | 5669582 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.25%, 05/15/50  | 10950000 | 5435648 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.38%, 08/15/50  | 12301000 | 6261978 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.63%, 11/15/50  | 12901000 | 7006856 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.88%, 02/15/51  | 13200000 | 7626094 |

---

**72**

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 05/15/51  | 13750000 | 8947168 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 08/15/51  | 13450000 | 7969125 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.88%, 11/15/51  | 12500000 | 7150391 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 02/15/52  | 11400000 | 7147266 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 05/15/52  | 10899000 | 7858349 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 08/15/52  | 10400000 | 7683813 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 11/15/52  | 10200000 | 9108281 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 02/15/53  | 10300000 | 8595672 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 05/15/53  | 10300000 | 8586016 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 08/15/53  | 11519000 | 10507488 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 11/15/53  | 12150000 | 12276246 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 02/15/54  | 12725000 | 11856121 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 05/15/54  | 12550000 | 12445090 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 08/15/54  | 12700000 | 11831836 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 11/15/54  | 12500000 | 12144531 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 02/15/55  | 12550000 | 12449012 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 05/15/55  | 12550000 | 12704914 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 08/15/55  | 15450000 | 15645539 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 11/15/55  | 3950000 | 3921918 |
| **U.S. Treasury Notes** | **U.S. Treasury Notes** | **U.S. Treasury Notes** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.25%, 12/31/26  | 600000 | 585070 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 12/31/26  | 4300000 | 4215680 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 12/31/26  | 21000000 | 21139043 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 01/15/27  | 9501000 | 9542938 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 01/31/27  | 17200000 | 16790828 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 01/31/27  | 14000000 | 14082852 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 02/15/27  | 8442600 | 8310849 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 02/15/27  | 10000000 | 10063086 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.13%, 02/28/27  | 2450000 | 2377505 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.88%, 02/28/27  | 9000000 | 8814375 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 02/28/27  | 12900000 | 12983900 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 03/15/27  | 10000000 | 10083789 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.63%, 03/31/27  | 3850000 | 3704798 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 03/31/27  | 8800000 | 8678656 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 03/31/27  | 12000000 | 12045469 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 04/15/27  | 10500000 | 10630430 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.50%, 04/30/27  | 7400000 | 7091426 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 04/30/27  | 8550000 | 8455649 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 04/30/27  | 12500000 | 12532227 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 05/15/27  | 10000000 | 9835352 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 05/15/27  | 10000000 | 10133984 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.50%, 05/31/27  | 5800000 | 5545117 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 05/31/27  | 8700000 | 8584283 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 05/31/27  | 12600000 | 12659309 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 06/15/27  | 10500000 | 10668574 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.50%, 06/30/27  | 6500000 | 6199883 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 06/30/27  | 8200000 | 8164926 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 06/30/27  | 12500000 | 12540039 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 07/15/27  | 10300000 | 10435791 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.38%, 07/31/27  | 8000000 | 7595625 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 07/31/27  | 8050000 | 7948589 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 07/31/27  | 12500000 | 12567627 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 08/15/27  | 8042000 | 7873464 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 08/15/27  | 10350000 | 10388408 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.50%, 08/31/27  | 6600000 | 6264973 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 08/31/27  | 8500000 | 8442725 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 08/31/27  | 12500000 | 12521973 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 09/15/27  | 10700000 | 10673668 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.38%, 09/30/27  | 8400000 | 7937016 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 09/30/27  | 17100000 | 17095992 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 09/30/27  | 7900000 | 7985172 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 10/15/27  | 10400000 | 10467844 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.50%, 10/31/27  | 8450000 | 7983435 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 10/31/27  | 17500000 | 17497266 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 10/31/27  | 8100000 | 8192549 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 11/15/27  | 7900000 | 7714227 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 11/15/27  | 10400000 | 10520859 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.63%, 11/30/27  | 9100000 | 8599855 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 11/30/27  | 13000000 | 12970801 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 11/30/27  | 7600000 | 7654922 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 12/15/27  | 10600000 | 10705172 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.63%, 12/31/27  | 9900000 | 9334617 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 12/31/27  | 7700000 | 7759254 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 01/15/28  | 9900000 | 10050820 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.75%, 01/31/28  | 11000000 | 10377383 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 01/31/28  | 8000000 | 8001562 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 02/15/28  | 10351000 | 10190883 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 02/15/28  | 10000000 | 10159375 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.13%, 02/29/28  | 11500000 | 10917812 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 02/29/28  | 7500000 | 7582324 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 03/15/28  | 10500000 | 10591055 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.25%, 03/31/28  | 10000000 | 9504687 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 03/31/28  | 8000000 | 8025938 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 04/15/28  | 10200000 | 10260164 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.25%, 04/30/28  | 11000000 | 10434961 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 04/30/28  | 8000000 | 8002812 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 05/15/28  | 11350000 | 11187287 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 05/15/28  | 10500000 | 10566035 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.25%, 05/31/28  | 11300000 | 10700570 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 05/31/28  | 7500000 | 7525488 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 06/15/28  | 10000000 | 10096094 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.25%, 06/30/28  | 9900000 | 9357820 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 06/30/28  | 7650000 | 7747717 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 07/15/28  | 10000000 | 10096094 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.00%, 07/31/28  | 11000000 | 10309062 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 07/31/28  | 7500000 | 7620996 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 08/15/28  | 11550000 | 11371336 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 08/15/28  | 10500000 | 10537734 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.13%, 08/31/28  | 10900000 | 10230672 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 08/31/28  | 8800000 | 9001781 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 09/15/28  | 12000000 | 11963906 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.25%, 09/30/28  | 10950000 | 10294711 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 09/30/28  | 9100000 | 9377621 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 10/15/28  | 18000000 | 18003516 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.38%, 10/31/28  | 10100000 | 9511359 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 10/31/28  | 9500000 | 9859590 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 11/15/28  | 10750000 | 10640820 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 11/15/28  | 10000000 | 10002734 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 11/30/28  | 10500000 | 9908555 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 11/30/28  | 10000000 | 10248047 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.38%, 12/31/28  | 10000000 | 9386719 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 12/31/28  | 10200000 | 10275703 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 01/31/29  | 9900000 | 9381797 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 01/31/29  | 11000000 | 11160273 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 02/15/29  | 10650000 | 10366693 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.88%, 02/28/29  | 8800000 | 8361375 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 02/28/29  | 11350000 | 11604932 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 03/31/29  | 8500000 | 8197187 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 03/31/29  | 12300000 | 12533508 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 04/30/29  | 8000000 | 7835000 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 04/30/29  | 12500000 | 12940918 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 05/15/29  | 9050000 | 8715928 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 05/31/29  | 7300000 | 7115789 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 05/31/29  | 12800000 | 13208500 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 06/30/29  | 7300000 | 7230707 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 06/30/29  | 13600000 | 13928844 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 07/31/29  | 6750000 | 6540645 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 07/31/29  | 12500000 | 12697754 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.63%, 08/15/29  | 8350000 | 7810512 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 08/31/29  | 6600000 | 6503836 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 08/31/29  | 12600000 | 12634945 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 09/30/29  | 13500000 | 13477852 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 09/30/29  | 6600000 | 6677086 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 10/31/29  | 6500000 | 6605879 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 10/31/29  | 12600000 | 12862828 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 11/15/29  | 5850000 | 5473178 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 11/30/29  | 6100000 | 6172437 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 11/30/29  | 12700000 | 12967395 |

---

**73**

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 12/31/29  | 6200000 | 6273383 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 12/31/29  | 12405000 | 12786841 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 01/31/30  | 6400000 | 6384750 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 01/31/30  | 12900000 | 13240137 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 02/15/30  | 10550000 | 9711770 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 02/28/30  | 19050000 | 19372957 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 03/31/30  | 6200000 | 6213320 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 03/31/30  | 12800000 | 13018500 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 04/30/30  | 6400000 | 6380750 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 04/30/30  | 12800000 | 12956500 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.63%, 05/15/30  | 14205000 | 12491522 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 05/31/30  | 6100000 | 6142652 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 05/31/30  | 12750000 | 12973125 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 06/30/30  | 6300000 | 6344051 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 06/30/30  | 12801000 | 12957012 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 07/31/30  | 12700000 | 12854285 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 07/31/30  | 6451000 | 6563641 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.63%, 08/15/30  | 18700000 | 16317211 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 08/31/30  | 12800000 | 12816500 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 08/31/30  | 6500000 | 6648535 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 09/30/30  | 17200000 | 17221500 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 09/30/30  | 6900000 | 7210230 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 10/31/30  | 19000000 | 19020781 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 10/31/30  | 6650000 | 7027180 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.88%, 11/15/30  | 19850000 | 17412947 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 11/30/30  | 11500000 | 11448564 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 11/30/30  | 6650000 | 6879893 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 12/31/30  | 7050000 | 7092686 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 01/31/31  | 6750000 | 6867334 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.13%, 02/15/31  | 19050000 | 16844367 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 02/28/31  | 7250000 | 7463535 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 03/31/31  | 7500000 | 7674902 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 04/30/31  | 7500000 | 7859473 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.63%, 05/15/31  | 18150000 | 16347053 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 05/31/31  | 7500000 | 7859766 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 06/30/31  | 7800000 | 8030648 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 07/31/31  | 7800000 | 7979461 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.25%, 08/15/31  | 20550000 | 17999713 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 08/31/31  | 8000000 | 8029062 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 09/30/31  | 7700000 | 7675035 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 10/31/31  | 7750000 | 7925889 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.38%, 11/15/31  | 19600000 | 17176797 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 11/30/31  | 7700000 | 7874754 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 12/31/31  | 8000000 | 8341562 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 01/31/32  | 7250000 | 7509697 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.88%, 02/15/32  | 18900000 | 16971609 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 02/29/32  | 7700000 | 7869941 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 03/31/32  | 7750000 | 7920137 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 04/30/32  | 8000000 | 8119375 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 05/15/32  | 18050000 | 17155256 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 05/31/32  | 8000000 | 8172812 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 06/30/32  | 8000000 | 8114375 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 07/31/32  | 7800000 | 7907859 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 08/15/32  | 17855000 | 16782305 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 08/31/32  | 8000000 | 8049375 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 09/30/32  | 7900000 | 7946289 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 10/31/32  | 8850000 | 8831332 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 11/15/32  | 17950000 | 18324426 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 11/30/32  | 7500000 | 7482715 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 02/15/33  | 17700000 | 17358445 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 05/15/33  | 18200000 | 17671062 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 08/15/33  | 19300000 | 19342219 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 11/15/33  | 20200000 | 21086906 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 02/15/34  | 21750000 | 21930117 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 05/15/34  | 21850000 | 22595973 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 08/15/34  | 21900000 | 21814453 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 11/15/34  | 21600000 | 22091063 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 02/15/35  | 21850000 | 22954449 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 05/15/35  | 21900000 | 22356820 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 08/15/35  | 22550000 | 22995714 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 11/15/35  | 8200000 | 8187828 |
| **Total Treasuries**<br> **(Cost $2,566,508,139)** | **Total Treasuries**<br> **(Cost $2,566,508,139)** | **2569629471** |
| **GOVERNMENT RELATED** 4.1% OF NET ASSETS | **GOVERNMENT RELATED** 4.1% OF NET ASSETS | **GOVERNMENT RELATED** 4.1% OF NET ASSETS |
| **Agency 1.0%** | **Agency 1.0%** | **Agency 1.0%** |
| **Foreign 0.6%**  | **Foreign 0.6%**  | **Foreign 0.6%**  |
| ***Austria 0.0%***  | ***Austria 0.0%***  | ***Austria 0.0%***  |
| **Oesterreichische Kontrollbank AG** | **Oesterreichische Kontrollbank AG** | **Oesterreichische Kontrollbank AG** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 05/21/27  | 500000 | 507890 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 03/01/28  | 250000 | 253715 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 05/28/28  | 300000 | 303123 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 01/18/29  | 300000 | 304716 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 09/05/29  | 150000 | 150624 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 01/24/30  | 200000 | 206522 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 09/10/30  | 270000 | 270964 |
|  |  | **1997554** |
| ***Canada 0.1%***  | ***Canada 0.1%***  | ***Canada 0.1%***  |
| **CI Financial Corp.** | **CI Financial Corp.** | **CI Financial Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 12/17/30 *(a)* | 200000 | 180648 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 06/15/51 *(a)* | 75000 | 53142 |
| **Export Development Canada** | **Export Development Canada** | **Export Development Canada** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 05/25/27  | 550000 | 545243 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 09/07/27  | 500000 | 501460 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 02/14/28  | 750000 | 755182 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 06/20/30  | 400000 | 406024 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 06/05/34  | 500000 | 527895 |
|  |  | **2969594** |
| ***Germany 0.2%***  | ***Germany 0.2%***  | ***Germany 0.2%***  |
| **Kreditanstalt fuer Wiederaufbau** | **Kreditanstalt fuer Wiederaufbau** | **Kreditanstalt fuer Wiederaufbau** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 03/01/27 *(i)* | 1000000 | 1009250 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 05/20/27 *(i)* | 950000 | 942162 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 06/28/27 *(i)* | 550000 | 553707 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 08/27/27 *(i)* | 300000 | 299745 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 02/15/28 *(i)* | 400000 | 401972 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 04/03/28 *(i)* | 750000 | 739380 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 05/15/28 *(i)* | 500000 | 504390 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 06/15/28 *(i)* | 1000000 | 1008750 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 08/09/28 *(i)* | 530000 | 529989 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 03/15/29 *(i)* | 1000000 | 1013850 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 09/14/29 *(i)* | 400000 | 374332 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 03/18/30 *(i)* | 600000 | 624102 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 07/15/30 *(i)* | 750000 | 754110 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.75%, 09/30/30 *(i)* | 400000 | 349352 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 10/29/30 *(i)* | 400000 | 419724 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 07/15/33 *(i)* | 750000 | 761325 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 02/28/34 *(i)* | 500000 | 515150 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.14%, 04/18/36 *(i)(j)* | 300000 | 196194 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 06/29/37 *(i)(j)* | 450000 | 278761 |
| **Landwirtschaftliche Rentenbank** | **Landwirtschaftliche Rentenbank** | **Landwirtschaftliche Rentenbank** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 09/28/27 *(i)* | 250000 | 251243 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 11/15/27 *(i)* | 250000 | 244943 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 04/17/29 *(i)* | 300000 | 309882 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 05/28/30 *(i)* | 300000 | 306135 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.88%, 09/03/30 *(i)* | 500000 | 439920 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 10/24/33 *(i)* | 150000 | 160739 |
|  |  | **12989107** |

---

**74**

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| ***Japan 0.1%***  | ***Japan 0.1%***  | ***Japan 0.1%***  |
| **Japan Bank for International Cooperation** | **Japan Bank for International Cooperation** | **Japan Bank for International Cooperation** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.63%, 01/20/27  | 200000 | 195228 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 06/01/27  | 200000 | 197536 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 07/21/27  | 200000 | 197298 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 10/05/27  | 200000 | 202406 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 11/16/27  | 250000 | 245478 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 07/19/28  | 300000 | 307116 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 07/20/28  | 200000 | 197812 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 10/18/28  | 200000 | 206446 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 10/31/28  | 200000 | 198952 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.13%, 02/16/29  | 250000 | 238023 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 10/17/29  | 200000 | 187346 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.25%, 01/21/31  | 250000 | 220075 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.88%, 04/15/31  | 700000 | 633129 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 04/17/34  | 200000 | 207008 |
| **Japan International Cooperation Agency** | **Japan International Cooperation Agency** | **Japan International Cooperation Agency** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 04/27/27  | 200000 | 197134 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 05/23/28  | 250000 | 251517 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 05/21/29  | 200000 | 206268 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 05/22/30  | 200000 | 203548 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.00%, 07/22/30  | 380000 | 334506 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 04/28/31  | 200000 | 179082 |
|  |  | **4805908** |
| ***Norway 0.1%***  | ***Norway 0.1%***  | ***Norway 0.1%***  |
| **Equinor ASA** | **Equinor ASA** | **Equinor ASA** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 04/06/27 *(a)* | 200000 | 198272 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.25%, 09/23/27  | 200000 | 212070 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 09/10/28 *(a)* | 300000 | 298884 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 04/06/30 *(a)* | 250000 | 241342 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 05/22/30 *(a)* | 100000 | 93342 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 06/03/35 *(a)* | 150000 | 155659 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 11/14/35 *(a)* | 180000 | 181174 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 04/06/40 *(a)* | 100000 | 86225 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 08/17/40  | 114000 | 115212 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 11/23/41  | 100000 | 90623 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 05/15/43  | 150000 | 128853 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 11/08/43  | 100000 | 95088 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 11/18/49 *(a)* | 300000 | 216105 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 04/06/50 *(a)* | 250000 | 194595 |
|  |  | **2307444** |
| ***Republic of Korea 0.1%***  | ***Republic of Korea 0.1%***  | ***Republic of Korea 0.1%***  |
| **Export-Import Bank of Korea** | **Export-Import Bank of Korea** | **Export-Import Bank of Korea** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.13%, 12/29/26  | 200000 | 194248 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 01/11/27  | 200000 | 201774 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.63%, 01/18/27  | 250000 | 244047 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 09/15/27  | 200000 | 201580 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 10/17/27  | 200000 | 201260 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 01/11/28  | 400000 | 409604 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 01/14/28  | 200000 | 203318 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 09/11/29  | 200000 | 201172 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 01/14/30  | 200000 | 207806 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.25%, 09/21/30  | 250000 | 221930 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.13%, 01/18/32  | 250000 | 224173 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 01/11/33  | 200000 | 211406 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 01/11/34  | 200000 | 205776 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 01/14/35  | 200000 | 215430 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 06/29/41  | 200000 | 148470 |
| **Korea Development Bank** | **Korea Development Bank** | **Korea Development Bank** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 02/15/27  | 350000 | 353349 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 02/24/27  | 200000 | 196342 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 02/03/28  | 200000 | 203394 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 02/15/28  | 200000 | 202442 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 02/15/29 *(g)* | 500000 | 510295 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 02/03/30  | 200000 | 208014 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 10/25/31  | 250000 | 225410 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 09/08/32  | 250000 | 252920 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 02/15/33  | 200000 | 202268 |
|  |  | **5646428** |
| ***Sweden 0.0%***  | ***Sweden 0.0%***  | ***Sweden 0.0%***  |
| **Svensk Exportkredit AB** | **Svensk Exportkredit AB** | **Svensk Exportkredit AB** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 03/22/27  | 250000 | 245338 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 08/04/27  | 200000 | 200716 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 09/13/27  | 300000 | 300579 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 05/08/28  | 500000 | 501710 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 02/01/29  | 200000 | 203624 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 07/29/30  | 200000 | 200384 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 10/04/30  | 500000 | 525115 |
|  |  | **2177466** |
|  |  | **32893501** |
| **U.S. 0.4%** | **U.S. 0.4%** | **U.S. 0.4%** |
| **Federal Farm Credit Banks Funding Corp.** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 03/26/27  | 1000000 | 1011080 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 01/06/28  | 500000 | 504410 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 03/20/29  | 1000000 | 1016520 |
| **Federal Home Loan Banks** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 06/30/28  | 3500000 | 3543890 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 11/16/28  | 2850000 | 2837032 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 12/08/28  | 1500000 | 1551465 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 06/14/30  | 750000 | 765293 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 03/10/34  | 1500000 | 1570800 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 07/15/36  | 330000 | 365505 |
| **Federal Home Loan Mortgage Corp.** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 03/15/31  | 200000 | 229446 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 07/15/32  | 1100000 | 1255375 |
| **Federal National Mortgage Association** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.75%, 10/08/27  | 1750000 | 1663672 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.03%, 10/08/27  | 164000 | 171321 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.25%, 05/15/30  | 1000000 | 1150090 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.88%, 08/05/30  | 3000000 | 2651580 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.63%, 11/15/30  | 2180000 | 2473581 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 07/15/37  | 500000 | 559935 |
| **Private Export Funding Corp.** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.40%, 07/15/28  | 100000 | 94288 |
| **Tennessee Valley Authority** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 06/15/35  | 655000 | 679883 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 09/15/60  | 150000 | 136538 |
|  |  | **24231704** |
|  |  | **57125205** |
| **Local Authority 0.7%** | **Local Authority 0.7%** | **Local Authority 0.7%** |
| **Foreign 0.2%**  | **Foreign 0.2%**  | **Foreign 0.2%**  |
| ***Canada 0.2%***  | ***Canada 0.2%***  | ***Canada 0.2%***  |
| **Hydro-Quebec** | **Hydro-Quebec** | **Hydro-Quebec** |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.50%, 12/01/29  | 100000 | 116910 |
| **Province of Alberta** | **Province of Alberta** | **Province of Alberta** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 03/15/28  | 200000 | 198500 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 06/26/29  | 250000 | 256737 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.30%, 07/22/30  | 450000 | 403506 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 01/24/34  | 200000 | 204552 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 11/02/35  | 300000 | 299670 |
| **Province of British Columbia** | **Province of British Columbia** | **Province of British Columbia** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 01/24/28  | 700000 | 715533 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 11/15/28  | 400000 | 412748 |

---

**75**

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 04/24/29  | 400000 | 415572 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 08/27/30  | 500000 | 502740 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.30%, 01/29/31  | 500000 | 441180 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 07/06/33  | 450000 | 451759 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 06/12/34  | 350000 | 362348 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 06/11/35  | 500000 | 516440 |
| **Province of Manitoba** | **Province of Manitoba** | **Province of Manitoba** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 10/25/28  | 150000 | 141140 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 07/27/33  | 200000 | 201550 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 05/31/34  | 150000 | 156576 |
| **Province of New Brunswick** | **Province of New Brunswick** | **Province of New Brunswick** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 02/24/28  | 150000 | 149651 |
| **Province of Ontario** | **Province of Ontario** | **Province of Ontario** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 05/19/27  | 400000 | 396756 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.05%, 05/21/27  | 450000 | 433224 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 01/18/29  | 500000 | 508045 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 10/02/29  | 400000 | 375868 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 01/15/30  | 600000 | 622428 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 09/04/30  | 500000 | 502905 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.13%, 10/07/30  | 500000 | 441830 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.60%, 02/25/31  | 250000 | 223865 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.80%, 10/14/31  | 500000 | 444960 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.13%, 01/21/32  | 200000 | 180022 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 04/24/34  | 250000 | 264385 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 06/11/35  | 250000 | 259885 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 11/20/35  | 350000 | 352310 |
| **Province of Quebec** | **Province of Quebec** | **Province of Quebec** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 04/12/27  | 200000 | 197490 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 04/13/28  | 600000 | 599952 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 04/03/29  | 650000 | 666867 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 09/15/29  | 421000 | 476694 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.35%, 05/28/30  | 250000 | 225463 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.90%, 04/21/31  | 250000 | 226115 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 09/08/33  | 200000 | 204636 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 09/05/34  | 400000 | 399932 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 08/28/35  | 350000 | 357413 |
| **Province of Saskatchewan** | **Province of Saskatchewan** | **Province of Saskatchewan** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 06/08/27  | 200000 | 198672 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 01/28/30  | 200000 | 206940 |
|  |  | **14713769** |
| **U.S. 0.5%** | **U.S. 0.5%** | **U.S. 0.5%** |
| **American Municipal Power, Inc.** |  |  |
| RB (Build America Bonds) Series 2010 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.08%, 02/15/50  | 250000 | 321572 |
| **Bay Area Toll Authority** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; RB (Build America Bonds) <br> Series 2009F2<br>|  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.26%, 04/01/49  | 400000 | 430248 |
| &nbsp;&nbsp;&nbsp;&nbsp; RB (Build America Bonds) <br> Series 2010S3<br>|  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.91%, 10/01/50  | 230000 | 265679 |
| **Board of Regents of the University of Texas** <br> **System**<br>|  |  |
| TXBL-SER A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 08/15/47 *(a)* | 250000 | 192824 |
| **California Health Facilities Financing Authority** |  |  |
| RB Series 2022 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.19%, 06/01/37 *(a)* | 50000 | 48194 |
| **California State University** |  |  |
| RB Series 2017B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 11/01/47 *(a)* | 50000 | 42507 |
| RB Series 2020B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.98%, 11/01/51 *(a)* | 200000 | 138713 |
| RB Series B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.18%, 11/01/53 *(a)* | 50000 | 48684 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| RB Series E |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 11/01/51 *(a)* | 100000 | 72274 |
| **Chicago O'Hare International Airport** |  |  |
| RB (Build America Bonds) Series 2010B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.40%, 01/01/40  | 100000 | 112593 |
| Series C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.47%, 01/01/49  | 150000 | 134348 |
| **Chicago Transit Authority Sales & Transfer Tax** <br> **Receipts Revenue**<br>|  |  |
| RB (Pension Funding) Series 2008A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.90%, 12/01/40  | 685141 | 775660 |
| **City of Atlanta Water & Wastewater Revenue** |  |  |
| RB Series 2020 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.26%, 11/01/35 *(a)* | 125000 | 107209 |
| **City of Houston TX** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; GO Bonds (Pension Funding) <br> Series 2017<br>|  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.96%, 03/01/47  | 120000 | 106065 |
| **City of New York** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.27%, 12/01/37  | 200000 | 218140 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.29%, 02/01/45 *(a)* | 60000 | 64759 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.39%, 02/01/55 *(a)* | 125000 | 133616 |
| GO Bonds Series 2023 B-1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.83%, 10/01/53  | 200000 | 210162 |
| GO Bonds Series 2024 D-1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.09%, 10/01/49  | 75000 | 72172 |
| GO Bonds Series 2024 D-1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.11%, 10/01/54  | 75000 | 71691 |
| GO Bonds Series 2024 D-2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.26%, 10/01/44 *(a)* | 200000 | 200233 |
| **City of New York NY** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.56%, 10/01/45 *(a)* | 50000 | 50104 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.37%, 10/01/51  | 100000 | 98810 |
| **City of San Antonio TX Electric & Gas Systems** <br> **Revenue**<br>|  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.47%, 02/01/45 *(a)* | 100000 | 101674 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.57%, 02/01/50 *(a)* | 100000 | 100647 |
| RB (Build America Bonds) Series 2009 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.99%, 02/01/39  | 190000 | 205433 |
| **Commonwealth Financing Authority** |  |  |
| Series A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.14%, 06/01/38  | 200000 | 189278 |
| **Commonwealth of Massachusetts** |  |  |
| GO (Build America Bonds) Series 2009 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.46%, 12/01/39  | 100000 | 103797 |
| Series H |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 09/01/49  | 100000 | 69215 |
| **Commonwealth of Massachusetts** <br> **Transportation Fund Revenue**<br>|  |  |
| RB (Build America Bonds) Series 2010 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.73%, 06/01/40  | 100000 | 104992 |
| **County of Broward Airport System Revenue** |  |  |
| RB Series C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.48%, 10/01/43 *(a)* | 100000 | 85607 |
| **County of Clark Department of Aviation** |  |  |
| RB (Build America Bonds) Series 2010C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.82%, 07/01/45  | 150000 | 169462 |
| **County of Miami-Dade FL Aviation Revenue** |  |  |
| RB Series C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.28%, 10/01/41 *(a)* | 75000 | 70307 |
| **County of Riverside** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.82%, 02/15/38  | 75000 | 71607 |
| **Dallas Area Rapid Transit** |  |  |
| Series B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 12/01/44  | 140000 | 149129 |

---

**76**

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **Dallas County Hospital District** |  |  |
| GO (Build America Bonds) Series C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.62%, 08/15/44  | 100000 | 100950 |
| **Dallas Fort Worth International Airport** |  |  |
| RB Series 2020C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.92%, 11/01/50  | 250000 | 181153 |
| RB Series A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.09%, 11/01/51  | 100000 | 84078 |
| Series A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.99%, 11/01/38  | 100000 | 87775 |
| Series C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.09%, 11/01/40 *(a)* | 250000 | 207502 |
| **District of Columbia Water & Sewer Authority** |  |  |
| RB Series 2014A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.81%, 10/01/14  | 100000 | 88833 |
| **East Bay Municipal Utility District Water** <br> **System Revenue**<br>|  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Water System RB (Build America Bonds) <br> Series 2010<br>|  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.87%, 06/01/40  | 330000 | 355078 |
| **Empire State Development Corp.** |  |  |
| RB (Build America Bonds) Series 2009 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.77%, 03/15/39  | 80000 | 83052 |
| **Foothill-Eastern Transportation Corridor** <br> **Agency**<br>|  |  |
| Series A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.92%, 01/15/53 *(a)* | 100000 | 77105 |
| **Golden State Tobacco Securitization Corp.** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.29%, 06/01/42 *(a)* | 75000 | 63287 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.21%, 06/01/50 *(a)* | 100000 | 74315 |
| RB Series 2021 A-1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.71%, 06/01/41 *(a)* | 100000 | 78511 |
| RB Series A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.12%, 06/01/38 *(a)* | 35000 | 31413 |
| RB Series B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 06/01/34 *(a)* | 100000 | 89492 |
| **Grand Parkway Transportation Corp.** |  |  |
| RB Series 2013E |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.18%, 10/01/42  | 100000 | 102021 |
| **Health & Educational Facilities Authority of the** <br> **State of Missouri**<br>|  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.23%, 05/15/50 *(a)* | 150000 | 108318 |
| **Illinois State Toll Highway Authority** |  |  |
| RB (Build America Bonds) Series A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.18%, 01/01/34  | 100000 | 108184 |
| **Indiana Finance Authority** |  |  |
| RB Series 2021 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.05%, 01/01/51  | 75000 | 55903 |
| **JobsOhio Beverage System** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.53%, 01/01/35  | 275000 | 281070 |
| **Kansas Development Finance Authority** |  |  |
| RB Series H |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.93%, 04/15/45  | 100000 | 97538 |
| **Los Angeles County Public Works Financing** <br> **Authority**<br>|  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.62%, 08/01/40  | 100000 | 120177 |
| **Los Angeles Department of Water & Power** |  |  |
| RB (Build America Bonds) Series 2010 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.57%, 07/01/45  | 200000 | 217817 |
| **Louisiana Local Government Environmental** <br> **Facilities & Community Development Authority**<br>|  |  |
| RB Series 2022 A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.48%, 08/01/39 *(a)* | 100000 | 98053 |
| RB Series 2023 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 12/01/34 *(a)* | 250000 | 259636 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| RB Series A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 02/01/33 *(a)* | 250000 | 250463 |
| Series 2022-ELL, Class A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.28%, 02/01/36 *(a)* | 200000 | 198932 |
| **Maryland Economic Development Corp.** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.43%, 05/31/56  | 100000 | 98508 |
| RB Series 2024 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.94%, 05/31/57 *(a)* | 75000 | 76312 |
| **Maryland Health & Higher Educational** <br> **Facilities Authority**<br>|  |  |
| RB Series D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.05%, 07/01/40 *(a)* | 150000 | 117761 |
| RB Series D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 07/01/50  | 150000 | 103638 |
| **Massachusetts School Building Authority** |  |  |
| RB Series 2010 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.72%, 08/15/39  | 150000 | 158132 |
| **Metropolitan Transportation Authority** <br> **Dedicated Tax Fund**<br>|  |  |
| RB (Build America Bonds) Series C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.34%, 11/15/39  | 175000 | 209768 |
| **Metropolitan Washington Airports Authority** <br> **Dulles Toll Road Revenue**<br>|  |  |
| RB (Build America Bonds) Series B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.46%, 10/01/46  | 100000 | 120988 |
| **Michigan Finance Authority** |  |  |
| RB Series 2019 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 12/01/40  | 200000 | 171237 |
| **Michigan State University** |  |  |
| RB Series A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.17%, 08/15/22 *(a)* | 75000 | 56192 |
| **Municipal Electric Authority of Georgia** |  |  |
| RB (Build America Bonds) Series 2010 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.66%, 04/01/57  | 138000 | 152837 |
| RB (Build America Bonds) Series A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.64%, 04/01/57  | 138000 | 152413 |
| RB Series B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.06%, 04/01/57  | 287000 | 327386 |
| **New Jersey Economic Development Authority** |  |  |
| Series A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.43%, 02/15/29  | 250000 | 261684 |
| **New Jersey Turnpike Authority** |  |  |
| RB (Build America Bonds) Series 2009F |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.41%, 01/01/40  | 350000 | 424215 |
| RB (Build America Bonds) Series 2010A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.10%, 01/01/41  | 350000 | 409938 |
| **New York City Municipal Water Finance** <br> **Authority**<br>|  |  |
| RB (Build America Bonds) Series GG |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.72%, 06/15/42  | 125000 | 128799 |
| Water System RB (Build America Bonds) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.01%, 06/15/42  | 250000 | 266004 |
| &nbsp;&nbsp;&nbsp;&nbsp; Water System RB (Build America Bonds) <br> Series 2011CC<br>|  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 06/15/44  | 100000 | 103911 |
| &nbsp;&nbsp;&nbsp;&nbsp; Water System RB (Build America Bonds) <br> Series AA-2-2009<br>|  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 06/15/41  | 100000 | 103973 |
| **New York State Dormitory Authority** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.23%, 07/01/35  | 100000 | 105411 |
| RB (Build America Bonds) Series 2010 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 03/15/40  | 50000 | 51827 |
| RB Series 2009F |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 03/15/39  | 100000 | 104405 |

---

**77**

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **North Texas Tollway Authority** |  |  |
| RB (Build America Bonds) Series 2009B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.72%, 01/01/49  | 150000 | 169803 |
| **Ohio State University** |  |  |
| RB (Build America Bonds) Series 2010C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.91%, 06/01/40  | 300000 | 298652 |
| **Oklahoma Development Finance Authority** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.62%, 06/01/44  | 100000 | 98136 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 02/01/45  | 100000 | 99871 |
| RB Series 2022 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 11/01/45 *(a)* | 150000 | 144970 |
| **Oregon School Boards Association** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.68%, 06/30/28  | 74754 | 76523 |
| **Pennsylvania State University** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.84%, 09/01/50  | 150000 | 102537 |
| **Port Authority of New York & New Jersey** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 11/01/40  | 100000 | 108144 |
| Consolidated Bonds 164th Series |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 11/01/40  | 150000 | 161981 |
| Consolidated Bonds 168th Series |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.93%, 10/01/51  | 200000 | 188828 |
| Consolidated Bonds 174th Series |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.46%, 10/01/62  | 450000 | 386835 |
| Consolidated Bonds 181st Series |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.96%, 08/01/46  | 100000 | 97264 |
| Consolidated Bonds 192th Series |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.81%, 10/15/65  | 170000 | 155588 |
| RB Series 2019 215 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.29%, 08/01/69  | 100000 | 66055 |
| **Port of Morrow** |  |  |
| RB Series 2020 1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.54%, 09/01/40  | 100000 | 78201 |
| **Regents of the University of California Medical** <br> **Center Pooled Revenue**<br>|  |  |
| RB (Build America Bonds) Series F |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.58%, 05/15/49  | 75000 | 81792 |
| RB (Build America Bonds) Series H |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.55%, 05/15/48  | 100000 | 108955 |
| RB Series 2022 Q |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.56%, 05/15/53  | 100000 | 87695 |
| RB Series N |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.26%, 05/15/60 *(a)* | 100000 | 65666 |
| RB Series N |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.71%, 05/15/20 *(a)* | 75000 | 48750 |
| **Regional Transportation District Sales Tax** <br> **Revenue**<br>|  |  |
| Series B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.84%, 11/01/50  | 50000 | 51631 |
| **Rutgers The State University of New Jersey** |  |  |
| Series P |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.92%, 05/01/19 *(a)* | 100000 | 68492 |
| **Sales Tax Securitization Corp.** |  |  |
| RB 2021 Series B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.24%, 01/01/42  | 100000 | 82340 |
| RB Series 2017B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.59%, 01/01/43  | 15000 | 12999 |
| RB Series B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.82%, 01/01/48  | 150000 | 120905 |
| **San Diego County Water Authority., Class B** |  |  |
| RB (Build America Bonds) Series 2010B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.14%, 05/01/49  | 100000 | 104965 |
| **San Jose Redevelopment Successor Agency** |  |  |
| Series A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 08/01/34 *(a)* | 100000 | 94178 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **State Board of Administration Finance Corp.** |  |  |
| RB Series 2024 A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.53%, 07/01/34 *(a)* | 200000 | 213117 |
| Series A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.71%, 07/01/27  | 400000 | 386991 |
| Series A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.15%, 07/01/30  | 600000 | 554707 |
| **State of California** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 09/01/30  | 75000 | 78600 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 10/01/31  | 75000 | 81992 |
| GO (Build America Bonds) Series 2009 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 04/01/34  | 900000 | 1060891 |
| GO (Build America Bonds) Series 2009 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.55%, 04/01/39  | 550000 | 676428 |
| GO (Build America Bonds) Series 2009 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.30%, 10/01/39  | 500000 | 588454 |
| GO (Build America Bonds) Series 2009 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.35%, 11/01/39  | 200000 | 237196 |
| GO Bonds |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 03/01/38 *(a)* | 100000 | 102089 |
| GO Bonds |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.60%, 11/01/40  | 300000 | 373649 |
| GO Bonds Series 2010 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.63%, 03/01/40  | 300000 | 367766 |
| GO Bonds Series 2023 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 03/01/33  | 100000 | 111080 |
| GO Bonds Series 2024 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 09/01/29  | 100000 | 105007 |
| **State of Connecticut** |  |  |
| GO Bonds Series 2008A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.85%, 03/15/32  | 350000 | 378456 |
| **State of Illinois** |  |  |
| GO (Build America Bonds) Series 2010 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.35%, 07/01/35  | 71429 | 78862 |
| &nbsp;&nbsp;&nbsp;&nbsp; GO Bonds (Pension Funding) <br> Series 2003<br>|  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 06/01/33  | 1341108 | 1376517 |
| **State of Oregon** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; GO Bonds (Pension Funding) <br> Series 2003<br>|  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.89%, 06/01/27  | 237315 | 241669 |
| **State of Texas** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; GO Mobility Fund Bonds (Build America <br> Bonds) Series 2009A<br>|  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.52%, 04/01/39  | 543639 | 568139 |
| **State of Wisconsin** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 05/01/27  | 100000 | 99335 |
| **Texas Department of Transportation State** <br> **Highway Fund**<br>|  |  |
| RB (Build America Bonds) Series B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.18%, 04/01/30  | 100000 | 102556 |
| **Texas Natural Gas Securitization Finance Corp.** |  |  |
| RB 2023 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 04/01/35 *(a)* | 251192 | 258579 |
| RB Series 2023 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.17%, 04/01/41 *(a)* | 200000 | 206790 |
| **Texas Private Activity Bond Surface** <br> **Transportation Corp.**<br>|  |  |
| RB Series B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.92%, 12/31/49  | 150000 | 121518 |
| **United Nations Development Corp.** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.54%, 08/01/55 *(a)* | 50000 | 53363 |
| **University of California** |  |  |
| RB Series 2015AQ |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.77%, 05/15/15  | 150000 | 125936 |

---

**78**

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| RB Series 2019 BD |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 07/01/29  | 100000 | 98729 |
| RB Series 2020 BG |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.32%, 05/15/27 *(a)* | 335000 | 323908 |
| RB Series AD |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.86%, 05/15/12  | 193000 | 164200 |
| RB Series BG |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.61%, 05/15/30 *(a)* | 250000 | 227573 |
| **University of Michigan** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 04/01/22 *(a)* | 250000 | 201837 |
| RB Series C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 04/01/47  | 200000 | 172054 |
| Series B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.44%, 04/01/40 *(a)* | 250000 | 191145 |
| **University of Pittsburgh-of the Commonwealth** <br> **System of Higher Education**<br>|  |  |
| RB Series 2019A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.56%, 09/15/19 *(a)* | 100000 | 63951 |
| **University of Virginia** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; General Revenue Pledge and Refunding <br> Bonds, Series 2020<br>|  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.26%, 09/01/50 *(a)* | 400000 | 239195 |
| Series C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.18%, 09/01/17 *(a)* | 100000 | 77167 |
|  |  | **26014602** |
|  |  | **40728371** |
| **Sovereign 1.1%** | **Sovereign 1.1%** | **Sovereign 1.1%** |
| ***Canada 0.0%***  | ***Canada 0.0%***  | ***Canada 0.0%***  |
| **Canada Government International Bonds** | **Canada Government International Bonds** | **Canada Government International Bonds** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 04/26/28  | 800000 | 804424 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 04/30/29  | 750000 | 775650 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 03/18/30  | 500000 | 507875 |
|  |  | **2087949** |
| ***Chile 0.1%***  | ***Chile 0.1%***  | ***Chile 0.1%***  |
| **Chile Government International Bonds** | **Chile Government International Bonds** | **Chile Government International Bonds** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 01/31/27 *(a)* | 250000 | 245997 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.24%, 02/06/28 *(a)* | 250000 | 245770 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 01/22/29 *(a)* | 300000 | 306588 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 01/31/31 *(a)* | 300000 | 274722 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.55%, 01/27/32 *(a)* | 200000 | 179620 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.55%, 07/27/33 *(a)* | 500000 | 434925 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 01/31/34 *(a)* | 250000 | 231095 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 01/05/36 *(a)* | 200843 | 203635 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 01/13/37 *(a)* | 300000 | 318552 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 05/07/41 *(a)* | 550000 | 428318 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.34%, 03/07/42 *(a)* | 250000 | 225617 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 10/30/42  | 150000 | 124142 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.86%, 06/21/47  | 200000 | 163134 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 01/25/50 *(a)* | 500000 | 375730 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 01/31/52 *(a)* | 200000 | 161820 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.33%, 01/05/54 *(a)* | 300000 | 296700 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 01/22/61 *(a)* | 250000 | 160368 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 09/21/71 *(a)* | 200000 | 128314 |
|  |  | **4505047** |
| ***Hungary 0.0%***  | ***Hungary 0.0%***  | ***Hungary 0.0%***  |
| **Hungary Government International Bonds** | **Hungary Government International Bonds** | **Hungary Government International Bonds** |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.63%, 03/29/41  | 300000 | **354648** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| ***Indonesia 0.1%***  | ***Indonesia 0.1%***  | ***Indonesia 0.1%***  |
| **Indonesia Government International Bonds** | **Indonesia Government International Bonds** | **Indonesia Government International Bonds** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 01/11/28  | 200000 | 197816 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 01/11/28 *(a)* | 300000 | 302727 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 04/24/28  | 250000 | 250672 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 02/11/29  | 200000 | 203500 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 03/10/29 *(a)* | 200000 | 201550 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 09/18/29  | 250000 | 243675 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 01/15/30 *(a)* | 200000 | 207814 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 02/14/30  | 400000 | 378592 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 10/15/30  | 300000 | 295092 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.85%, 03/12/31  | 200000 | 176150 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.15%, 07/28/31 *(a)* | 200000 | 177426 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 09/20/32 *(a)* | 250000 | 252225 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 01/11/33 *(a)* | 200000 | 202436 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 09/10/34 *(a)* | 200000 | 200262 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 01/15/35 *(a)* | 200000 | 212574 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 04/16/36 *(a)* | 200000 | 200418 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 01/11/48  | 200000 | 174402 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 02/11/49  | 200000 | 201930 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 10/30/49  | 100000 | 77051 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 02/14/50  | 200000 | 148144 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 10/15/50  | 250000 | 208083 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.05%, 03/12/51  | 400000 | 270700 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 03/31/52 *(a)* | 200000 | 168034 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 01/11/53 *(a)* | 200000 | 204958 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 02/10/54 *(a)* | 200000 | 194034 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 09/10/54 *(a)* | 200000 | 195606 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 09/23/61 *(a)* | 200000 | 130900 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 04/15/70  | 200000 | 164524 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 03/12/71  | 200000 | 131846 |
|  |  | **5973141** |
| ***Israel 0.1%***  | ***Israel 0.1%***  | ***Israel 0.1%***  |
| **Israel Government International Bonds** | **Israel Government International Bonds** | **Israel Government International Bonds** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 01/17/28  | 200000 | 195940 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 03/12/29  | 300000 | 309411 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 02/19/30  | 400000 | 414272 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 07/03/30  | 350000 | 325679 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 01/17/33  | 350000 | 343920 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 03/12/34  | 700000 | 729197 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 02/19/35  | 500000 | 525075 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 01/30/43  | 300000 | 267444 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 01/17/48  | 200000 | 158418 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 07/03/50  | 300000 | 222252 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 03/12/54  | 500000 | 487870 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 04/03/20  | 200000 | 150288 |
| **State of Israel** | **State of Israel** | **State of Israel** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 01/15/30  | 200000 | 185664 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 01/15/50  | 350000 | 239390 |
|  |  | **4554820** |
| ***Italy 0.0%***  | ***Italy 0.0%***  | ***Italy 0.0%***  |
| **Republic of Italy Government International Bonds** | **Republic of Italy Government International Bonds** | **Republic of Italy Government International Bonds** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 10/17/29  | 475000 | 457363 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 06/15/33  | 250000 | 267273 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 10/17/49  | 350000 | 272937 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 05/06/51  | 500000 | 376425 |
|  |  | **1373998** |
| ***Mexico 0.3%***  | ***Mexico 0.3%***  | ***Mexico 0.3%***  |
| **Mexico Government International Bonds** | **Mexico Government International Bonds** | **Mexico Government International Bonds** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 03/28/27  | 300000 | 299895 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 01/11/28  | 300000 | 297336 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 02/09/28 *(a)* | 200000 | 204936 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 04/22/29  | 600000 | 603126 |

---

**79**

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 05/07/29 *(a)* | 200000 | 203660 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 04/16/30 *(a)* | 500000 | 473355 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 05/13/30 *(a)* | 400000 | 420752 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 03/22/31 *(a)* | 250000 | 247485 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.66%, 05/24/31 *(a)* | 400000 | 357428 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.30%, 08/15/31  | 150000 | 178728 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 04/27/32 *(a)* | 500000 | 489370 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.85%, 07/02/32 *(a)* | 700000 | 722785 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 03/22/33 *(a)* | 725000 | 723354 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 04/08/33  | 200000 | 230492 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 05/19/33 *(a)* | 400000 | 386840 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 02/12/34 *(a)* | 400000 | 347408 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 09/27/34  | 362000 | 395228 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.35%, 02/09/35 *(a)* | 400000 | 421976 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 09/22/35 *(a)* | 450000 | 446207 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 05/07/36 *(a)* | 750000 | 767212 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.88%, 05/13/37 *(a)* | 700000 | 754502 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.63%, 01/29/38 *(a)* | 500000 | 527650 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.05%, 01/11/40  | 500000 | 501255 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.28%, 08/14/41 *(a)* | 400000 | 324428 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 03/08/44  | 750000 | 624322 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.55%, 01/21/45  | 550000 | 513452 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 01/23/46  | 450000 | 360126 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 01/15/47  | 300000 | 230454 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 02/10/48  | 400000 | 314876 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 01/31/50 *(a)* | 275000 | 211767 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 04/27/51 *(a)* | 450000 | 368312 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 02/12/52 *(a)* | 250000 | 185198 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.34%, 05/04/53 *(a)* | 600000 | 582468 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.40%, 05/07/54 *(a)* | 500000 | 488680 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.38%, 05/13/55 *(a)* | 500000 | 548875 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.77%, 05/24/61 *(a)* | 600000 | 376362 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 10/12/10  | 420000 | 361691 |
|  |  | **15491991** |
| ***Panama 0.1%***  | ***Panama 0.1%***  | ***Panama 0.1%***  |
| **Panama Government International Bonds** | **Panama Government International Bonds** | **Panama Government International Bonds** |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.88%, 09/30/27  | 250000 | 268327 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 03/17/28 *(a)* | 200000 | 196414 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.38%, 04/01/29  | 300000 | 340776 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.16%, 01/23/30 *(a)* | 200000 | 186556 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 03/01/31 *(a)* | 200000 | 220428 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 09/29/32 *(a)* | 600000 | 490872 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 01/19/33 *(a)* | 200000 | 174322 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.40%, 02/14/35 *(a)* | 450000 | 469854 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.70%, 01/26/36  | 131000 | 139343 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.88%, 01/31/36 *(a)* | 200000 | 214482 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.00%, 03/01/38 *(a)* | 200000 | 230720 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 05/15/47 *(a)* | 250000 | 196645 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 04/16/50 *(a)* | 400000 | 305356 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 04/29/53  | 400000 | 296392 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.85%, 03/28/54 *(a)* | 200000 | 207286 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 04/01/56 *(a)* | 350000 | 260929 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.88%, 03/01/57 *(a)* | 200000 | 231822 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.87%, 07/23/60 *(a)* | 650000 | 429026 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 01/19/63 *(a)* | 250000 | 184910 |
|  |  | **5044460** |
| ***Peru 0.1%***  | ***Peru 0.1%***  | ***Peru 0.1%***  |
| **Peru Government International Bonds** | **Peru Government International Bonds** | **Peru Government International Bonds** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.84%, 06/20/30  | 200000 | 188602 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.78%, 01/23/31 *(a)* | 400000 | 371568 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.86%, 12/01/32 *(a)* | 300000 | 249936 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.75%, 11/21/33  | 450000 | 570645 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 01/15/34 *(a)* | 400000 | 350040 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 02/08/35 *(a)* | 200000 | 205804 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 03/30/36 *(a)* | 388000 | 399310 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.55%, 03/14/37  | 300000 | 335652 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 03/11/41 *(a)* | 250000 | 195635 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 11/18/50  | 395000 | 392417 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 03/10/51 *(a)* | 350000 | 251538 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 08/08/54 *(a)* | 300000 | 302463 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.20%, 06/30/55 *(a)* | 200000 | 209946 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.78%, 12/01/60 *(a)* | 250000 | 141092 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 01/15/72 *(a)* | 200000 | 129500 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.23%, 07/28/21 *(a)* | 200000 | 113224 |
|  |  | **4407372** |
| ***Philippines 0.1%***  | ***Philippines 0.1%***  | ***Philippines 0.1%***  |
| **Philippines Government International Bonds** | **Philippines Government International Bonds** | **Philippines Government International Bonds** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.23%, 03/29/27  | 200000 | 198014 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 02/01/28  | 400000 | 391444 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 01/14/29  | 200000 | 197878 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.50%, 02/02/30  | 250000 | 300970 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.46%, 05/05/30  | 200000 | 186556 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.75%, 01/14/31  | 350000 | 407473 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.95%, 01/06/32  | 200000 | 174394 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.38%, 01/15/32  | 300000 | 332910 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.56%, 09/29/32  | 200000 | 189738 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.61%, 04/13/33  | 200000 | 213124 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 07/17/33  | 200000 | 205476 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 05/14/34  | 200000 | 208366 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.38%, 10/23/34  | 400000 | 450328 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 02/04/35  | 200000 | 212220 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 03/05/35  | 200000 | 200886 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 01/13/37  | 200000 | 203274 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 01/20/40  | 400000 | 357136 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 03/01/41  | 550000 | 465267 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 02/02/42  | 400000 | 334440 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 05/05/45  | 200000 | 142540 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 12/10/45  | 200000 | 134404 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 07/06/46  | 500000 | 364070 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 03/29/47  | 200000 | 169654 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 01/17/48  | 200000 | 202728 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 05/14/49  | 200000 | 203996 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.18%, 09/05/49  | 200000 | 193072 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.90%, 02/04/50  | 200000 | 211964 |
|  |  | **6852322** |
| ***Poland 0.1%***  | ***Poland 0.1%***  | ***Poland 0.1%***  |
| **Republic of Poland Government International Bonds** | **Republic of Poland Government International Bonds** | **Republic of Poland Government International Bonds** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 11/16/27 *(a)* | 200000 | 206288 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 03/18/29 *(a)* | 250000 | 255655 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 02/12/30  | 500000 | 516590 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 11/16/32 *(a)* | 300000 | 323346 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 10/04/33 *(a)* | 400000 | 407408 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 09/18/34 *(a)* | 500000 | 514210 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 02/12/35 *(a)* | 500000 | 522170 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 04/04/53 *(a)* | 450000 | 438363 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 03/18/54 *(a)* | 700000 | 681933 |
|  |  | **3865963** |
| ***Republic of Korea 0.0%***  | ***Republic of Korea 0.0%***  | ***Republic of Korea 0.0%***  |
| **Korea International Bonds** | **Korea International Bonds** | **Korea International Bonds** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 01/19/27  | 250000 | 247548 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 09/20/28  | 200000 | 198868 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 06/19/29  | 200000 | 192322 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 07/03/29  | 200000 | 205592 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 10/29/30  | 200000 | 199646 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 10/15/31  | 200000 | 179560 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 06/10/44  | 200000 | 182000 |
|  |  | **1405536** |

---

**80**

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| ***Uruguay 0.1%***  | ***Uruguay 0.1%***  | ***Uruguay 0.1%***  |
| **Oriental Republic of Uruguay** | **Oriental Republic of Uruguay** | **Oriental Republic of Uruguay** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 09/10/60 *(a)* | 200000 | 190646 |
| **Uruguay Government International Bonds** | **Uruguay Government International Bonds** | **Uruguay Government International Bonds** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 10/27/27  | 200000 | 200844 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 01/23/31 *(a)* | 350000 | 355505 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 10/28/34 *(a)* | 400000 | 428352 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.63%, 03/21/36  | 250000 | 304620 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.44%, 02/14/37 *(a)* | 300000 | 314466 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 11/20/45  | 150000 | 133262 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 06/18/50  | 750000 | 719175 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.98%, 04/20/55  | 600000 | 555114 |
|  |  | **3201984** |
|  |  | **59119231** |
| **Supranational\* 1.3%** | **Supranational\* 1.3%** | **Supranational\* 1.3%** |
| **African Development Bank** | **African Development Bank** | **African Development Bank** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 01/04/27  | 350000 | 353524 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 02/25/27  | 500000 | 502860 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 11/03/27  | 500000 | 507475 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 03/14/28  | 250000 | 254500 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 06/12/28  | 360000 | 362858 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 09/18/29  | 400000 | 398520 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 05/07/34 *(a)(b)(k)* | 200000 | 201492 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 06/12/35  | 180000 | 186023 |
| **Asian Development Bank** | **Asian Development Bank** | **Asian Development Bank** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 01/12/27  | 500000 | 494430 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 01/12/27  | 500000 | 502550 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 01/20/27  | 500000 | 488130 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 08/20/27  | 500000 | 496325 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 11/02/27  | 500000 | 490210 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 01/14/28  | 900000 | 915768 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 01/19/28  | 500000 | 492090 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 04/25/28  | 500000 | 502520 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.25%, 06/09/28  | 250000 | 236348 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.82%, 06/16/28  | 250000 | 263418 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 08/25/28  | 500000 | 512650 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 09/26/28 *(a)* | 500000 | 504525 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 03/06/29  | 600000 | 614826 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.88%, 03/15/29  | 300000 | 284391 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 08/28/29  | 600000 | 600984 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 09/19/29  | 250000 | 233745 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.88%, 01/24/30  | 400000 | 373432 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 05/30/30  | 700000 | 714070 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 08/28/30  | 500000 | 502150 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.75%, 10/08/30  | 450000 | 392323 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 03/04/31  | 500000 | 448065 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 09/28/32  | 450000 | 450985 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 01/12/33  | 350000 | 352877 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 06/14/33  | 350000 | 349576 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 01/12/34  | 350000 | 354256 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 03/22/35  | 300000 | 307938 |
| **Asian Infrastructure Investment Bank** | **Asian Infrastructure Investment Bank** | **Asian Infrastructure Investment Bank** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 09/14/27  | 300000 | 300915 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 09/15/28  | 750000 | 751672 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 01/18/29  | 500000 | 508325 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 01/16/30  | 1050000 | 1084944 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 05/21/35  | 200000 | 207458 |
| **Corp. Andina de Fomento** | **Corp. Andina de Fomento** | **Corp. Andina de Fomento** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 02/08/27  | 400000 | 392300 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 04/26/27  | 300000 | 308583 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 01/24/29  | 400000 | 413248 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 01/22/30  | 400000 | 416024 |
| **Council of Europe Development Bank** | **Council of Europe Development Bank** | **Council of Europe Development Bank** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 06/11/27  | 350000 | 355124 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 05/08/28  | 200000 | 200454 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 01/24/29  | 250000 | 254148 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 01/15/30  | 300000 | 310044 |
| **European Bank for Reconstruction & Development** | **European Bank for Reconstruction & Development** | **European Bank for Reconstruction & Development** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 03/09/28  | 500000 | 508945 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 01/25/29  | 500000 | 508310 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 03/13/34  | 250000 | 254943 |
| **European Investment Bank** | **European Investment Bank** | **European Investment Bank** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.38%, 03/15/27  | 750000 | 729135 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 03/19/27  | 700000 | 706790 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 05/24/27  | 450000 | 442224 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 11/15/27  | 500000 | 497350 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 03/15/28  | 1050000 | 1058200 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 06/15/28  | 300000 | 302667 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 10/16/28  | 750000 | 769905 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 02/15/29  | 750000 | 760380 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 03/15/29  | 500000 | 472310 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 06/15/29  | 1100000 | 1142944 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.63%, 10/09/29  | 350000 | 325640 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 11/15/29  | 1000000 | 1005870 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 03/14/30  | 1500000 | 1552290 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.88%, 05/17/30  | 170000 | 150986 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 07/15/30  | 800000 | 799712 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.75%, 09/23/30  | 500000 | 437020 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 10/15/30  | 600000 | 605868 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.25%, 02/14/31  | 500000 | 442965 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.63%, 05/13/31  | 250000 | 224700 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 10/10/31  | 750000 | 775395 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 08/16/32  | 910000 | 932031 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 02/14/33  | 500000 | 496995 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 02/13/34  | 750000 | 759600 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 02/12/35  | 500000 | 523120 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 02/15/36  | 550000 | 586861 |
| **Inter-American Development Bank** | **Inter-American Development Bank** | **Inter-American Development Bank** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 01/13/27  | 500000 | 488285 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 02/01/27  | 250000 | 252028 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 07/07/27  | 350000 | 343550 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.63%, 09/16/27  | 500000 | 474715 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 01/12/28  | 400000 | 403752 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.13%, 07/20/28  | 500000 | 469905 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 09/18/28  | 650000 | 642973 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 02/15/29  | 750000 | 762750 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 06/18/29  | 700000 | 669270 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 09/14/29  | 500000 | 498415 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 01/22/30 *(a)* | 100000 | 100922 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 02/15/30  | 750000 | 775725 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 06/14/30  | 400000 | 401976 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.13%, 01/13/31  | 750000 | 661065 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 09/17/31  | 400000 | 397284 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 04/12/33  | 500000 | 487665 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 09/13/33  | 350000 | 363587 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 07/17/34  | 400000 | 411136 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 07/16/35  | 530000 | 542725 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 01/24/44  | 150000 | 143742 |
| **Inter-American Investment Corp.** | **Inter-American Investment Corp.** | **Inter-American Investment Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 02/15/28  | 200000 | 202036 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 09/19/28  | 200000 | 205872 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 11/20/28  | 180000 | 180127 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 02/14/29  | 150000 | 152610 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 04/01/30  | 200000 | 204188 |
| **International Bank for Reconstruction & Development** | **International Bank for Reconstruction & Development** | **International Bank for Reconstruction & Development** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 06/15/27  | 750000 | 745072 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 11/22/27  | 350000 | 343088 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.75%, 11/24/27  | 1000000 | 946890 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.38%, 04/20/28  | 1000000 | 951190 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 05/05/28  | 750000 | 751800 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 07/12/28  | 1000000 | 999180 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 08/01/28  | 800000 | 822000 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.13%, 09/13/28  | 1000000 | 936740 |

---

**81**

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 09/21/29  | 700000 | 700777 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 10/16/29  | 1000000 | 1010030 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 10/23/29  | 450000 | 420057 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 02/14/30  | 1000000 | 1009950 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 03/20/30  | 1000000 | 1020130 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.88%, 05/14/30  | 700000 | 621418 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 07/25/30  | 500000 | 507500 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.75%, 08/26/30  | 750000 | 656287 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 10/28/30  | 500000 | 496575 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 01/10/31  | 800000 | 811680 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.25%, 02/10/31  | 750000 | 664110 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 04/10/31  | 500000 | 519205 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.63%, 11/03/31  | 1000000 | 887370 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 01/15/32  | 1500000 | 1567695 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 03/29/32  | 750000 | 695632 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 05/06/32  | 900000 | 909063 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 11/14/33  | 550000 | 580811 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 08/28/34  | 500000 | 496050 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 02/15/35  | 80000 | 84373 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 08/27/35  | 900000 | 921636 |
| **International Finance Corp.** | **International Finance Corp.** | **International Finance Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 01/15/27  | 250000 | 251888 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 01/21/28  | 400000 | 407880 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 07/13/28  | 400000 | 409600 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 07/02/29  | 350000 | 357889 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 07/02/30  | 300000 | 303129 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.75%, 08/27/30  | 400000 | 350036 |
| **Nordic Investment Bank** | **Nordic Investment Bank** | **Nordic Investment Bank** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 03/14/28  | 250000 | 254525 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 08/28/28  | 300000 | 301752 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 02/28/29  | 250000 | 255033 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 05/09/30  | 200000 | 201048 |
|  |  | **72327621** |
| **Total Government Related**<br> **(Cost $238,756,135)** | **Total Government Related**<br> **(Cost $238,756,135)** | **229300428** |
| **SECURITIZED** 25.9% OF NET ASSETS | **SECURITIZED** 25.9% OF NET ASSETS | **SECURITIZED** 25.9% OF NET ASSETS |
| **Asset-Backed Securities 0.0%** | **Asset-Backed Securities 0.0%** | **Asset-Backed Securities 0.0%** |
| ***Credit Card 0.0%***  | ***Credit Card 0.0%***  | ***Credit Card 0.0%***  |
| **Capital One Multi-Asset Execution Trust** | **Capital One Multi-Asset Execution Trust** | **Capital One Multi-Asset Execution Trust** |
| Series 2019-A3, Class A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.06%, 08/15/28 *(a)* | 1000000 | 987089 |
| ***Electric 0.0%***  | ***Electric 0.0%***  | ***Electric 0.0%***  |
| **Duke Energy Carolinas SC Storm Funding LLC** | **Duke Energy Carolinas SC Storm Funding LLC** | **Duke Energy Carolinas SC Storm Funding LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 03/01/46  | 100000 | 101511 |
| **PG&E Wildfire Recovery Funding LLC** | **PG&E Wildfire Recovery Funding LLC** | **PG&E Wildfire Recovery Funding LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.59%, 06/01/32  | 64223 | 63584 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.26%, 06/01/38  | 100000 | 97638 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 12/01/49  | 200000 | 179846 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.67%, 12/01/53  | 200000 | 180922 |
|  |  | **623501** |
| ***Utilities 0.0%***  | ***Utilities 0.0%***  | ***Utilities 0.0%***  |
| **PG&E Wildfire Recovery Funding LLC** | **PG&E Wildfire Recovery Funding LLC** | **PG&E Wildfire Recovery Funding LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 06/01/52  | 175000 | **167101** |
|  |  | **1777691** |
| **Commercial Mortgage-Backed Security 1.8%** | **Commercial Mortgage-Backed Security 1.8%** | **Commercial Mortgage-Backed Security 1.8%** |
| **Bank** | **Bank** | **Bank** |
| Series 2017-BNK7, Class A5 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.44%, 09/15/60 *(a)* | 150000 | 147971 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| Series 2017-BNK8, Class A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.49%, 11/15/50 *(a)* | 1190000 | 1160910 |
| Series 2017-BNK9, Class A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.54%, 11/15/54 *(a)* | 940912 | 928742 |
| Series 2019-BN19, Class A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.18%, 08/15/61 *(a)* | 600000 | 570679 |
| Series 2020-BN26, Class A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 03/15/63 *(a)* | 300000 | 276286 |
| Series 2025-BNK50, Class A5 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 05/15/68 *(a)* | 400000 | 427230 |
| **BBCMS Mortgage Trust** | **BBCMS Mortgage Trust** | **BBCMS Mortgage Trust** |
| Series 2018-C2, Class A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 12/15/51 *(a)* | 449000 | 446069 |
| Series 2023-C21, Class A5 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 09/15/56 *(a)(l)* | 1500000 | 1629847 |
| Series 2024-C26, Class A5 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.83%, 05/15/57 *(a)* | 900000 | 974325 |
| Series 2024-C28, Class A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.12%, 09/15/57 *(a)* | 1455000 | 1495744 |
| Series 2025-C32, Class A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.43%, 02/15/62 *(a)* | 1000000 | 1049165 |
| Series 2025-C32, Class A5 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.72%, 02/15/62 *(a)* | 1000000 | 1073827 |
| Series 2028-C28, Class A5 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 09/15/57 *(a)* | 1000000 | 1051490 |
| **Benchmark Mortgage Trust** | **Benchmark Mortgage Trust** | **Benchmark Mortgage Trust** |
| Series 2019-B10, Class A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.72%, 03/15/62 *(a)* | 5090000 | 4997455 |
| Series 2019-B12, Class A5 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.12%, 08/15/52 *(a)* | 700000 | 671376 |
| Series 2019-B13, Class A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 08/15/57 *(a)* | 3500000 | 3325953 |
| Series 2019-B9, Class A5 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.02%, 03/15/52 *(a)* | 600000 | 591819 |
| Series 2020-B16, Class A5 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.73%, 02/15/53 *(a)* | 1000000 | 936211 |
| **BMO Mortgage Trust** | **BMO Mortgage Trust** | **BMO Mortgage Trust** |
| Series 2023-C5, Class A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.49%, 06/15/56 *(a)* | 1200000 | 1252695 |
| Series 2024-C9, Class A5 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.76%, 07/15/57 *(a)* | 4500000 | 4816148 |
| **CD Mortgage Trust** | **CD Mortgage Trust** | **CD Mortgage Trust** |
| Series 2016-CD2, Class A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.53%, 11/10/49 *(a)* | 240000 | 234360 |
| **CFCRE Commercial Mortgage Trust** | **CFCRE Commercial Mortgage Trust** | **CFCRE Commercial Mortgage Trust** |
| Series 2016-C7, Class A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.84%, 12/10/54 *(a)* | 2200000 | 2178742 |
| **Citigroup Commercial Mortgage Trust** | **Citigroup Commercial Mortgage Trust** | **Citigroup Commercial Mortgage Trust** |
| Series 2017-C4, Class A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.47%, 10/12/50 *(a)* | 5700000 | 5636658 |
| **CSAIL Commercial Mortgage Trust** | **CSAIL Commercial Mortgage Trust** | **CSAIL Commercial Mortgage Trust** |
| Series 2019-C17, Class A5 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.02%, 09/15/52 *(a)* | 2500000 | 2361146 |
| **CSMC Trust** | **CSMC Trust** | **CSMC Trust** |
| Series 2016-NXSR, Class A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.79%, 12/15/49 *(a)(l)* | 2000000 | 1986609 |
| **Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through** <br> **Certificates** | **Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through** <br> **Certificates** | **Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through** <br> **Certificates** |
| Series K054, Class A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 01/25/26 *(a)* | 5455 | 5435 |
| Series K058, Class A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 08/25/26 *(a)* | 600000 | 594040 |
| Series K061, Class A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 11/25/26 *(a)(l)* | 2387185 | 2372537 |
| Series K062, Class A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.41%, 12/25/26 *(a)* | 299132 | 297441 |

---

**82**

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| Series K064, Class A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.22%, 03/25/27 *(a)* | 750000 | 743956 |
| Series K066, Class A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.12%, 06/25/27 *(a)* | 1200000 | 1187365 |
| Series K070, Class A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 11/25/27 *(a)(l)* | 500000 | 495168 |
| Series K071, Class A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.29%, 11/25/27 *(a)* | 2000000 | 1979851 |
| Series K072, Class A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.44%, 12/25/27 *(a)* | 900000 | 893283 |
| Series K074, Class A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 09/25/27 *(a)* | 1088 | 1088 |
| Series K074, Class A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 01/25/28 *(a)* | 3500000 | 3484433 |
| Series K078, Class A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 06/25/28 *(a)* | 1182367 | 1183499 |
| Series K083, Class A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 09/25/28 *(a)(l)* | 250000 | 251575 |
| Series K085, Class A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.06%, 10/25/28 *(a)(l)* | 700000 | 704736 |
| Series K087, Class A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.77%, 12/25/28 *(a)* | 97283 | 97205 |
| Series K088, Class A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.69%, 01/25/29 *(a)* | 975000 | 971989 |
| Series K089, Class A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.56%, 01/25/29 *(a)* | 1500000 | 1489394 |
| Series K099, Class A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.60%, 09/25/29 *(a)* | 2210000 | 2115511 |
| Series K112, Class A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.31%, 05/25/30 *(a)* | 1910000 | 1712286 |
| Series K130, Class A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.72%, 06/25/31 *(a)* | 2000000 | 1781869 |
| Series K144, Class A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 04/25/32 *(a)* | 1200000 | 1092504 |
| Series K146, Class A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.92%, 06/25/32 *(a)* | 2500000 | 2335243 |
| Series K149, Class A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.53%, 08/25/32 *(a)* | 1000000 | 966197 |
| Series K150, Class A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.71%, 09/25/32 *(a)* | 700000 | 682844 |
| Series K-1512, Class A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.99%, 05/25/31 *(a)* | 2500000 | 2384193 |
| Series K153, Class A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.82%, 12/25/32 *(a)(l)* | 1200000 | 1176358 |
| Series K154, Class A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.42%, 04/25/32 *(a)* | 700000 | 689106 |
| Series K157, Class A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.99%, 05/25/33 *(a)* | 360000 | 360516 |
| Series K157, Class A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 05/25/33 *(a)* | 800000 | 800707 |
| Series K159, Class A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 07/25/33 *(a)* | 2700000 | 2752730 |
| Series K163, Class A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 03/25/34 *(a)(l)* | 600000 | 630493 |
| Series K735, Class A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.86%, 05/25/26 *(a)* | 636362 | 632279 |
| **Federal National Mortgage Association-ACES** | **Federal National Mortgage Association-ACES** | **Federal National Mortgage Association-ACES** |
| Series 2016-M11, Class A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.37%, 07/25/26 *(a)(l)* | 511479 | 506105 |
| **GS Mortgage Securities Trust** | **GS Mortgage Securities Trust** | **GS Mortgage Securities Trust** |
| Series 2020-GC45, Class A5 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.91%, 02/13/53 *(a)* | 3000000 | 2841913 |
| **JP Morgan Chase Commercial Mortgage Securities Trust** | **JP Morgan Chase Commercial Mortgage Securities Trust** | **JP Morgan Chase Commercial Mortgage Securities Trust** |
| Series 2016-JP4, Class A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 12/15/49 *(a)(l)* | 2034000 | 2010993 |
| Series 2017-JP5, Class A5 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.72%, 03/15/50 *(a)* | 2430000 | 2420154 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **JPMDB Commercial Mortgage Securities Trust** | **JPMDB Commercial Mortgage Securities Trust** | **JPMDB Commercial Mortgage Securities Trust** |
| Series 2018-C8, Class A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.94%, 06/15/51 *(a)* | 242120 | 240579 |
| **Morgan Stanley Bank of America Merrill Lynch Trust** | **Morgan Stanley Bank of America Merrill Lynch Trust** | **Morgan Stanley Bank of America Merrill Lynch Trust** |
| Series 2016-C28, Class A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.54%, 01/15/49 *(a)* | 1137622 | 1134768 |
| **Morgan Stanley Capital I Trust** | **Morgan Stanley Capital I Trust** | **Morgan Stanley Capital I Trust** |
| Series 2015-UBS8, Class A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.81%, 12/15/48 *(a)* | 5035 | 5018 |
| Series 2017-H1, Class A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.26%, 06/15/50 *(a)* | 250000 | 246938 |
| Series 2020-HR8, Class A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.04%, 07/15/53 *(a)* | 1000000 | 908314 |
| **UBS Commercial Mortgage Trust** | **UBS Commercial Mortgage Trust** | **UBS Commercial Mortgage Trust** |
| Series 2017-C3, Class A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.43%, 08/15/50 *(a)* | 200000 | 196772 |
| Series 2017-C6, Class A5 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.58%, 12/15/50 *(a)* | 1200000 | 1185925 |
| **Wells Fargo Commercial Mortgage Trust** | **Wells Fargo Commercial Mortgage Trust** | **Wells Fargo Commercial Mortgage Trust** |
| Series 2016-C32, Class A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.56%, 01/15/59 *(a)* | 438968 | 437692 |
| Series 2016-NXS5, Class A6 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.64%, 01/15/59 *(a)* | 1069192 | 1067053 |
| Series 2017-C40, Class A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.58%, 10/15/50 *(a)* | 1020000 | 1008446 |
| Series 2017-C41, Class A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.47%, 11/15/50 *(a)* | 300000 | 295532 |
| Series 2017-C42, Class A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.59%, 12/15/50 *(a)* | 1400000 | 1381642 |
| Series 2018-C44, Class A5 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.21%, 05/15/51 *(a)* | 950000 | 947289 |
| Series 2018-C47, Class A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.18%, 09/15/61 *(a)* | 475320 | 473980 |
| Series 2019-C50, Class A5 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.73%, 05/15/52 *(a)* | 675000 | 662204 |
| Series 2019-C51, Class A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.31%, 06/15/52 *(a)* | 1800000 | 1719188 |
| Series 2019-C53, Class A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.04%, 10/15/52 *(a)* | 500000 | 478340 |
| Series 2020-C55, Class A5 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.73%, 02/15/53 *(a)* | 1950000 | 1836102 |
| Series 2020-C58, Class A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.09%, 07/15/53 *(a)* | 1645000 | 1480472 |
| Series 2022-C62, Class A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 04/15/55 *(a)(l)* | 300000 | 291816 |
| Series 2025-C64, Class A5 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 02/15/58 *(a)* | 150000 | 159886 |
|  |  | **101024409** |
| **Mortgage-Backed Securities Pass-Through 24.1%** | **Mortgage-Backed Securities Pass-Through 24.1%** | **Mortgage-Backed Securities Pass-Through 24.1%** |
| **Federal Home Loan Mortgage Corp.** | **Federal Home Loan Mortgage Corp.** | **Federal Home Loan Mortgage Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.00%, 10/01/36 *(a)* | 261832 | 230183 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 08/01/35 to 08/01/51 *(a)* | 37769367 | 31166368 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 01/01/28 to 04/01/52 *(a)* | 138979192 | 116267603 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 04/01/27 to 05/01/52 *(a)* | 67986611 | 59030861 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 08/01/26 to 06/01/53 *(a)* | 43709058 | 39921243 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 01/01/26 to 02/01/53 *(a)* | 22669778 | 21461268 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 05/01/26 to 11/01/54 *(a)* | 14592757 | 14198139 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 05/01/34 to 09/01/52 *(a)* | 11012028 | 10987500 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 11/01/33 to 11/01/55 *(a)* | 23660610 | 23806883 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 06/01/33 to 07/01/55 *(a)* | 45641569 | 46485195 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 05/01/32 to 09/01/55 *(a)* | 39622826 | 40920880 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 02/01/36 to 08/01/55 *(a)* | 18076280 | 18860711 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 12/01/53 to 01/01/54 *(a)* | 2576737 | 2707957 |
| **Federal National Mortgage Association** | **Federal National Mortgage Association** | **Federal National Mortgage Association** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.00%, 03/01/36 to 07/01/36 *(a)* | 608520 | 537743 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 08/01/35 to 03/01/51 *(a)* | 23022538 | 19697976 |

---

**83**

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 12/01/27 to 04/01/52 *(a)* | 146923875 | 124097968 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 07/01/27 to 05/01/52 *(a)* | 121033770 | 105476241 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 10/01/26 to 04/01/52 *(a)* | 64639001 | 59245005 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 01/01/26 to 08/01/52 *(a)* | 43816318 | 41563302 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 06/01/27 to 08/01/52 *(a)* | 29303682 | 28596458 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 03/01/30 to 10/01/52 *(a)* | 18304573 | 18218211 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 11/01/33 to 11/01/55 *(a)* | 37319121 | 37521278 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 03/01/33 to 06/01/55 *(a)* | 39004325 | 39761691 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 04/01/35 to 08/01/55 *(a)* | 48249410 | 49645605 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 08/01/34 to 09/01/55 *(a)* | 17199644 | 17916376 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 10/01/53 to 09/01/55 *(a)* | 4510658 | 4732582 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 11/01/53 to 08/01/54 *(a)* | 657568 | 695337 |
| **Government National Mortgage Association** | **Government National Mortgage Association** | **Government National Mortgage Association** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 03/20/51 to 10/20/51 *(a)* | 695163 | 555647 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 04/20/36 to 05/20/52 *(a)* | 54849987 | 45782158 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 08/20/27 to 05/20/52 *(a)* | 56582755 | 49227575 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 04/20/27 to 05/20/52 *(a)* | 40207440 | 36588014 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 09/20/32 to 12/20/54 *(a)* | 32102751 | 30145939 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 06/15/39 to 10/20/52 *(a)* | 19991071 | 19318250 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 07/15/39 to 09/20/55 *(a)* | 24362044 | 24045706 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 02/20/33 to 11/20/55 *(a)* | 34288626 | 34441673 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 04/15/33 to 11/20/55 *(a)* | 41303534 | 41840036 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 04/20/44 to 11/20/55 *(a)* | 25457156 | 26037882 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 01/20/53 to 09/20/55 *(a)* | 9058486 | 9342539 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 01/20/53 to 12/20/54 *(a)* | 1470840 | 1518034 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 12/20/53 *(a)* | 95012 | 98072 |
| **Government National Mortgage Association, TBA** | **Government National Mortgage Association, TBA** | **Government National Mortgage Association, TBA** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 12/20/55 *(a)(h)* | 3000000 | 2845743 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 12/20/55 *(a)(h)* | 1000000 | 978056 |
| **Uniform Mortgage-Backed Security, TBA** | **Uniform Mortgage-Backed Security, TBA** | **Uniform Mortgage-Backed Security, TBA** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 12/11/55 *(a)(h)* | 6000000 | 5330001 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 12/11/55 *(a)(h)* | 12500000 | 11565706 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 12/11/55 *(a)(h)* | 16000000 | 15245560 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 12/11/55 *(a)(h)* | 17500000 | 17132894 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 12/11/55 *(a)(h)* | 3500000 | 3492911 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 12/15/54 *(a)(h)* | 11500000 | 11645532 |
|  |  | **1360928492** |
| **Total Securitized**<br> **(Cost $1,565,185,269)** | **Total Securitized**<br> **(Cost $1,565,185,269)** | **1463730592** |

---

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

---

| | | |
|:---|:---|:---|
| SECURITY | NUMBER<br> OF SHARES<br>| VALUE ($) |
| **Short-Term Investments** 1.9% OF NET ASSETS | **Short-Term Investments** 1.9% OF NET ASSETS | **Short-Term Investments** 1.9% OF NET ASSETS |
| **Money Market Funds 1.9%** | **Money Market Funds 1.9%** | **Money Market Funds 1.9%** |
| &nbsp;&nbsp;&nbsp;&nbsp; State Street Institutional <br> U.S. Government Money Market <br> Fund, Premier Class 3.94% *(m)*<br>| 107106076 | 107106076 |
| &nbsp;&nbsp;&nbsp;&nbsp; State Street Institutional <br> U.S. Government Money Market <br> Fund, Premier Class 3.94% *(m)(n)*<br>| 902183 | 902183 |
|  |  | **108008259** |
| **Total Short-Term Investments**<br> **(Cost $108,008,259)** | **Total Short-Term Investments**<br> **(Cost $108,008,259)** | **108008259** |
| **Total Investments in Securities**<br> **(Cost $5,882,556,444)** | **Total Investments in Securities**<br> **(Cost $5,882,556,444)** | **5707193314** |

---

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

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

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

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

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

*(d)* Securities exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These securities may be resold in transactions exempt from registrations, normally to qualified institutional buyers. At the period end, the value of these amounted to $8,536,994 or 0.2% of net assets. 

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

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

*(g)* All or a portion of this security is on loan. Securities on loan were valued at $870,875. 

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

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

*(j)* Zero coupon bond. When a security is purchased with a zero coupon rate the effective yield at the time of purchase is shown. 

*(k)* Perpetual security. Maturity date represents the next call date.

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

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

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

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

---

| | |
|:---|:---|
| ACES — | Alternate Credit Enhancement Securities |
| DAC — | Designated Activity Company |
| GO — | General obligation |
| RB — | Revenue bond |
| REIT — | Real Estate Investment Trust |
| TBA — | To-be-announced |
| WAC — | Weighted Average Coupon, which is the weighted average gross interest rate <br> of the securitized asset pool and is determined by the different speeds at <br> which the underlying mortgages are paid down.<br>|

---

**84**

------

Schwab U.S. Aggregate Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

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

Below is a summary of the fund's transactions with affiliated issuers during the period ended November 30, 2025:

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| SECURITY<br> RATE, MATURITY DATE<br>| VALUE AT<br> 8/31/25<br>| PURCHASES | SALES | REALIZED<br> GAINS (LOSSES)<br>| NET CHANGE IN<br> UNREALIZED<br> APPRECIATION<br> (DEPRECIATION)<br>| ACCRETION OF<br> DISCOUNTS<br> (AMORTIZATION<br> OF PREMIUMS)<br>| VALUE AT<br> 11/30/25<br>| FACE AMOUNT<br> AT 11/30/25<br>| INTEREST<br> INCOME EARNED<br>|
| **CORPORATES** 0.1% OF NET ASSETS | **CORPORATES** 0.1% OF NET ASSETS | **CORPORATES** 0.1% OF NET ASSETS | **CORPORATES** 0.1% OF NET ASSETS | **CORPORATES** 0.1% OF NET ASSETS | **CORPORATES** 0.1% OF NET ASSETS | **CORPORATES** 0.1% OF NET ASSETS | **CORPORATES** 0.1% OF NET ASSETS | **CORPORATES** 0.1% OF NET ASSETS | **CORPORATES** 0.1% OF NET ASSETS |
| **Financial Institutions 0.1%** | **Financial Institutions 0.1%** | **Financial Institutions 0.1%** | **Financial Institutions 0.1%** | **Financial Institutions 0.1%** | **Financial Institutions 0.1%** | **Financial Institutions 0.1%** | **Financial Institutions 0.1%** | **Financial Institutions 0.1%** | **Financial Institutions 0.1%** |
| **Brokerage/Asset Managers/Exchanges 0.1%** | **Brokerage/Asset Managers/Exchanges 0.1%** | **Brokerage/Asset Managers/Exchanges 0.1%** | **Brokerage/Asset Managers/Exchanges 0.1%** | **Brokerage/Asset Managers/Exchanges 0.1%** | **Brokerage/Asset Managers/Exchanges 0.1%** | **Brokerage/Asset Managers/Exchanges 0.1%** | **Brokerage/Asset Managers/Exchanges 0.1%** | **Brokerage/Asset Managers/Exchanges 0.1%** | **Brokerage/Asset Managers/Exchanges 0.1%** |
| Charles Schwab Corp. | Charles Schwab Corp. | Charles Schwab Corp. | Charles Schwab Corp. | Charles Schwab Corp. | Charles Schwab Corp. | Charles Schwab Corp. | Charles Schwab Corp. | Charles Schwab Corp. | Charles Schwab Corp. |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 03/02/27 | $98763 | $— | $— | $— | $890 | ($540)<br>| $99113 | $100000 | $791 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 03/03/27 | 234535 |  |  |  | 779 | 390 | 235704 | 240000 | 1454 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 04/01/27 | 98933 |  |  |  | 758 | (440)<br>| 99251 | 100000 | 816 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 01/25/28 | 98163 |  |  |  | 657 | (177)<br>| 98643 | 100000 | 791 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 03/20/28 | 190762 |  |  |  | 1428 | (82)<br>| 192108 | 200000 | 989 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 02/01/29 | 74998 |  |  |  | 446 | (156)<br>| 75288 | 75000 | 741 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.64%, 05/19/29 | 197686 |  |  |  | (293)<br>| (8)<br>| 197385 | 190000 | 2651 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 05/22/29 | 72995 |  |  |  | 278 | (170)<br>| 73103 | 75000 | 602 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 10/01/29 | 47547 |  |  |  | 234 | (81)<br>| 47700 | 50000 | 340 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.20%, 11/17/29 | 212882 |  |  |  | (96)<br>| (502)<br>| 212284 | 200000 | 3064 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 03/22/30 | 51116 |  |  |  | 249 | (143)<br>| 51222 | 50000 | 571 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.65%, 03/11/31 | 86815 |  |  |  | 1047 | 21 | 87883 | 100000 | 408 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 05/13/31 | 89992 |  |  |  | 949 | (94)<br>| 90847 | 100000 | 569 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.34%, 11/14/31 |  | 150457 |  |  | 43 |  | 150500 | 150000 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.95%, 12/01/31 | 108296 |  |  |  | 1407 | 1 | 109704 | 125000 | 603 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 03/03/32 | 135969 |  |  |  | 1918 | 142 | 138029 | 150000 | 1075 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.85%, 05/19/34 | 239913 |  |  |  | 1956 | (73)<br>| 241796 | 225000 | 3256 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.14%, 08/24/34 | 244483 |  |  |  | 1674 | (30)<br>| 246127 | 225000 | 3413 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.91%, 11/14/36 |  | 150378 |  |  | (3)<br>|  | 150375 | 150000 |  |
| **Total** | **$2283848** | **$300835** | **$—** | **$—** | **$14321** | **($1942)**<br>| **$2597062** |  | **$22134** |

---

------

The following is a summary of the inputs used to value the fund's investments as of November 30, 2025 (see notes to portfolio holdings for additional information):

---

| | | | | |
|:---|:---|:---|:---|:---|
| 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; $1336524564 | &nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp; $1336524564 |
| Treasuries <sup>1</sup> <br>|  | &nbsp;&nbsp;&nbsp; 2569629471 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 2569629471 |
| Government Related <sup>1</sup> <br>|  | &nbsp;&nbsp;&nbsp; 229300428 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 229300428 |
| Securitized <sup>1</sup> <br>|  | &nbsp;&nbsp;&nbsp; 1463730592 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1463730592 |
| Short-Term Investments <sup>1</sup> <br>| 108008259 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 108008259 |
| **Total** | **$108008259** | &nbsp;&nbsp; **$5599185055** | &nbsp;&nbsp; **$—** | &nbsp;&nbsp; **$5707193314** |

---

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

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

**85**

------

Schwab Investments

Schwab Short-Term Bond Index Fund

------

**Portfolio Holdings** as of November 30, 2025 (Unaudited)

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

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

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

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **CORPORATES** 24.6% OF NET ASSETS | **CORPORATES** 24.6% OF NET ASSETS | **CORPORATES** 24.6% OF NET ASSETS |
| **Financial Institutions 10.5%** | **Financial Institutions 10.5%** | **Financial Institutions 10.5%** |
| ***Banking 7.7%***  | ***Banking 7.7%***  | ***Banking 7.7%***  |
| **Ally Financial, Inc.** | **Ally Financial, Inc.** | **Ally Financial, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.10%, 11/15/27 *(a)* | 150000 | 157239 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.74%, 05/15/29 *(a)(b)* | 100000 | 102290 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.99%, 06/13/29 *(a)(b)* | 150000 | 158010 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.85%, 01/03/30 *(a)(b)* | 150000 | 158687 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.54%, 01/17/31 *(a)(b)* | 100000 | 102141 |
| **American Express Co.** | **American Express Co.** | **American Express Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.55%, 03/04/27 *(a)* | 250000 | 246005 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 05/03/27 *(a)* | 250000 | 248218 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.85%, 11/05/27 *(a)* | 200000 | 207210 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 02/16/28 *(a)(b)* | 250000 | 253292 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.04%, 07/26/28 *(a)(b)* | 150000 | 152582 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.73%, 04/25/29 *(a)(b)* | 200000 | 203358 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 05/03/29 *(a)* | 125000 | 125808 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 07/20/29 *(a)(b)* | 200000 | 201752 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.28%, 07/27/29 *(a)(b)* | 250000 | 258152 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.53%, 04/25/30 *(a)(b)* | 200000 | 209362 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.09%, 01/30/31 *(a)(b)* | 200000 | 206870 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.02%, 04/25/31 *(a)(b)* | 200000 | 206642 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.49%, 10/30/31 *(a)(b)* | 150000 | 164630 |
| **Australia & New Zealand Banking Group Ltd.** | **Australia & New Zealand Banking Group Ltd.** | **Australia & New Zealand Banking Group Ltd.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 01/18/27  | 250000 | 252580 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.36%, 06/18/28  | 250000 | 253330 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.62%, 12/16/29  | 250000 | 256527 |
| **Banco Bilbao Vizcaya Argentaria SA** | **Banco Bilbao Vizcaya Argentaria SA** | **Banco Bilbao Vizcaya Argentaria SA** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.14%, 09/14/28 *(a)(b)* | 200000 | 206914 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 03/13/29  | 200000 | 207644 |
| **Banco Santander SA** | **Banco Santander SA** | **Banco Santander SA** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 04/11/27  | 200000 | 200390 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.29%, 08/18/27  | 200000 | 203716 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 02/23/28  | 200000 | 198436 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.18%, 03/24/28 *(a)(b)* | 200000 | 199926 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 04/12/28  | 200000 | 200998 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.37%, 07/15/28 *(a)(b)* | 200000 | 203930 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.59%, 08/08/28  | 200000 | 207640 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.61%, 11/07/28  | 200000 | 214040 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.31%, 06/27/29  | 200000 | 194762 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.57%, 01/17/30  | 200000 | 209208 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.54%, 03/14/30 *(a)(b)* | 200000 | 207508 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 11/06/30  | 200000 | 201260 |
| **Bank of America Corp.** | **Bank of America Corp.** | **Bank of America Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 10/21/27 *(a)* | 400000 | 395904 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.18%, 11/25/27 *(a)* | 300000 | 300465 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.82%, 01/20/28 *(a)(b)* | 300000 | 299172 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.55%, 02/04/28 *(a)(b)* | 300000 | 294741 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.71%, 04/24/28 *(a)(b)* | 300000 | 298533 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 04/27/28 *(a)(b)* | 400000 | 401600 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.59%, 07/21/28 *(a)(b)* | 250000 | 248138 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 07/22/28 *(a)(b)* | 500000 | 507225 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.20%, 11/10/28 *(a)(b)* | 150000 | 156006 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.42%, 12/20/28 *(a)(b)* | 700000 | 691810 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.98%, 01/24/29 *(a)(b)* | 300000 | 305724 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.97%, 03/05/29 *(a)(b)* | 400000 | 399396 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 04/25/29 *(a)(b)* | 500000 | 512930 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.62%, 05/09/29 *(a)(b)* | 300000 | 304218 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.09%, 06/14/29 *(a)(b)* | 400000 | 381232 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.27%, 07/23/29 *(a)(b)* | 500000 | 502950 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.82%, 09/15/29 *(a)(b)* | 450000 | 470466 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.97%, 02/07/30 *(a)(b)* | 400000 | 398540 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.19%, 07/23/30 *(a)(b)* | 350000 | 339080 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 10/22/30 *(a)(b)* | 200000 | 190990 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.16%, 01/24/31 *(a)(b)* | 400000 | 415060 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 02/13/31 *(a)(b)* | 300000 | 280569 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.59%, 04/29/31 *(a)(b)* | 350000 | 327509 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.90%, 07/23/31 *(a)(b)* | 570000 | 514123 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.92%, 10/24/31 *(a)(b)* | 400000 | 358728 |
| **Bank of Montreal** | **Bank of Montreal** | **Bank of Montreal** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 03/08/27  | 100000 | 98453 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.37%, 06/04/27  | 200000 | 204252 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 09/14/27 *(a)* | 200000 | 202684 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 02/01/28 *(a)* | 200000 | 205212 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.06%, 09/22/28 *(a)(b)* | 100000 | 100072 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.72%, 09/25/28 *(a)* | 200000 | 208954 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 01/27/29 *(a)(b)* | 100000 | 102025 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.64%, 09/10/30 *(a)(b)* | 100000 | 101519 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 09/22/31 *(a)(b)* | 130000 | 130319 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 12/15/32 *(a)(b)* | 200000 | 197304 |
| **Bank of New York Mellon Corp.** | **Bank of New York Mellon Corp.** | **Bank of New York Mellon Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.05%, 01/26/27 *(a)* | 100000 | 98033 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 05/16/27 *(a)* | 200000 | 198562 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 01/29/28 *(a)* | 200000 | 198508 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.44%, 02/07/28 *(a)(b)* | 150000 | 149117 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.44%, 06/09/28 *(a)(b)* | 100000 | 100722 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.99%, 06/13/28 *(a)(b)* | 150000 | 150189 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.80%, 10/25/28 *(a)(b)* | 200000 | 206786 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 10/30/28 *(a)* | 150000 | 146028 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.54%, 02/01/29 *(a)(b)* | 100000 | 101219 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 04/26/29 *(a)* | 150000 | 150171 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 08/23/29 *(a)* | 50000 | 48673 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.32%, 10/25/29 *(a)(b)* | 150000 | 159542 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.98%, 03/14/30 *(a)(b)* | 150000 | 154625 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.94%, 02/11/31 *(a)(b)* | 200000 | 206058 |
| **Bank of Nova Scotia** | **Bank of Nova Scotia** | **Bank of Nova Scotia** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 12/07/26  | 200000 | 202782 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.95%, 02/02/27  | 175000 | 171218 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 03/11/27  | 200000 | 197684 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 09/08/28 *(a)(b)* | 100000 | 100560 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.04%, 09/15/28 *(a)(b)* | 110000 | 109922 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.93%, 02/14/29 *(a)(b)* | 200000 | 203700 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 08/01/29  | 50000 | 52274 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 02/01/30  | 200000 | 205202 |

---

**86**

------

Schwab Short-Term Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 02/14/31 *(a)(b)* | 150000 | 154871 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.34%, 09/15/31 *(a)(b)* | 110000 | 110014 |
| **BankUnited, Inc.** | **BankUnited, Inc.** | **BankUnited, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 06/11/30 *(a)* | 40000 | 40210 |
| **Barclays PLC** | **Barclays PLC** | **Barclays PLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.34%, 01/10/28 *(a)* | 200000 | 200412 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.67%, 03/12/28 *(a)(b)* | 200000 | 203690 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.84%, 05/09/28 *(a)* | 300000 | 301956 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 08/09/28 *(a)(b)* | 200000 | 204192 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.84%, 09/10/28 *(a)(b)* | 200000 | 202318 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.39%, 11/02/28 *(a)(b)* | 200000 | 211666 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.09%, 02/25/29 *(a)(b)* | 200000 | 203858 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.97%, 05/16/29 *(a)(b)* | 300000 | 305256 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.49%, 09/13/29 *(a)(b)* | 200000 | 211780 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.48%, 11/11/29 *(a)(b)* | 200000 | 201264 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.69%, 03/12/30 *(a)(b)* | 300000 | 312606 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.09%, 06/20/30 *(a)(b)* | 200000 | 203706 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.94%, 09/10/30 *(a)(b)* | 200000 | 204148 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.37%, 02/25/31 *(a)(b)* | 200000 | 207174 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 06/24/31 *(a)(b)* | 200000 | 185390 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.56%, 09/23/35 *(a)(b)* | 200000 | 189108 |
| **Canadian Imperial Bank of Commerce** | **Canadian Imperial Bank of Commerce** | **Canadian Imperial Bank of Commerce** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 04/07/27 *(a)* | 250000 | 248595 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.86%, 01/13/28 *(a)(b)* | 100000 | 100852 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 04/28/28 *(a)* | 150000 | 153527 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.24%, 09/08/28 *(a)(b)* | 110000 | 110323 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.99%, 10/03/28 *(a)* | 250000 | 263122 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.86%, 03/30/29 *(a)(b)* | 200000 | 203284 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.26%, 04/08/29 *(a)* | 200000 | 207494 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 09/11/30 *(a)(b)* | 100000 | 101589 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 01/13/31 *(a)(b)* | 100000 | 103681 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.58%, 09/08/31 *(a)(b)* | 130000 | 131307 |
| **Capital One Financial Corp.** | **Capital One Financial Corp.** | **Capital One Financial Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 02/09/27 *(a)* | 150000 | 149946 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 05/11/27 *(a)* | 250000 | 248690 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 01/31/28 *(a)* | 200000 | 198964 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.93%, 05/10/28 *(a)(b)* | 200000 | 202178 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.47%, 02/01/29 *(a)(b)* | 250000 | 256642 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.31%, 06/08/29 *(a)(b)* | 250000 | 262590 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 02/01/30 *(a)(b)* | 150000 | 156245 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.27%, 03/01/30 *(a)(b)* | 250000 | 242745 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 07/26/30 *(a)(b)* | 100000 | 103131 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.46%, 07/26/30 *(a)(b)* | 200000 | 207648 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.49%, 09/11/31 *(a)(b)* | 160000 | 159944 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.62%, 10/30/31 *(a)(b)* | 280000 | 317066 |
| **Citibank NA** | **Citibank NA** | **Citibank NA** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.49%, 12/04/26 *(a)* | 250000 | 253505 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.58%, 05/29/27 *(a)* | 250000 | 252472 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.80%, 09/29/28 *(a)* | 350000 | 367423 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.84%, 08/06/29 *(a)* | 250000 | 256620 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.91%, 05/29/30 *(a)* | 300000 | 309618 |
| **Citigroup, Inc.** | **Citigroup, Inc.** | **Citigroup, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 09/29/27  | 500000 | 502530 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.89%, 01/10/28 *(a)(b)* | 400000 | 399072 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.63%, 01/15/28  | 50000 | 52850 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.07%, 02/24/28 *(a)(b)* | 400000 | 395028 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.64%, 05/07/28 *(a)(b)* | 300000 | 302223 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.66%, 05/24/28 *(a)(b)* | 250000 | 252160 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.67%, 07/24/28 *(a)(b)* | 350000 | 347676 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 07/25/28  | 300000 | 300276 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.52%, 10/27/28 *(a)(b)* | 300000 | 296955 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.79%, 03/04/29 *(a)(b)* | 300000 | 304440 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.08%, 04/23/29 *(a)(b)* | 300000 | 299943 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.17%, 02/13/30 *(a)(b)* | 400000 | 411704 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.98%, 03/20/30 *(a)(b)* | 300000 | 297834 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.54%, 09/19/30 *(a)(b)* | 400000 | 404148 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.98%, 11/05/30 *(a)(b)* | 300000 | 286434 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.67%, 01/29/31 *(a)(b)* | 300000 | 281322 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.41%, 03/31/31 *(a)(b)* | 500000 | 501455 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 05/07/31 *(a)(b)* | 300000 | 307518 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.57%, 06/03/31 *(a)(b)* | 485000 | 450390 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 09/11/31 *(a)(b)* | 400000 | 402728 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.59%, 11/19/34 *(a)(b)* | 175000 | 180201 |
| **Citizens Financial Group, Inc.** | **Citizens Financial Group, Inc.** | **Citizens Financial Group, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.84%, 01/23/30 *(a)(b)* | 200000 | 208508 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 04/30/30 *(a)* | 150000 | 143045 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 03/05/31 *(a)(b)* | 100000 | 102571 |
| **Comerica, Inc.** | **Comerica, Inc.** | **Comerica, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.98%, 01/30/30 *(a)(b)* | 150000 | 156348 |
| **Commonwealth Bank of Australia** | **Commonwealth Bank of Australia** | **Commonwealth Bank of Australia** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.42%, 03/14/28  | 250000 | 253455 |
| **Cooperatieve Rabobank UA** | **Cooperatieve Rabobank UA** | **Cooperatieve Rabobank UA** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 01/09/29  | 250000 | 256657 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.49%, 10/17/29  | 250000 | 255515 |
| **Deutsche Bank AG** | **Deutsche Bank AG** | **Deutsche Bank AG** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.55%, 01/07/28 *(a)(b)* | 200000 | 196272 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.37%, 01/10/29 *(a)(b)* | 200000 | 204312 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.72%, 01/18/29 *(a)(b)* | 200000 | 209696 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.82%, 11/20/29 *(a)(b)* | 250000 | 267270 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 09/11/30 *(a)(b)* | 150000 | 152637 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 05/09/31 *(a)(b)* | 200000 | 205622 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 07/08/31 *(a)(b)* | 200000 | 208204 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 08/04/31 *(a)(b)* | 230000 | 233409 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 09/18/31 *(a)(b)* | 190000 | 181197 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 12/01/32 *(a)(b)* | 200000 | 200382 |
| **Fifth Third Bancorp** | **Fifth Third Bancorp** | **Fifth Third Bancorp** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.55%, 05/05/27 *(a)* | 175000 | 171413 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 03/14/28 *(a)* | 100000 | 99789 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.36%, 10/27/28 *(a)(b)* | 250000 | 260355 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.34%, 07/27/29 *(a)(b)* | 200000 | 210772 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.77%, 07/28/30 *(a)(b)* | 100000 | 101429 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 09/06/30 *(a)(b)* | 100000 | 101809 |
| **First Citizens BancShares, Inc.** | **First Citizens BancShares, Inc.** | **First Citizens BancShares, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.23%, 03/12/31 *(a)(b)* | 100000 | 101561 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 09/05/35 *(a)(b)* | 80000 | 79929 |
| **First Horizon Bank** | **First Horizon Bank** | **First Horizon Bank** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 05/01/30 *(a)* | 250000 | 259297 |
| **FNB Corp.** | **FNB Corp.** | **FNB Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.72%, 12/11/30 *(a)(b)* | 75000 | 76693 |
| **Goldman Sachs Group, Inc.** | **Goldman Sachs Group, Inc.** | **Goldman Sachs Group, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 01/15/27  | 100000 | 102167 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 01/26/27 *(a)* | 300000 | 299508 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.64%, 02/24/28 *(a)(b)* | 400000 | 392876 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.62%, 03/15/28 *(a)(b)* | 600000 | 596268 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.94%, 04/23/28 *(a)(b)* | 250000 | 252852 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.69%, 06/05/28 *(a)(b)* | 375000 | 372671 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.48%, 08/23/28 *(a)(b)* | 250000 | 251742 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.81%, 04/23/29 *(a)(b)* | 400000 | 397400 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.22%, 05/01/29 *(a)(b)* | 400000 | 400908 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 10/21/29 *(a)(b)* | 340000 | 340292 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.48%, 10/24/29 *(a)(b)* | 500000 | 531790 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.60%, 02/07/30 *(a)* | 200000 | 188046 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 03/15/30 *(a)* | 300000 | 296172 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.73%, 04/25/30 *(a)(b)* | 350000 | 366642 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 07/23/30 *(a)(b)* | 300000 | 308181 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.69%, 10/23/30 *(a)(b)* | 300000 | 305067 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.21%, 01/28/31 *(a)(b)* | 300000 | 310842 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.22%, 04/23/31 *(a)(b)* | 400000 | 414580 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.37%, 10/21/31 *(a)(b)* | 410000 | 410525 |
| **HSBC Holdings PLC** | **HSBC Holdings PLC** | **HSBC Holdings PLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.04%, 03/13/28 *(a)(b)* | 400000 | 399440 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 05/17/28 *(a)(b)* | 300000 | 305982 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.76%, 06/09/28 *(a)(b)* | 400000 | 403496 |

---

**87**

------

Schwab Short-Term Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.21%, 08/11/28 *(a)(b)* | 250000 | 254212 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.01%, 09/22/28 *(a)(b)* | 200000 | 192632 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.39%, 11/03/28 *(a)(b)* | 250000 | 264702 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 11/19/28 *(a)(b)* | 200000 | 203752 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 03/03/29 *(a)(b)* | 200000 | 203084 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.16%, 03/09/29 *(a)(b)* | 200000 | 208494 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.58%, 06/19/29 *(a)(b)* | 500000 | 504725 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.21%, 08/17/29 *(a)(b)* | 200000 | 190010 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.55%, 03/04/30 *(a)(b)* | 225000 | 233703 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 03/31/30  | 200000 | 205914 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.97%, 05/22/30 *(a)(b)* | 500000 | 495160 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.29%, 11/19/30 *(a)(b)* | 300000 | 310542 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 03/03/31 *(a)(b)* | 200000 | 205656 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.24%, 05/13/31 *(a)(b)* | 400000 | 413524 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 06/04/31 *(a)(b)* | 200000 | 187438 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.36%, 08/18/31 *(a)(b)* | 200000 | 182768 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.62%, 11/06/31 *(a)(b)* | 310000 | 312189 |
| **HSBC USA, Inc.** | **HSBC USA, Inc.** | **HSBC USA, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.29%, 03/04/27  | 200000 | 203256 |
| **Huntington Bancshares, Inc.** | **Huntington Bancshares, Inc.** | **Huntington Bancshares, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.21%, 08/21/29 *(a)(b)* | 200000 | 210136 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.27%, 01/15/31 *(a)(b)* | 200000 | 206594 |
| **Huntington National Bank** | **Huntington National Bank** | **Huntington National Bank** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 05/17/28 *(a)(b)* | 250000 | 251512 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 01/10/30 *(a)* | 250000 | 262525 |
| **ING Groep NV** | **ING Groep NV** | **ING Groep NV** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 03/29/27  | 200000 | 199786 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.02%, 03/28/28 *(a)(b)* | 300000 | 299706 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 10/02/28  | 300000 | 304140 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 04/09/29  | 200000 | 199676 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.34%, 03/19/30 *(a)(b)* | 200000 | 207304 |
| **JPMorgan Chase & Co.** | **JPMorgan Chase & Co.** | **JPMorgan Chase & Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 12/15/26  | 300000 | 300399 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 10/01/27  | 200000 | 201532 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 12/01/27 *(a)* | 150000 | 149123 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.04%, 01/23/28 *(a)(b)* | 400000 | 404228 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.78%, 02/01/28 *(a)(b)* | 450000 | 448663 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 02/24/28 *(a)(b)* | 200000 | 197374 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.57%, 04/22/28 *(a)(b)* | 300000 | 306072 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.32%, 04/26/28 *(a)(b)* | 500000 | 502210 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.54%, 05/01/28 *(a)(b)* | 300000 | 298071 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.18%, 06/01/28 *(a)(b)* | 350000 | 340802 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.98%, 07/22/28 *(a)(b)* | 350000 | 355390 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 07/25/28 *(a)(b)* | 600000 | 608058 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.51%, 10/22/28 *(a)(b)* | 200000 | 201922 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.51%, 01/23/29 *(a)(b)* | 350000 | 346342 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.92%, 01/24/29 *(a)(b)* | 300000 | 305772 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.01%, 04/23/29 *(a)(b)* | 350000 | 349748 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.07%, 06/01/29 *(a)(b)* | 250000 | 238593 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 07/23/29 *(a)(b)* | 250000 | 250860 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 07/24/29 *(a)(b)* | 400000 | 412600 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.09%, 10/23/29 *(a)(b)* | 200000 | 211190 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 12/05/29 *(a)(b)* | 350000 | 353948 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.01%, 01/23/30 *(a)(b)* | 350000 | 359502 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.58%, 04/22/30 *(a)(b)* | 400000 | 418728 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 05/06/30 *(a)(b)* | 300000 | 296187 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.57%, 06/14/30 *(a)(b)* | 250000 | 253640 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 07/22/30 *(a)(b)* | 400000 | 411868 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.75%, 09/01/30  | 70000 | 82684 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.74%, 10/15/30 *(a)(b)* | 500000 | 475535 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 10/22/30 *(a)(b)* | 350000 | 356013 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.14%, 01/24/31 *(a)(b)* | 300000 | 311232 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.49%, 03/24/31 *(a)(b)* | 400000 | 405312 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.52%, 04/22/31 *(a)(b)* | 350000 | 327208 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 04/22/31 *(a)(b)* | 350000 | 363118 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.96%, 05/13/31 *(a)(b)* | 400000 | 377900 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.26%, 10/22/31 *(a)(b)* | 270000 | 270381 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.76%, 11/19/31 *(a)(b)* | 170000 | 151399 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **JPMorgan Chase Bank NA** | **JPMorgan Chase Bank NA** | **JPMorgan Chase Bank NA** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.11%, 12/08/26 *(a)* | 250000 | 252802 |
| **KeyBank NA** | **KeyBank NA** | **KeyBank NA** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.85%, 11/15/27 *(a)* | 250000 | 257737 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.39%, 12/14/27  | 250000 | 251595 |
| **KeyCorp** | **KeyCorp** | **KeyCorp** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 04/06/27  | 250000 | 243813 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.12%, 04/04/31 *(a)(b)* | 100000 | 102878 |
| **Lloyds Banking Group PLC** | **Lloyds Banking Group PLC** | **Lloyds Banking Group PLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 01/11/27  | 200000 | 199508 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.46%, 01/05/28 *(a)(b)* | 200000 | 202822 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 03/18/28 *(a)(b)* | 250000 | 248863 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 03/22/28  | 200000 | 201396 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 08/16/28  | 200000 | 202390 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.57%, 11/07/28 *(a)(b)* | 300000 | 297054 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.87%, 03/06/29 *(a)(b)* | 200000 | 207616 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.82%, 06/13/29 *(a)(b)* | 200000 | 203310 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.72%, 06/05/30 *(a)(b)* | 200000 | 209906 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.43%, 11/04/31 *(a)(b)* | 200000 | 200508 |
| **M&T Bank Corp.** | **M&T Bank Corp.** | **M&T Bank Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.41%, 10/30/29 *(a)(b)* | 100000 | 108451 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.18%, 07/08/31 *(a)(b)* | 100000 | 102636 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 07/30/35 *(a)(b)* | 100000 | 100912 |
| **Manufacturers & Traders Trust Co.** | **Manufacturers & Traders Trust Co.** | **Manufacturers & Traders Trust Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 01/27/28 *(a)* | 250000 | 253550 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.76%, 07/06/28 *(a)(b)* | 250000 | 252285 |
| **Mitsubishi UFJ Financial Group, Inc.** | **Mitsubishi UFJ Financial Group, Inc.** | **Mitsubishi UFJ Financial Group, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.29%, 07/25/27  | 200000 | 198206 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.08%, 04/19/28 *(a)(b)* | 200000 | 200012 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 09/13/28 *(a)(b)* | 250000 | 255712 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.42%, 02/22/29 *(a)(b)* | 200000 | 205926 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.74%, 03/07/29  | 200000 | 198408 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.24%, 04/19/29 *(a)(b)* | 200000 | 205444 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 07/18/29  | 200000 | 193776 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.56%, 02/25/30  | 200000 | 187460 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.26%, 04/17/30 *(a)(b)* | 200000 | 206930 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.05%, 07/17/30  | 200000 | 182086 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 01/16/31 *(a)(b)* | 200000 | 207110 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.16%, 04/24/31 *(a)(b)* | 200000 | 207284 |
| **Mizuho Financial Group, Inc.** | **Mizuho Financial Group, Inc.** | **Mizuho Financial Group, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.02%, 03/05/28  | 200000 | 200544 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.41%, 09/13/28 *(a)(b)* | 200000 | 204828 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.67%, 05/27/29 *(a)(b)* | 200000 | 207508 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.78%, 07/06/29 *(a)(b)* | 200000 | 208388 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 09/11/29 *(a)(b)* | 200000 | 200804 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 05/26/30 *(a)(b)* | 200000 | 207552 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 07/10/30 *(a)(b)* | 200000 | 207636 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 07/16/30 *(a)(b)* | 200000 | 192784 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 05/13/31 *(a)(b)* | 200000 | 206372 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.74%, 05/27/31 *(a)(b)* | 200000 | 211424 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.20%, 07/10/31 *(a)(b)* | 200000 | 182408 |
| **Morgan Stanley** | **Morgan Stanley** | **Morgan Stanley** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 01/20/27  | 400000 | 398792 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 04/23/27  | 300000 | 299964 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.48%, 01/21/28 *(a)(b)* | 400000 | 392772 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 04/13/28 *(a)(b)* | 200000 | 204166 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.21%, 04/20/28 *(a)(b)* | 200000 | 200340 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.59%, 07/22/28 *(a)(b)* | 500000 | 495565 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.30%, 10/18/28 *(a)(b)* | 400000 | 415980 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.77%, 01/24/29 *(a)(b)* | 250000 | 248438 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.12%, 02/01/29 *(a)(b)* | 300000 | 306495 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.99%, 04/12/29 *(a)(b)* | 300000 | 306051 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.16%, 04/20/29 *(a)(b)* | 350000 | 358473 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 07/20/29 *(a)(b)* | 350000 | 361784 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 10/18/29 *(a)(b)* | 290000 | 290151 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.41%, 11/01/29 *(a)(b)* | 300000 | 318693 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.17%, 01/16/30 *(a)(b)* | 385000 | 396458 |

---

**88**

------

Schwab Short-Term Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.43%, 01/23/30 *(a)(b)* | 450000 | 453586 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.66%, 04/18/30 *(a)(b)* | 350000 | 365995 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.04%, 07/19/30 *(a)(b)* | 300000 | 308535 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 10/18/30 *(a)(b)* | 300000 | 304659 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.23%, 01/15/31 *(a)(b)* | 300000 | 310521 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 01/22/31 *(a)(b)* | 400000 | 376160 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.62%, 04/01/31 *(a)(b)* | 400000 | 389956 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.19%, 04/17/31 *(a)(b)* | 450000 | 466083 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.36%, 10/22/31 *(a)(b)* | 340000 | 340466 |
| **Morgan Stanley Bank NA** | **Morgan Stanley Bank NA** | **Morgan Stanley Bank NA** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 01/14/28 *(a)(b)* | 250000 | 252260 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 05/26/28 *(a)(b)* | 300000 | 306216 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.97%, 07/14/28 *(a)(b)* | 250000 | 253627 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.02%, 01/12/29 *(a)(b)* | 300000 | 305826 |
| **Morgan Stanley Private Bank NA** | **Morgan Stanley Private Bank NA** | **Morgan Stanley Private Bank NA** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.47%, 07/06/28 *(a)(b)* | 260000 | 261708 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 11/17/28 *(a)(b)* | 250000 | 250529 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.73%, 07/18/31 *(a)(b)* | 400000 | 407076 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.47%, 11/19/31 *(a)(b)* | 410000 | 412335 |
| **National Australia Bank Ltd.** | **National Australia Bank Ltd.** | **National Australia Bank Ltd.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.91%, 06/09/27  | 275000 | 275465 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.94%, 01/12/28  | 250000 | 255805 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.31%, 06/13/28  | 250000 | 253042 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 06/13/28  | 250000 | 256445 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.53%, 06/13/30  | 250000 | 255590 |
| **National Bank of Canada** | **National Bank of Canada** | **National Bank of Canada** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 10/10/29  | 250000 | 253242 |
| **NatWest Group PLC** | **NatWest Group PLC** | **NatWest Group PLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.58%, 03/01/28 *(a)(b)* | 200000 | 203592 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.07%, 05/22/28 *(a)(b)* | 200000 | 197164 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.89%, 05/18/29 *(a)(b)* | 100000 | 101750 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.08%, 01/27/30 *(a)(b)* | 300000 | 307338 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 05/08/30 *(a)(b)* | 200000 | 201318 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.96%, 08/15/30 *(a)(b)* | 200000 | 204716 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.12%, 05/23/31 *(a)(b)* | 200000 | 206006 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.48%, 06/01/34 *(a)(b)* | 200000 | 210464 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.03%, 11/28/35 *(a)(b)* | 200000 | 184592 |
| **Northern Trust Corp.** | **Northern Trust Corp.** | **Northern Trust Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 05/10/27 *(a)* | 200000 | 200452 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 08/03/28 *(a)* | 50000 | 49858 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 05/03/29 *(a)* | 50000 | 48784 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.95%, 05/01/30 *(a)* | 100000 | 91713 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 11/19/30  | 70000 | 70327 |
| **PNC Bank NA** | **PNC Bank NA** | **PNC Bank NA** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.43%, 07/21/28 *(a)(b)* | 250000 | 251630 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 07/26/28  | 250000 | 250205 |
| **PNC Financial Services Group, Inc.** | **PNC Financial Services Group, Inc.** | **PNC Financial Services Group, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 01/21/28 *(a)(b)* | 200000 | 202714 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 12/02/28 *(a)(b)* | 250000 | 256285 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 04/23/29 *(a)* | 250000 | 246408 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.58%, 06/12/29 *(a)(b)* | 500000 | 518495 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.55%, 01/22/30 *(a)* | 250000 | 235778 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.49%, 05/14/30 *(a)(b)* | 250000 | 260740 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.22%, 01/29/31 *(a)(b)* | 100000 | 103710 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 05/13/31 *(a)(b)* | 200000 | 205114 |
| **Regions Financial Corp.** | **Regions Financial Corp.** | **Regions Financial Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.72%, 06/06/30 *(a)(b)* | 150000 | 156371 |
| **Royal Bank of Canada** | **Royal Bank of Canada** | **Royal Bank of Canada** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 05/04/27  | 250000 | 249358 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.24%, 08/03/27  | 250000 | 251682 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 11/01/27  | 250000 | 259832 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 01/12/28  | 150000 | 153194 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.72%, 03/27/28 *(a)(b)* | 200000 | 201870 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 08/01/28  | 150000 | 154880 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.52%, 10/18/28 *(a)(b)* | 100000 | 100966 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.97%, 01/24/29 *(a)(b)* | 200000 | 203702 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 02/01/29  | 150000 | 154475 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 08/06/29 *(a)(b)* | 100000 | 101114 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.97%, 08/02/30 *(a)(b)* | 175000 | 179667 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 10/18/30 *(a)(b)* | 250000 | 253982 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 02/04/31 *(a)(b)* | 275000 | 284210 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.97%, 05/02/31 *(a)(b)* | 100000 | 102756 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 08/06/31 *(a)(b)* | 130000 | 132206 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.31%, 11/03/31 *(a)(b)* | 140000 | 139896 |
| **Santander Holdings USA, Inc.** | **Santander Holdings USA, Inc.** | **Santander Holdings USA, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 07/13/27 *(a)* | 175000 | 175527 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.49%, 01/06/28 *(a)(b)* | 150000 | 146964 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 03/09/29 *(a)(b)* | 125000 | 130353 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.47%, 03/20/29 *(a)(b)* | 100000 | 102125 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.57%, 06/12/29 *(a)(b)* | 50000 | 52339 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.17%, 01/09/30 *(a)(b)* | 125000 | 130568 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 09/06/30 *(a)(b)* | 100000 | 102423 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.74%, 03/20/31 *(a)(b)* | 50000 | 51805 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.66%, 11/09/31 *(a)(b)* | 80000 | 89838 |
| **Santander U.K. Group Holdings PLC** | **Santander U.K. Group Holdings PLC** | **Santander U.K. Group Holdings PLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.47%, 01/11/28 *(a)(b)* | 250000 | 245188 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.82%, 11/03/28 *(a)(b)* | 200000 | 198484 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.32%, 09/22/29 *(a)(b)* | 200000 | 200268 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.86%, 09/11/30 *(a)(b)* | 200000 | 203008 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.69%, 04/15/31 *(a)(b)* | 200000 | 209462 |
| **Simmons First National Corp.** | **Simmons First National Corp.** | **Simmons First National Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 10/01/35 *(a)(b)* | 40000 | 40516 |
| **Southstate Bank Corp.** | **Southstate Bank Corp.** | **Southstate Bank Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 06/13/35 *(a)(b)* | 50000 | 52699 |
| **State Street Corp.** | **State Street Corp.** | **State Street Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.99%, 03/18/27 *(a)* | 100000 | 101355 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.33%, 10/22/27 *(a)* | 100000 | 101047 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.20%, 02/07/28 *(a)(b)* | 200000 | 195922 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.54%, 02/28/28 *(a)* | 250000 | 253812 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.82%, 11/04/28 *(a)(b)* | 75000 | 77603 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.53%, 02/20/29 *(a)(b)* | 100000 | 101220 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.68%, 11/21/29 *(a)(b)* | 150000 | 157302 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.14%, 12/03/29 *(a)(b)* | 100000 | 100552 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 01/24/30  | 100000 | 94530 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.83%, 04/24/30 *(a)* | 200000 | 206314 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 03/30/31 *(a)(b)* | 100000 | 96438 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.03%, 11/01/34 *(a)(b)* | 75000 | 70913 |
| **Sumitomo Mitsui Financial Group, Inc.** | **Sumitomo Mitsui Financial Group, Inc.** | **Sumitomo Mitsui Financial Group, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 01/11/27  | 200000 | 198894 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.17%, 01/14/27  | 200000 | 196076 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.36%, 07/12/27  | 200000 | 198384 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.52%, 01/13/28  | 250000 | 257950 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.54%, 01/17/28  | 200000 | 198444 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.80%, 07/13/28  | 200000 | 209062 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.72%, 09/14/28  | 200000 | 208804 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.90%, 09/17/28  | 250000 | 236113 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.04%, 07/16/29  | 400000 | 385176 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.72%, 09/27/29  | 200000 | 190188 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.71%, 01/13/30  | 200000 | 211350 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.13%, 07/08/30  | 200000 | 182652 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.85%, 07/13/30  | 200000 | 213794 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.14%, 09/23/30  | 70000 | 63422 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.66%, 07/08/31 *(a)(b)* | 200000 | 203092 |
| **Synchrony Bank** | **Synchrony Bank** | **Synchrony Bank** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 08/23/27 *(a)* | 250000 | 255187 |
| **Synchrony Financial** | **Synchrony Financial** | **Synchrony Financial** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 12/01/27 *(a)* | 50000 | 49616 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 03/19/29 *(a)* | 100000 | 101647 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.02%, 07/29/29 *(a)(b)* | 70000 | 70727 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.94%, 08/02/30 *(a)(b)* | 50000 | 51975 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 03/06/31 *(a)(b)* | 100000 | 102341 |
| **Synovus Financial Corp.** | **Synovus Financial Corp.** | **Synovus Financial Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.17%, 11/01/30 *(a)(b)* | 75000 | 77954 |

---

**89**

------

Schwab Short-Term Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **Toronto-Dominion Bank** | **Toronto-Dominion Bank** | **Toronto-Dominion Bank** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.57%, 12/17/26  | 200000 | 201300 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.95%, 01/12/27  | 100000 | 97914 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 03/10/27  | 250000 | 246498 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.11%, 06/08/27  | 250000 | 250552 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.69%, 09/15/27  | 300000 | 303948 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.16%, 01/10/28  | 200000 | 204646 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.86%, 01/31/28  | 250000 | 254412 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.57%, 06/02/28  | 100000 | 101335 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.52%, 07/17/28  | 150000 | 155649 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.11%, 10/13/28  | 140000 | 140379 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.99%, 04/05/29  | 100000 | 102858 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.78%, 12/17/29  | 125000 | 128214 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.81%, 06/03/30  | 90000 | 92102 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 09/10/34 *(a)(b)* | 100000 | 101673 |
| **Truist Bank** | **Truist Bank** | **Truist Bank** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.42%, 07/24/28 *(a)(b)* | 250000 | 251275 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 03/11/30 *(a)* | 250000 | 229863 |
| **Truist Financial Corp.** | **Truist Financial Corp.** | **Truist Financial Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.13%, 08/03/27 *(a)* | 150000 | 143298 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.87%, 01/26/29 *(a)(b)* | 250000 | 253885 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.89%, 06/07/29 *(a)(b)* | 200000 | 189464 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.16%, 10/30/29 *(a)(b)* | 250000 | 270675 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.44%, 01/24/30 *(a)(b)* | 150000 | 155742 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.95%, 06/05/30 *(a)* | 90000 | 81783 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.07%, 05/20/31 *(a)(b)* | 200000 | 206000 |
| **U.S. Bancorp** | **U.S. Bancorp** | **U.S. Bancorp** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 04/27/27 *(a)* | 150000 | 148596 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.22%, 01/27/28 *(a)(b)* | 200000 | 195780 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 07/22/28 *(a)(b)* | 200000 | 201590 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 02/01/29 *(a)(b)* | 300000 | 303804 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.78%, 06/12/29 *(a)(b)* | 250000 | 260247 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 01/23/30 *(a)(b)* | 250000 | 259477 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.38%, 07/22/30 *(a)* | 140000 | 124083 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 07/23/30 *(a)(b)* | 200000 | 206386 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 02/12/31 *(a)(b)* | 200000 | 206058 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.08%, 05/15/31 *(a)(b)* | 200000 | 206664 |
| **U.S. Bank NA** | **U.S. Bank NA** | **U.S. Bank NA** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.73%, 05/15/28 *(a)(b)* | 250000 | 252375 |
| **UBS AG** | **UBS AG** | **UBS AG** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.86%, 01/10/28 *(a)(b)* | 250000 | 252205 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 09/11/28  | 250000 | 261357 |
| **Webster Financial Corp.** | **Webster Financial Corp.** | **Webster Financial Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.78%, 09/11/35 *(a)(b)* | 50000 | 50106 |
| **Wells Fargo & Co.** | **Wells Fargo & Co.** | **Wells Fargo & Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 07/22/27  | 400000 | 401788 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 01/24/28 *(a)(b)* | 300000 | 302676 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.53%, 03/24/28 *(a)(b)* | 500000 | 496455 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.71%, 04/22/28 *(a)(b)* | 400000 | 408772 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.58%, 05/22/28 *(a)(b)* | 500000 | 496495 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.39%, 06/02/28 *(a)(b)* | 500000 | 487940 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.81%, 07/25/28 *(a)(b)* | 500000 | 505715 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 01/24/29 *(a)* | 350000 | 351137 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.97%, 04/23/29 *(a)(b)* | 250000 | 254975 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.57%, 07/25/29 *(a)(b)* | 700000 | 725746 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.08%, 09/15/29 *(a)(b)* | 200000 | 199966 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.30%, 10/23/29 *(a)(b)* | 400000 | 423780 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 01/23/30 *(a)(b)* | 400000 | 412828 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 10/30/30 *(a)(b)* | 350000 | 333952 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.24%, 01/24/31 *(a)(b)* | 400000 | 415740 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.57%, 02/11/31 *(a)(b)* | 400000 | 374764 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.48%, 04/04/31 *(a)(b)* | 450000 | 455188 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 04/23/31 *(a)(b)* | 450000 | 466249 |
| **Wells Fargo Bank NA** | **Wells Fargo Bank NA** | **Wells Fargo Bank NA** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 12/11/26 *(a)* | 250000 | 253267 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **Westpac Banking Corp.** | **Westpac Banking Corp.** | **Westpac Banking Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 03/08/27  | 200000 | 198978 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.46%, 11/18/27  | 250000 | 257960 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 01/25/28  | 200000 | 198350 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.54%, 11/17/28  | 200000 | 209648 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.95%, 11/20/28  | 200000 | 189686 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 01/16/30  | 100000 | 95208 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 07/01/30  | 100000 | 101493 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.11%, 07/24/34 *(a)(b)* | 150000 | 147845 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.67%, 11/15/35 *(a)(b)* | 180000 | 163109 |
| **Zions Bancorp NA** | **Zions Bancorp NA** | **Zions Bancorp NA** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 08/18/28 *(a)(b)* | 250000 | 249688 |
|  |  | **121840791** |
| ***Brokerage/Asset Managers/Exchanges 0.5%***  | ***Brokerage/Asset Managers/Exchanges 0.5%***  | ***Brokerage/Asset Managers/Exchanges 0.5%***  |
| **Affiliated Managers Group, Inc.** | **Affiliated Managers Group, Inc.** | **Affiliated Managers Group, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 06/15/30 *(a)* | 40000 | 38302 |
| **Ameriprise Financial, Inc.** | **Ameriprise Financial, Inc.** | **Ameriprise Financial, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 12/15/28 *(a)* | 100000 | 104792 |
| **ARES Management Corp.** | **ARES Management Corp.** | **ARES Management Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.38%, 11/10/28 *(a)* | 100000 | 105785 |
| **BGC Group, Inc.** | **BGC Group, Inc.** | **BGC Group, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.00%, 05/25/28 *(a)* | 75000 | 80147 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.60%, 06/10/29 *(a)* | 75000 | 78293 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.15%, 04/02/30 *(a)* | 200000 | 206488 |
| **BlackRock Funding, Inc.** | **BlackRock Funding, Inc.** | **BlackRock Funding, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 07/26/27 *(a)* | 100000 | 101310 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 03/14/29 *(a)* | 100000 | 102501 |
| **BlackRock, Inc.** | **BlackRock, Inc.** | **BlackRock, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 03/15/27  | 100000 | 99366 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 04/30/29 *(a)* | 100000 | 98158 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 04/30/30 *(a)* | 150000 | 140571 |
| **Blackstone Reg Finance Co. LLC** | **Blackstone Reg Finance Co. LLC** | **Blackstone Reg Finance Co. LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 11/03/30 *(a)* | 80000 | 80145 |
| **Brookfield Asset Management Ltd.** | **Brookfield Asset Management Ltd.** | **Brookfield Asset Management Ltd.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 11/15/30 *(a)* | 80000 | 80575 |
| **Brookfield Finance, Inc.** | **Brookfield Finance, Inc.** | **Brookfield Finance, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 01/25/28 *(a)* | 200000 | 199378 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 03/29/29 *(a)* | 175000 | 178220 |
| **Cboe Global Markets, Inc.** | **Cboe Global Markets, Inc.** | **Cboe Global Markets, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 01/12/27 *(a)* | 150000 | 149499 |
| **Charles Schwab Corp.** | **Charles Schwab Corp.** | **Charles Schwab Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 03/02/27 *(a)(c)* | 50000 | 49557 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 03/03/27 *(a)(c)* | 200000 | 196420 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 04/01/27 *(a)(c)* | 50000 | 49625 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 01/25/28 *(a)(c)* | 90000 | 88779 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 03/20/28 *(a)(c)* | 150000 | 144081 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 02/01/29 *(a)(c)* | 75000 | 75288 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.64%, 05/19/29 *(a)(b)(c)* | 150000 | 155830 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 05/22/29 *(a)(c)* | 75000 | 73103 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 10/01/29 *(a)(c)* | 50000 | 47700 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.20%, 11/17/29 *(a)(b)(c)* | 175000 | 185748 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 03/22/30 *(a)(c)* | 50000 | 51222 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.34%, 11/14/31 *(a)(b)(c)* | 120000 | 120400 |
| **CME Group, Inc.** | **CME Group, Inc.** | **CME Group, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 06/15/28 *(a)* | 100000 | 100096 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 03/15/30 *(a)* | 100000 | 101551 |
| **Franklin Resources, Inc.** | **Franklin Resources, Inc.** | **Franklin Resources, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.60%, 10/30/30 *(a)* | 100000 | 88525 |
| **Intercontinental Exchange, Inc.** | **Intercontinental Exchange, Inc.** | **Intercontinental Exchange, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 09/15/27 *(a)* | 100000 | 98696 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 09/15/27 *(a)* | 250000 | 250497 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 09/01/28 *(a)* | 150000 | 148716 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 09/21/28 *(a)* | 100000 | 99556 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 12/01/28 *(a)* | 80000 | 80132 |

---

**90**

------

Schwab Short-Term Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 06/15/29 *(a)* | 100000 | 101185 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.10%, 06/15/30 *(a)* | 150000 | 137707 |
| **Jefferies Financial Group, Inc.** | **Jefferies Financial Group, Inc.** | **Jefferies Financial Group, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 01/15/27  | 200000 | 201226 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 07/21/28 *(a)* | 150000 | 155643 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 01/23/30  | 100000 | 98458 |
| **Lazard Group LLC** | **Lazard Group LLC** | **Lazard Group LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 03/11/29 *(a)* | 75000 | 75291 |
| **LPL Holdings, Inc.** | **LPL Holdings, Inc.** | **LPL Holdings, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 04/03/28 *(a)* | 75000 | 76097 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 11/17/28 *(a)* | 100000 | 106766 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 03/15/30 *(a)* | 100000 | 102533 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 06/15/30 *(a)* | 70000 | 71610 |
| **Marex Group PLC** | **Marex Group PLC** | **Marex Group PLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.83%, 05/08/28 *(a)* | 100000 | 101612 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.40%, 11/04/29 *(a)* | 75000 | 77549 |
| **Nasdaq, Inc.** | **Nasdaq, Inc.** | **Nasdaq, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 06/28/28 *(a)* | 175000 | 180617 |
| **Nomura Holdings, Inc.** | **Nomura Holdings, Inc.** | **Nomura Holdings, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.33%, 01/22/27  | 200000 | 195952 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.84%, 01/18/28  | 200000 | 206726 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.07%, 07/12/28  | 200000 | 209216 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.17%, 07/14/28  | 200000 | 190144 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 07/01/30  | 200000 | 203768 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.68%, 07/16/30  | 200000 | 185226 |
| **Raymond James Financial, Inc.** | **Raymond James Financial, Inc.** | **Raymond James Financial, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 04/01/30 *(a)* | 75000 | 76684 |
| **Stifel Financial Corp.** | **Stifel Financial Corp.** | **Stifel Financial Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 05/15/30 *(a)* | 100000 | 98137 |
|  |  | **6901199** |
| ***Finance Companies 0.7%***  | ***Finance Companies 0.7%***  | ***Finance Companies 0.7%***  |
| **AerCap Ireland Capital DAC/AerCap Global Aviation Trust** | **AerCap Ireland Capital DAC/AerCap Global Aviation Trust** | **AerCap Ireland Capital DAC/AerCap Global Aviation Trust** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.45%, 04/15/27 *(a)* | 250000 | 257220 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 07/21/27 *(a)* | 200000 | 198488 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 10/15/27 *(a)* | 150000 | 151188 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 04/01/28 *(a)* | 250000 | 254222 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 06/06/28 *(a)* | 150000 | 155536 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 10/29/28 *(a)* | 500000 | 484260 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 01/19/29 *(a)* | 150000 | 153808 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 09/10/29 *(a)* | 150000 | 151875 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.15%, 09/30/30 *(a)* | 150000 | 161269 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.95%, 03/10/55 *(a)(b)* | 150000 | 157528 |
| **Air Lease Corp.** | **Air Lease Corp.** | **Air Lease Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.20%, 01/15/27 *(a)* | 200000 | 195494 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.85%, 12/15/27 *(a)* | 100000 | 102969 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 02/01/28 *(a)* | 150000 | 152703 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 10/01/28 *(a)* | 100000 | 100581 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 03/01/29 *(a)* | 100000 | 101632 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 02/01/30 *(a)* | 100000 | 93669 |
| **Apollo Debt Solutions BDC** | **Apollo Debt Solutions BDC** | **Apollo Debt Solutions BDC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.90%, 04/13/29 *(a)* | 200000 | 209810 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 08/30/30 *(a)(d)* | 50000 | 50719 |
| **ARES Capital Corp.** | **ARES Capital Corp.** | **ARES Capital Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 06/15/27 *(a)* | 100000 | 97731 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 06/15/28 *(a)* | 200000 | 190950 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 03/01/29 *(a)* | 150000 | 154066 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 07/15/29 *(a)* | 100000 | 102918 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 09/01/30 *(a)* | 100000 | 100923 |
| **ARES Strategic Income Fund** | **ARES Strategic Income Fund** | **ARES Strategic Income Fund** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 03/15/28 *(a)* | 125000 | 126670 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 09/09/28 *(a)(d)* | 80000 | 80418 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 01/15/29 *(a)(d)* | 80000 | 79029 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.35%, 08/15/29 *(a)* | 125000 | 128940 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 02/15/30 *(a)* | 100000 | 100584 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.80%, 09/09/30 *(a)(d)* | 70000 | 70820 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **Barings BDC, Inc.** | **Barings BDC, Inc.** | **Barings BDC, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 09/15/28 *(a)* | 40000 | 39854 |
| **Barings Private Credit Corp.** | **Barings Private Credit Corp.** | **Barings Private Credit Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.15%, 06/11/30 *(a)(d)* | 50000 | 49718 |
| **Blackstone Private Credit Fund** | **Blackstone Private Credit Fund** | **Blackstone Private Credit Fund** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 09/26/27 *(a)* | 100000 | 100614 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.30%, 11/27/28 *(a)* | 150000 | 159534 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 01/15/29 *(a)* | 100000 | 97232 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 07/16/29 *(a)* | 100000 | 102291 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 11/22/29 *(a)* | 175000 | 177186 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 04/01/30 *(a)* | 100000 | 99782 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 09/10/30 *(a)* | 70000 | 69094 |
| **Blackstone Secured Lending Fund** | **Blackstone Secured Lending Fund** | **Blackstone Secured Lending Fund** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.13%, 02/15/27 *(a)* | 100000 | 96995 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 04/13/28 *(a)* | 75000 | 75791 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 09/30/28 *(a)* | 100000 | 94562 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 06/30/30 *(a)* | 70000 | 70237 |
| **Blue Owl Capital Corp.** | **Blue Owl Capital Corp.** | **Blue Owl Capital Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 01/15/27 *(a)* | 50000 | 48731 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 04/13/27 *(a)* | 50000 | 48775 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 06/11/28 *(a)* | 100000 | 94389 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 03/15/29 *(a)* | 150000 | 152023 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.20%, 07/15/30 *(a)* | 70000 | 71473 |
| **Blue Owl Credit Income Corp.** | **Blue Owl Credit Income Corp.** | **Blue Owl Credit Income Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 02/08/27 *(a)* | 75000 | 74664 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.75%, 09/16/27 *(a)* | 100000 | 104144 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.95%, 06/13/28 *(a)* | 100000 | 106000 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.75%, 01/15/29 *(a)* | 75000 | 79457 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.60%, 09/15/29 *(a)* | 175000 | 179977 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.80%, 03/15/30 *(a)* | 125000 | 124885 |
| **Blue Owl Technology Finance Corp.** | **Blue Owl Technology Finance Corp.** | **Blue Owl Technology Finance Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 01/15/27 *(a)* | 75000 | 72739 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.10%, 03/15/28 *(a)(d)* | 100000 | 100334 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 04/04/29 *(a)* | 100000 | 101858 |
| **Capital Southwest Corp.** | **Capital Southwest Corp.** | **Capital Southwest Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 09/18/30 *(a)* | 50000 | 50344 |
| **Carlyle Secured Lending, Inc.** | **Carlyle Secured Lending, Inc.** | **Carlyle Secured Lending, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 02/18/30 *(a)* | 50000 | 51424 |
| **Franklin BSP Capital Corp.** | **Franklin BSP Capital Corp.** | **Franklin BSP Capital Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.20%, 06/15/29 *(a)* | 75000 | 77473 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 10/02/30 *(a)(d)* | 40000 | 39580 |
| **FS KKR Capital Corp.** | **FS KKR Capital Corp.** | **FS KKR Capital Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 01/15/27 *(a)* | 100000 | 97049 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 10/12/28 *(a)* | 100000 | 92632 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.88%, 01/15/29 *(a)* | 75000 | 78196 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.88%, 08/15/29 *(a)* | 50000 | 50893 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.13%, 01/15/30 *(a)* | 100000 | 99473 |
| **GATX Corp.** | **GATX Corp.** | **GATX Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 03/15/27 *(a)* | 75000 | 76101 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 03/15/28 *(a)* | 75000 | 73937 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 06/30/30 *(a)* | 60000 | 59204 |
| **Goldman Sachs BDC, Inc.** | **Goldman Sachs BDC, Inc.** | **Goldman Sachs BDC, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 09/09/30 *(a)* | 50000 | 50530 |
| **Goldman Sachs Private Credit Corp.** | **Goldman Sachs Private Credit Corp.** | **Goldman Sachs Private Credit Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 01/31/29 *(a)(d)* | 50000 | 49990 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 05/06/30 *(a)(d)(e)* | 100000 | 102010 |
| **Golub Capital BDC, Inc.** | **Golub Capital BDC, Inc.** | **Golub Capital BDC, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.05%, 02/15/27 *(a)* | 100000 | 96673 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.05%, 12/05/28 *(a)* | 100000 | 105182 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 07/15/29 *(a)* | 75000 | 76498 |
| **Golub Capital Private Credit Fund** | **Golub Capital Private Credit Fund** | **Golub Capital Private Credit Fund** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 08/15/28 *(a)(d)* | 70000 | 70435 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.80%, 09/12/29 *(a)* | 145000 | 146708 |

---

**91**

------

Schwab Short-Term Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **Hercules Capital, Inc.** | **Hercules Capital, Inc.** | **Hercules Capital, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 01/20/27 *(a)* | 100000 | 98407 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 06/16/30 *(a)* | 50000 | 50701 |
| **HPS Corporate Lending Fund** | **HPS Corporate Lending Fund** | **HPS Corporate Lending Fund** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 01/14/28 *(a)* | 100000 | 100800 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 09/11/28 *(a)(d)* | 80000 | 79462 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 01/30/29 *(a)* | 100000 | 104315 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 09/30/29 *(a)* | 75000 | 77316 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.85%, 06/05/30 *(a)(d)* | 70000 | 70803 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 11/15/30 *(a)(d)* | 70000 | 69677 |
| **Main Street Capital Corp.** | **Main Street Capital Corp.** | **Main Street Capital Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 06/04/27 *(a)* | 75000 | 76635 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 08/15/28 *(a)* | 50000 | 50138 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.95%, 03/01/29 *(a)* | 75000 | 78008 |
| **Morgan Stanley Direct Lending Fund** | **Morgan Stanley Direct Lending Fund** | **Morgan Stanley Direct Lending Fund** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 02/11/27 *(a)* | 100000 | 99834 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 05/19/30 *(a)* | 50000 | 51191 |
| **MSD Investment Corp.** | **MSD Investment Corp.** | **MSD Investment Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 05/31/30 *(a)(d)* | 100000 | 100601 |
| **New Mountain Finance Corp.** | **New Mountain Finance Corp.** | **New Mountain Finance Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.20%, 10/15/27  | 50000 | 50928 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.88%, 02/01/29 *(a)* | 50000 | 51012 |
| **North Haven Private Income Fund LLC** | **North Haven Private Income Fund LLC** | **North Haven Private Income Fund LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 09/25/28 *(a)(d)* | 40000 | 39877 |
| **Oaktree Specialty Lending Corp.** | **Oaktree Specialty Lending Corp.** | **Oaktree Specialty Lending Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.10%, 02/15/29 *(a)* | 50000 | 51487 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.34%, 02/27/30 *(a)* | 50000 | 50197 |
| **Oaktree Strategic Credit Fund** | **Oaktree Strategic Credit Fund** | **Oaktree Strategic Credit Fund** |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.40%, 11/14/28 *(a)* | 50000 | 53932 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 07/23/29 *(a)* | 75000 | 77272 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.19%, 07/15/30 *(a)(d)* | 50000 | 50458 |
| **Sixth Street Lending Partners** | **Sixth Street Lending Partners** | **Sixth Street Lending Partners** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 03/11/29 *(a)* | 200000 | 207886 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 01/15/30 *(a)* | 100000 | 101296 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.13%, 07/15/30 *(a)(d)* | 100000 | 102820 |
| **Sixth Street Specialty Lending, Inc.** | **Sixth Street Specialty Lending, Inc.** | **Sixth Street Specialty Lending, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.13%, 03/01/29 *(a)* | 75000 | 77056 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 08/15/30 *(a)* | 40000 | 40530 |
|  |  | **10565330** |
| ***Financial Other 0.0%***  | ***Financial Other 0.0%***  | ***Financial Other 0.0%***  |
| **ORIX Corp.** | **ORIX Corp.** | **ORIX Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 09/13/27  | 100000 | 101695 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 09/10/29  | 100000 | 101822 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 09/09/30  | 70000 | 70338 |
|  |  | **273855** |
| ***Insurance 0.9%***  | ***Insurance 0.9%***  | ***Insurance 0.9%***  |
| **ACE Capital Trust II** | **ACE Capital Trust II** | **ACE Capital Trust II** |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.70%, 04/01/30  | 50000 | 60209 |
| **Aegon Ltd.** | **Aegon Ltd.** | **Aegon Ltd.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 04/11/48 *(a)(b)* | 100000 | 101331 |
| **Aflac, Inc.** | **Aflac, Inc.** | **Aflac, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 04/01/30 *(a)* | 175000 | 172328 |
| **Allstate Corp.** | **Allstate Corp.** | **Allstate Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 06/24/29 *(a)* | 50000 | 51703 |
| **American Financial Group, Inc.** | **American Financial Group, Inc.** | **American Financial Group, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 04/02/30 *(a)* | 50000 | 52476 |
| **American International Group, Inc.** | **American International Group, Inc.** | **American International Group, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 05/07/30 *(a)* | 100000 | 102538 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 06/30/30 *(a)* | 40000 | 38598 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 04/01/48 *(a)(b)* | 50000 | 51006 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **American National Group, Inc.** | **American National Group, Inc.** | **American National Group, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 06/15/27 *(a)* | 100000 | 100711 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 10/01/29 *(a)* | 75000 | 77691 |
| **Aon Corp.** | **Aon Corp.** | **Aon Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.21%, 01/01/27  | 100000 | 104163 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 05/02/29 *(a)* | 125000 | 123520 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 05/15/30 *(a)* | 100000 | 94357 |
| **Aon Corp./Aon Global Holdings PLC** | **Aon Corp./Aon Global Holdings PLC** | **Aon Corp./Aon Global Holdings PLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 05/28/27 *(a)* | 100000 | 98273 |
| **Aon North America, Inc.** | **Aon North America, Inc.** | **Aon North America, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 03/01/27 *(a)* | 125000 | 126549 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 03/01/29 *(a)* | 150000 | 154570 |
| **Arthur J Gallagher & Co.** | **Arthur J Gallagher & Co.** | **Arthur J Gallagher & Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 12/15/27 *(a)* | 100000 | 101003 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 12/15/29 *(a)* | 100000 | 102265 |
| **Aspen Insurance Holdings Ltd.** | **Aspen Insurance Holdings Ltd.** | **Aspen Insurance Holdings Ltd.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 07/01/30 *(a)* | 40000 | 41914 |
| **Assurant, Inc.** | **Assurant, Inc.** | **Assurant, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 03/27/28 *(a)* | 75000 | 75982 |
| **Assured Guaranty U.S. Holdings, Inc.** | **Assured Guaranty U.S. Holdings, Inc.** | **Assured Guaranty U.S. Holdings, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.13%, 09/15/28 *(a)* | 75000 | 78887 |
| **Athene Holding Ltd.** | **Athene Holding Ltd.** | **Athene Holding Ltd.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 01/12/28 *(a)* | 200000 | 199510 |
| **AXIS Specialty Finance LLC** | **AXIS Specialty Finance LLC** | **AXIS Specialty Finance LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 01/15/40 *(a)(b)* | 100000 | 96517 |
| **AXIS Specialty Finance PLC** | **AXIS Specialty Finance PLC** | **AXIS Specialty Finance PLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 12/06/27 *(a)* | 100000 | 99676 |
| **Berkshire Hathaway Finance Corp.** | **Berkshire Hathaway Finance Corp.** | **Berkshire Hathaway Finance Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 03/15/27 *(a)* | 100000 | 98342 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.85%, 03/12/30 *(a)* | 100000 | 92075 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.45%, 10/15/30 *(a)* | 90000 | 80194 |
| **Brighthouse Financial, Inc.** | **Brighthouse Financial, Inc.** | **Brighthouse Financial, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 06/22/27 *(a)* | 125000 | 122514 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 05/15/30 *(a)(e)* | 100000 | 100998 |
| **Brown & Brown, Inc.** | **Brown & Brown, Inc.** | **Brown & Brown, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 06/23/28 *(a)* | 70000 | 70721 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 06/23/30 *(a)* | 100000 | 101391 |
| **Centene Corp.** | **Centene Corp.** | **Centene Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 12/15/27 *(a)* | 400000 | 395392 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 07/15/28 *(a)* | 300000 | 279606 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 12/15/29 *(a)* | 450000 | 435694 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 02/15/30 *(a)* | 275000 | 252981 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 10/15/30 *(a)* | 270000 | 241080 |
| **Chubb INA Holdings LLC** | **Chubb INA Holdings LLC** | **Chubb INA Holdings LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 08/15/29 *(a)* | 50000 | 51192 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.38%, 09/15/30 *(a)* | 120000 | 105896 |
| **Cincinnati Financial Corp.** | **Cincinnati Financial Corp.** | **Cincinnati Financial Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.92%, 05/15/28  | 100000 | 106865 |
| **CNA Financial Corp.** | **CNA Financial Corp.** | **CNA Financial Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 05/01/29 *(a)* | 100000 | 99101 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.05%, 08/15/30 *(a)* | 60000 | 54082 |
| **CNO Financial Group, Inc.** | **CNO Financial Group, Inc.** | **CNO Financial Group, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 05/30/29 *(a)* | 100000 | 101916 |
| **Corebridge Financial, Inc.** | **Corebridge Financial, Inc.** | **Corebridge Financial, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 04/05/27 *(a)* | 175000 | 173696 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 04/05/29 *(a)* | 150000 | 147855 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.88%, 12/15/52 *(a)(b)* | 150000 | 153237 |
| **Elevance Health, Inc.** | **Elevance Health, Inc.** | **Elevance Health, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 12/01/27 *(a)* | 250000 | 248380 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 03/01/28 *(a)* | 150000 | 150139 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 09/15/28 *(a)* | 100000 | 99838 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 06/15/29 *(a)* | 150000 | 154779 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 09/15/29 *(a)* | 100000 | 95506 |

---

**92**

------

Schwab Short-Term Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 02/15/30 *(a)* | 100000 | 102172 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 05/15/30 *(a)* | 100000 | 92065 |
| **Enact Holdings, Inc.** | **Enact Holdings, Inc.** | **Enact Holdings, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 05/28/29 *(a)* | 125000 | 131187 |
| **Enstar Finance LLC** | **Enstar Finance LLC** | **Enstar Finance LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 01/15/42 *(a)(b)* | 75000 | 74111 |
| **Enstar Group Ltd.** | **Enstar Group Ltd.** | **Enstar Group Ltd.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 06/01/29 *(a)* | 100000 | 101295 |
| **Equitable Holdings, Inc.** | **Equitable Holdings, Inc.** | **Equitable Holdings, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 04/20/28 *(a)* | 200000 | 200896 |
| **Essent Group Ltd.** | **Essent Group Ltd.** | **Essent Group Ltd.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 07/01/29 *(a)* | 75000 | 78505 |
| **F&G Annuities & Life, Inc.** | **F&G Annuities & Life, Inc.** | **F&G Annuities & Life, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.40%, 01/13/28 *(a)* | 100000 | 104948 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 06/04/29 *(a)* | 75000 | 78250 |
| **Fairfax Financial Holdings Ltd.** | **Fairfax Financial Holdings Ltd.** | **Fairfax Financial Holdings Ltd.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 04/17/28 *(a)* | 100000 | 101283 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 04/29/30 *(a)* | 75000 | 75406 |
| **Fidelity National Financial, Inc.** | **Fidelity National Financial, Inc.** | **Fidelity National Financial, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 08/15/28 *(a)* | 50000 | 50272 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 06/15/30 *(a)* | 80000 | 76349 |
| **First American Financial Corp.** | **First American Financial Corp.** | **First American Financial Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 05/15/30 *(a)* | 100000 | 96958 |
| **Globe Life, Inc.** | **Globe Life, Inc.** | **Globe Life, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 09/15/28 *(a)* | 75000 | 75833 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.15%, 08/15/30 *(a)* | 50000 | 45380 |
| **Hanover Insurance Group, Inc.** | **Hanover Insurance Group, Inc.** | **Hanover Insurance Group, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 09/01/30 *(a)* | 40000 | 36469 |
| **Hartford Insurance Group, Inc.** | **Hartford Insurance Group, Inc.** | **Hartford Insurance Group, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 08/19/29 *(a)* | 50000 | 47753 |
| **Horace Mann Educators Corp.** | **Horace Mann Educators Corp.** | **Horace Mann Educators Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.25%, 09/15/28 *(a)* | 50000 | 53729 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 10/01/30 *(a)* | 40000 | 39898 |
| **Humana, Inc.** | **Humana, Inc.** | **Humana, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.35%, 02/03/27 *(a)* | 150000 | 145263 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 03/15/27 *(a)* | 150000 | 149620 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 12/01/28 *(a)* | 75000 | 78097 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 03/23/29 *(a)* | 100000 | 98171 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 08/15/29 *(a)* | 50000 | 48048 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 04/01/30 *(a)* | 75000 | 76129 |
| **Jackson Financial, Inc.** | **Jackson Financial, Inc.** | **Jackson Financial, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.17%, 06/08/27 *(a)* | 100000 | 101167 |
| **Kemper Corp.** | **Kemper Corp.** | **Kemper Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 09/30/30 *(a)* | 50000 | 44705 |
| **Lincoln National Corp.** | **Lincoln National Corp.** | **Lincoln National Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 12/12/26 *(a)* | 100000 | 99571 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.05%, 01/15/30 *(a)* | 100000 | 95483 |
| **Loews Corp.** | **Loews Corp.** | **Loews Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 05/15/30 *(a)* | 75000 | 71901 |
| **Manulife Financial Corp.** | **Manulife Financial Corp.** | **Manulife Financial Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.06%, 02/24/32 *(a)(b)* | 100000 | 99593 |
| **Markel Group, Inc.** | **Markel Group, Inc.** | **Markel Group, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 11/01/27 *(a)* | 75000 | 74145 |
| **Marsh & McLennan Cos., Inc.** | **Marsh & McLennan Cos., Inc.** | **Marsh & McLennan Cos., Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 11/08/27 *(a)* | 125000 | 126499 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 03/15/29 *(a)* | 250000 | 252990 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 03/15/30 *(a)* | 100000 | 102125 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 11/15/30 *(a)* | 90000 | 82219 |
| **Mercury General Corp.** | **Mercury General Corp.** | **Mercury General Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 03/15/27 *(a)* | 100000 | 99922 |
| **MetLife, Inc.** | **MetLife, Inc.** | **MetLife, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 03/23/30 *(a)* | 100000 | 102268 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **MGIC Investment Corp.** | **MGIC Investment Corp.** | **MGIC Investment Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 08/15/28 *(a)* | 100000 | 100040 |
| **NMI Holdings, Inc.** | **NMI Holdings, Inc.** | **NMI Holdings, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 08/15/29 *(a)* | 50000 | 51964 |
| **PartnerRe Finance B LLC** | **PartnerRe Finance B LLC** | **PartnerRe Finance B LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 07/02/29 *(a)* | 75000 | 73646 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 10/01/50 *(a)(b)* | 60000 | 56735 |
| **Principal Financial Group, Inc.** | **Principal Financial Group, Inc.** | **Principal Financial Group, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 05/15/29 *(a)* | 75000 | 73844 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.13%, 06/15/30 *(a)* | 70000 | 63752 |
| **Progressive Corp.** | **Progressive Corp.** | **Progressive Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 01/15/27  | 100000 | 98475 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 03/15/27 *(a)* | 100000 | 98320 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 03/01/29 *(a)* | 100000 | 100325 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 03/26/30 *(a)* | 100000 | 96675 |
| **Prudential Financial, Inc.** | **Prudential Financial, Inc.** | **Prudential Financial, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.10%, 03/10/30 *(a)* | 100000 | 92934 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 09/15/47 *(a)(b)* | 100000 | 98927 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 09/15/48 *(a)(b)* | 150000 | 151861 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 10/01/50 *(a)(b)* | 100000 | 93221 |
| **Prudential Funding Asia PLC** | **Prudential Funding Asia PLC** | **Prudential Funding Asia PLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 04/14/30  | 150000 | 144103 |
| **Radian Group, Inc.** | **Radian Group, Inc.** | **Radian Group, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 03/15/27 *(a)* | 150000 | 150496 |
| **Reinsurance Group of America, Inc.** | **Reinsurance Group of America, Inc.** | **Reinsurance Group of America, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 05/15/29 *(a)* | 75000 | 74275 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 06/15/30 *(a)* | 70000 | 66443 |
| **RenaissanceRe Holdings Ltd.** | **RenaissanceRe Holdings Ltd.** | **RenaissanceRe Holdings Ltd.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 04/15/29 *(a)* | 75000 | 73608 |
| **SiriusPoint Ltd.** | **SiriusPoint Ltd.** | **SiriusPoint Ltd.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 04/05/29 *(a)* | 75000 | 78889 |
| **UnitedHealth Group, Inc.** | **UnitedHealth Group, Inc.** | **UnitedHealth Group, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 01/15/27  | 100000 | 99524 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 05/15/27 *(a)* | 200000 | 199602 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 10/15/27  | 150000 | 147705 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 02/15/28 *(a)* | 200000 | 205614 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 06/15/28  | 150000 | 149854 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 06/15/28 *(a)* | 70000 | 70883 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 12/15/28  | 100000 | 99858 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 01/15/29 *(a)* | 200000 | 201538 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 04/15/29 *(a)* | 75000 | 76750 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 05/15/29 *(a)* | 125000 | 125097 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 08/15/29  | 50000 | 48068 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 01/15/30 *(a)* | 200000 | 205482 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 02/15/30 *(a)* | 200000 | 209180 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 05/15/30  | 100000 | 91546 |
| **Voya Financial, Inc.** | **Voya Financial, Inc.** | **Voya Financial, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 01/23/48 *(a)(b)* | 50000 | 47315 |
| **Willis North America, Inc.** | **Willis North America, Inc.** | **Willis North America, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 06/15/27 *(a)* | 150000 | 151098 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 09/15/28 *(a)* | 100000 | 100834 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 09/15/29 *(a)* | 100000 | 95302 |
|  |  | **14093705** |
| ***REITs 0.7%***  | ***REITs 0.7%***  | ***REITs 0.7%***  |
| **Agree LP** | **Agree LP** | **Agree LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 06/15/28 *(a)* | 100000 | 95230 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 10/01/30 *(a)* | 40000 | 37542 |
| **Alexandria Real Estate Equities, Inc.** | **Alexandria Real Estate Equities, Inc.** | **Alexandria Real Estate Equities, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 01/15/28 *(a)* | 100000 | 99505 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 12/15/29 *(a)* | 150000 | 141205 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 07/01/30 *(a)* | 60000 | 60650 |

---

**93**

------

Schwab Short-Term Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **American Homes 4 Rent LP** | **American Homes 4 Rent LP** | **American Homes 4 Rent LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 02/15/28 *(a)* | 100000 | 100263 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 02/15/29 *(a)* | 50000 | 50980 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 06/15/30 *(a)* | 90000 | 91979 |
| **AvalonBay Communities, Inc.** | **AvalonBay Communities, Inc.** | **AvalonBay Communities, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 01/15/28 *(a)* | 100000 | 98518 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.90%, 12/01/28 *(a)* | 75000 | 70747 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 06/01/29 *(a)* | 100000 | 97551 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 03/01/30 *(a)* | 100000 | 92861 |
| **Boston Properties LP** | **Boston Properties LP** | **Boston Properties LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 12/01/27 *(a)* | 100000 | 104733 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 12/01/28 *(a)* | 150000 | 150747 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 06/21/29 *(a)* | 100000 | 96641 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 03/15/30 *(a)* | 100000 | 93777 |
| **Brixmor Operating Partnership LP** | **Brixmor Operating Partnership LP** | **Brixmor Operating Partnership LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 03/15/27 *(a)* | 75000 | 74785 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 04/01/28 *(a)* | 50000 | 47941 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 05/15/29 *(a)* | 100000 | 99500 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 07/01/30 *(a)* | 100000 | 98757 |
| **Camden Property Trust** | **Camden Property Trust** | **Camden Property Trust** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 10/15/28 *(a)* | 50000 | 50231 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 07/01/29 *(a)* | 75000 | 72571 |
| **COPT Defense Properties LP** | **COPT Defense Properties LP** | **COPT Defense Properties LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 01/15/29 *(a)* | 75000 | 69963 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 10/15/30 *(a)* | 50000 | 49825 |
| **Cousins Properties LP** | **Cousins Properties LP** | **Cousins Properties LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 07/15/30 *(a)* | 70000 | 71768 |
| **CubeSmart LP** | **CubeSmart LP** | **CubeSmart LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 12/15/28 *(a)* | 100000 | 94714 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 02/15/29 *(a)* | 75000 | 75343 |
| **Digital Realty Trust LP** | **Digital Realty Trust LP** | **Digital Realty Trust LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 08/15/27 *(a)* | 200000 | 198798 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.55%, 01/15/28 *(a)* | 150000 | 154413 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 07/15/28 *(a)* | 100000 | 100852 |
| **DOC Dr. LLC** | **DOC Dr. LLC** | **DOC Dr. LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 01/15/28 *(a)* | 100000 | 99489 |
| **EPR Properties** | **EPR Properties** | **EPR Properties** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 12/15/26 *(a)* | 100000 | 100250 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 06/01/27 *(a)* | 100000 | 100078 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 08/15/29 *(a)* | 50000 | 48435 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 11/15/30 *(a)* | 70000 | 69805 |
| **ERP Operating LP** | **ERP Operating LP** | **ERP Operating LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 03/01/28 *(a)* | 100000 | 99018 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 07/01/29 *(a)* | 150000 | 144691 |
| **Essex Portfolio LP** | **Essex Portfolio LP** | **Essex Portfolio LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.70%, 03/01/28 *(a)* | 100000 | 94878 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 03/01/29 *(a)* | 75000 | 74619 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 01/15/30 *(a)* | 100000 | 95176 |
| **Extra Space Storage LP** | **Extra Space Storage LP** | **Extra Space Storage LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 04/01/28 *(a)* | 100000 | 103361 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 04/01/29 *(a)* | 150000 | 148393 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 06/15/29 *(a)* | 50000 | 49713 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 07/01/30 *(a)* | 110000 | 115062 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.20%, 10/15/30 *(a)* | 50000 | 45230 |
| **Federal Realty OP LP** | **Federal Realty OP LP** | **Federal Realty OP LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 07/15/27 *(a)* | 100000 | 98861 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 05/01/28 *(a)* | 50000 | 51364 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 06/01/30 *(a)* | 50000 | 48348 |
| **Healthcare Realty Holdings LP** | **Healthcare Realty Holdings LP** | **Healthcare Realty Holdings LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 07/01/27 *(a)* | 75000 | 74453 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 02/15/30 *(a)* | 75000 | 71133 |
| **Healthpeak OP LLC** | **Healthpeak OP LLC** | **Healthpeak OP LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.13%, 12/01/28 *(a)* | 75000 | 70631 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 07/15/29 *(a)* | 75000 | 73045 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 01/15/30 *(a)* | 100000 | 94958 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **Highwoods Realty LP** | **Highwoods Realty LP** | **Highwoods Realty LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 03/15/28 *(a)* | 100000 | 99033 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.05%, 02/15/30 *(a)* | 75000 | 70036 |
| **Host Hotels & Resorts LP** | **Host Hotels & Resorts LP** | **Host Hotels & Resorts LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 12/15/28 *(a)* | 50000 | 49969 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 12/15/29 *(a)* | 50000 | 47905 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 09/15/30 *(a)* | 90000 | 85612 |
| **Invitation Homes Operating Partnership LP** | **Invitation Homes Operating Partnership LP** | **Invitation Homes Operating Partnership LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 11/15/28 *(a)* | 100000 | 95091 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 08/15/30 *(a)* | 60000 | 62530 |
| **Kilroy Realty LP** | **Kilroy Realty LP** | **Kilroy Realty LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 12/15/28 *(a)* | 75000 | 75341 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 08/15/29 *(a)* | 50000 | 49144 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.05%, 02/15/30 *(a)* | 75000 | 69607 |
| **Kimco Realty OP LLC** | **Kimco Realty OP LLC** | **Kimco Realty OP LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 04/01/27 *(a)* | 100000 | 99837 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.90%, 03/01/28 *(a)* | 100000 | 95486 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 10/01/30 *(a)* | 60000 | 56056 |
| **Kite Realty Group Trust** | **Kite Realty Group Trust** | **Kite Realty Group Trust** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 09/15/30 *(a)* | 50000 | 50508 |
| **Ladder Capital Finance Holdings LLLP/Ladder Capital Finance Corp.** | **Ladder Capital Finance Holdings LLLP/Ladder Capital Finance Corp.** | **Ladder Capital Finance Holdings LLLP/Ladder Capital Finance Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 08/01/30 *(a)* | 70000 | 71630 |
| **Lineage OP LP** | **Lineage OP LP** | **Lineage OP LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 07/15/30 *(a)(d)* | 70000 | 71098 |
| **LXP Industrial Trust** | **LXP Industrial Trust** | **LXP Industrial Trust** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 09/15/30 *(a)* | 50000 | 46003 |
| **Mid-America Apartments LP** | **Mid-America Apartments LP** | **Mid-America Apartments LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 06/01/27 *(a)* | 150000 | 149347 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 03/15/29 *(a)* | 100000 | 99672 |
| **NNN REIT, Inc.** | **NNN REIT, Inc.** | **NNN REIT, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 10/15/27 *(a)* | 100000 | 99064 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 10/15/28 *(a)* | 100000 | 100626 |
| **Omega Healthcare Investors, Inc.** | **Omega Healthcare Investors, Inc.** | **Omega Healthcare Investors, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 04/01/27 *(a)* | 150000 | 150522 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 01/15/28 *(a)* | 50000 | 50432 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 10/01/29 *(a)* | 75000 | 72417 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 07/01/30 *(a)* | 80000 | 81578 |
| **Piedmont Operating Partnership LP** | **Piedmont Operating Partnership LP** | **Piedmont Operating Partnership LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.88%, 07/15/29 *(a)* | 75000 | 79750 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 08/15/30 *(a)* | 40000 | 36676 |
| **Prologis LP** | **Prologis LP** | **Prologis LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.13%, 04/15/27 *(a)* | 100000 | 97699 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 06/15/28 *(a)* | 100000 | 102403 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 09/15/28 *(a)* | 100000 | 99936 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 09/15/28 *(a)* | 75000 | 75182 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 02/01/29 *(a)* | 75000 | 75772 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 04/15/30 *(a)* | 125000 | 116062 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 07/01/30 *(a)* | 40000 | 36024 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.25%, 10/15/30 *(a)* | 90000 | 78901 |
| **Public Storage Operating Co.** | **Public Storage Operating Co.** | **Public Storage Operating Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.85%, 05/01/28 *(a)* | 100000 | 95391 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.95%, 11/09/28 *(a)* | 75000 | 71056 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 01/15/29 *(a)* | 100000 | 103468 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 07/01/30 *(a)* | 60000 | 60709 |
| **Realty Income Corp.** | **Realty Income Corp.** | **Realty Income Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 01/15/27 *(a)* | 150000 | 148416 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 08/15/27 *(a)* | 150000 | 150021 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 01/15/28 *(a)* | 100000 | 99449 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.10%, 03/15/28 *(a)* | 75000 | 71940 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 02/01/29 *(a)* | 50000 | 49855 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 02/15/29 *(a)* | 75000 | 76594 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 06/15/29 *(a)* | 75000 | 72999 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 07/15/29 *(a)* | 75000 | 74837 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 12/15/29 *(a)* | 50000 | 48147 |

---

**94**

------

Schwab Short-Term Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 01/15/30 *(a)* | 100000 | 97397 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 03/15/30 *(a)* | 100000 | 102940 |
| **Regency Centers LP** | **Regency Centers LP** | **Regency Centers LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 02/01/27 *(a)* | 100000 | 99475 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 09/15/29 *(a)* | 75000 | 71956 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 06/15/30 *(a)* | 80000 | 78538 |
| **Sabra Health Care LP** | **Sabra Health Care LP** | **Sabra Health Care LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 10/15/29 *(a)* | 75000 | 73374 |
| **Simon Property Group LP** | **Simon Property Group LP** | **Simon Property Group LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.38%, 01/15/27 *(a)* | 150000 | 145770 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 06/15/27 *(a)* | 100000 | 99291 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 12/01/27 *(a)* | 100000 | 99024 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 02/01/28 *(a)* | 50000 | 47815 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 09/13/29 *(a)* | 150000 | 141828 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 07/15/30 *(a)* | 90000 | 84511 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 10/01/30 *(a)* | 100000 | 100860 |
| **Store Capital LLC** | **Store Capital LLC** | **Store Capital LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 03/15/28 *(a)* | 50000 | 50135 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 03/15/29 *(a)* | 75000 | 74788 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 04/30/30 *(a)(d)* | 50000 | 51079 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 11/18/30 *(a)* | 40000 | 36540 |
| **Sun Communities Operating LP** | **Sun Communities Operating LP** | **Sun Communities Operating LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 11/01/28 *(a)* | 50000 | 47554 |
| **UDR, Inc.** | **UDR, Inc.** | **UDR, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 07/01/27 *(a)* | 150000 | 148557 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 01/26/29 *(a)* | 50000 | 50410 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 01/15/30 *(a)* | 100000 | 96146 |
| **Ventas Realty LP** | **Ventas Realty LP** | **Ventas Realty LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 03/01/28 *(a)* | 100000 | 99788 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 01/15/29 *(a)* | 100000 | 100570 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 01/15/30 *(a)* | 100000 | 95280 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 11/15/30 *(a)* | 70000 | 71179 |
| **Welltower OP LLC** | **Welltower OP LLC** | **Welltower OP LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 02/15/27 *(a)* | 100000 | 98626 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 04/15/28 *(a)* | 102000 | 102804 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.05%, 01/15/29 *(a)* | 75000 | 70691 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 03/15/29 *(a)* | 75000 | 75203 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 01/15/30 *(a)* | 100000 | 96212 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 07/01/30 *(a)* | 130000 | 131787 |
| **WP Carey, Inc.** | **WP Carey, Inc.** | **WP Carey, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 07/15/29 *(a)* | 100000 | 98796 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 07/15/30 *(a)* | 50000 | 50533 |
|  |  | **11522669** |
|  |  | **165197549** |
| **Industrial 12.5%** | **Industrial 12.5%** | **Industrial 12.5%** |
| ***Basic Industry 0.5%***  | ***Basic Industry 0.5%***  | ***Basic Industry 0.5%***  |
| **Air Products & Chemicals, Inc.** | **Air Products & Chemicals, Inc.** | **Air Products & Chemicals, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 06/11/28 *(a)* | 80000 | 80857 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 02/08/29 *(a)* | 100000 | 102027 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.05%, 05/15/30 *(a)* | 150000 | 138099 |
| **Albemarle Corp.** | **Albemarle Corp.** | **Albemarle Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 06/01/27 *(a)* | 150000 | 150484 |
| **AngloGold Ashanti Holdings PLC** | **AngloGold Ashanti Holdings PLC** | **AngloGold Ashanti Holdings PLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 11/01/28 *(a)* | 200000 | 194526 |
| **ArcelorMittal SA** | **ArcelorMittal SA** | **ArcelorMittal SA** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.55%, 11/29/27 *(a)* | 200000 | 208262 |
| **BHP Billiton Finance USA Ltd.** | **BHP Billiton Finance USA Ltd.** | **BHP Billiton Finance USA Ltd.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 02/28/28 *(a)* | 175000 | 177973 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 09/08/28 *(a)* | 150000 | 154609 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 02/21/30 *(a)* | 100000 | 103413 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 09/08/30 *(a)* | 120000 | 125426 |
| **Cabot Corp.** | **Cabot Corp.** | **Cabot Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 07/01/29 *(a)* | 75000 | 74414 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **Celulosa Arauco y Constitucion SA** | **Celulosa Arauco y Constitucion SA** | **Celulosa Arauco y Constitucion SA** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 11/02/27 *(a)* | 200000 | 197642 |
| **Dow Chemical Co.** | **Dow Chemical Co.** | **Dow Chemical Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 11/30/28 *(a)* | 100000 | 101444 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.38%, 11/01/29  | 54000 | 59881 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.10%, 11/15/30 *(a)* | 100000 | 88667 |
| **DuPont de Nemours, Inc.** | **DuPont de Nemours, Inc.** | **DuPont de Nemours, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.73%, 11/15/28 *(a)(d)* | 151000 | 153028 |
| **Eastman Chemical Co.** | **Eastman Chemical Co.** | **Eastman Chemical Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 08/01/29 *(a)* | 50000 | 51042 |
| **Ecolab, Inc.** | **Ecolab, Inc.** | **Ecolab, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 12/01/27 *(a)* | 150000 | 148492 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 03/24/30 *(a)* | 100000 | 102916 |
| **EIDP, Inc.** | **EIDP, Inc.** | **EIDP, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 07/15/30 *(a)* | 60000 | 55658 |
| **Freeport-McMoRan, Inc.** | **Freeport-McMoRan, Inc.** | **Freeport-McMoRan, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 09/01/27 *(a)* | 100000 | 100179 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 03/01/28 *(a)* | 100000 | 99824 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 09/01/29 *(a)* | 100000 | 101679 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 03/01/30 *(a)* | 100000 | 99602 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 08/01/30 *(a)* | 80000 | 80522 |
| **Georgia-Pacific LLC** | **Georgia-Pacific LLC** | **Georgia-Pacific LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.75%, 11/15/29  | 75000 | 85090 |
| **International Flavors & Fragrances, Inc.** | **International Flavors & Fragrances, Inc.** | **International Flavors & Fragrances, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 09/26/28 *(a)* | 75000 | 75452 |
| **Kinross Gold Corp.** | **Kinross Gold Corp.** | **Kinross Gold Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 07/15/27 *(a)* | 100000 | 100606 |
| **Linde, Inc.** | **Linde, Inc.** | **Linde, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.10%, 08/10/30 *(a)* | 80000 | 70226 |
| **LYB International Finance III LLC** | **LYB International Finance III LLC** | **LYB International Finance III LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 10/01/30 *(a)* | 60000 | 53558 |
| **Mosaic Co.** | **Mosaic Co.** | **Mosaic Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 11/15/27 *(a)* | 150000 | 150019 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 11/15/28 *(a)* | 50000 | 51681 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 01/15/29 *(a)* | 70000 | 70264 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 11/15/30 *(a)* | 50000 | 50205 |
| **Newmont Corp./Newcrest Finance Pty. Ltd.** | **Newmont Corp./Newcrest Finance Pty. Ltd.** | **Newmont Corp./Newcrest Finance Pty. Ltd.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 05/13/30 *(a)* | 60000 | 57890 |
| **Nucor Corp.** | **Nucor Corp.** | **Nucor Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 05/23/27 *(a)* | 100000 | 100537 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 05/01/28 *(a)* | 100000 | 100101 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 06/01/30 *(a)* | 60000 | 56462 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 06/01/30 *(a)* | 70000 | 71534 |
| **Nutrien Ltd.** | **Nutrien Ltd.** | **Nutrien Ltd.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 03/12/27  | 100000 | 100645 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 03/27/28 *(a)* | 125000 | 127290 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 04/01/29 *(a)* | 175000 | 175052 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 05/13/30 *(a)* | 100000 | 94775 |
| **Packaging Corp. of America** | **Packaging Corp. of America** | **Packaging Corp. of America** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 12/15/29 *(a)* | 150000 | 143838 |
| **PPG Industries, Inc.** | **PPG Industries, Inc.** | **PPG Industries, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 08/15/29 *(a)* | 50000 | 47733 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.55%, 06/15/30 *(a)* | 40000 | 37307 |
| **Reliance, Inc.** | **Reliance, Inc.** | **Reliance, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.15%, 08/15/30 *(a)* | 60000 | 54428 |
| **Rio Tinto Finance USA Ltd.** | **Rio Tinto Finance USA Ltd.** | **Rio Tinto Finance USA Ltd.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.13%, 07/15/28  | 150000 | 161964 |
| **Rio Tinto Finance USA PLC** | **Rio Tinto Finance USA PLC** | **Rio Tinto Finance USA PLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 03/12/27  | 100000 | 100718 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 03/14/28 *(a)* | 100000 | 101254 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 03/14/30 *(a)* | 200000 | 205904 |
| **Rohm & Haas Co.** | **Rohm & Haas Co.** | **Rohm & Haas Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.85%, 07/15/29  | 100000 | 111761 |

---

**95**

------

Schwab Short-Term Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **RPM International, Inc.** | **RPM International, Inc.** | **RPM International, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 03/15/27 *(a)* | 100000 | 99524 |
| **Sherwin-Williams Co.** | **Sherwin-Williams Co.** | **Sherwin-Williams Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 06/01/27 *(a)* | 300000 | 297471 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 03/01/28 *(a)* | 50000 | 50541 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 08/15/28 *(a)* | 70000 | 70489 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 08/15/29 *(a)* | 50000 | 47978 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 05/15/30 *(a)* | 100000 | 92410 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 08/15/30 *(a)* | 70000 | 70754 |
| **Steel Dynamics, Inc.** | **Steel Dynamics, Inc.** | **Steel Dynamics, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.65%, 10/15/27 *(a)* | 100000 | 95724 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 12/15/28 *(a)* | 90000 | 89815 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 04/15/30 *(a)* | 75000 | 72548 |
| **Suzano Austria GmbH** | **Suzano Austria GmbH** | **Suzano Austria GmbH** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 01/15/29 *(a)* | 200000 | 206134 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 01/15/30 *(a)* | 200000 | 200870 |
| **Vale Overseas Ltd.** | **Vale Overseas Ltd.** | **Vale Overseas Ltd.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 07/08/30 *(a)* | 190000 | 183377 |
| **Westlake Corp.** | **Westlake Corp.** | **Westlake Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 06/15/30 *(a)* | 40000 | 38152 |
| **WestRock MWV LLC** | **WestRock MWV LLC** | **WestRock MWV LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.20%, 01/15/30  | 100000 | 114467 |
| **Weyerhaeuser Co.** | **Weyerhaeuser Co.** | **Weyerhaeuser Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 11/15/29 *(a)* | 100000 | 99219 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 04/15/30 *(a)* | 100000 | 98919 |
| **WRKCo, Inc.** | **WRKCo, Inc.** | **WRKCo, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 03/15/28 *(a)* | 100000 | 99911 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 06/01/28 *(a)* | 100000 | 99439 |
|  |  | **7634702** |
| ***Capital Goods 1.4%***  | ***Capital Goods 1.4%***  | ***Capital Goods 1.4%***  |
| **3M Co.** | **3M Co.** | **3M Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 10/15/27 *(a)* | 200000 | 196464 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 03/01/29 *(a)* | 100000 | 98152 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 08/26/29 *(a)* | 125000 | 117901 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 03/15/30 *(a)* | 100000 | 102643 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.05%, 04/15/30 *(a)* | 75000 | 71871 |
| **ABB Finance USA, Inc.** | **ABB Finance USA, Inc.** | **ABB Finance USA, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 04/03/28 *(a)* | 50000 | 50300 |
| **AGCO Corp.** | **AGCO Corp.** | **AGCO Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 03/21/27 *(a)* | 75000 | 76016 |
| **Allegion U.S. Holding Co., Inc.** | **Allegion U.S. Holding Co., Inc.** | **Allegion U.S. Holding Co., Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 10/01/27 *(a)* | 100000 | 99033 |
| **Amcor Finance USA, Inc.** | **Amcor Finance USA, Inc.** | **Amcor Finance USA, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 05/15/28 *(a)* | 100000 | 100607 |
| **Amcor Flexibles North America, Inc.** | **Amcor Flexibles North America, Inc.** | **Amcor Flexibles North America, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 03/17/28  | 100000 | 101456 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 03/17/30 *(a)* | 100000 | 102719 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 06/19/30 *(a)* | 60000 | 55750 |
| **Amcor Group Finance PLC** | **Amcor Group Finance PLC** | **Amcor Group Finance PLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 05/23/29 *(a)* | 75000 | 77675 |
| **Amphenol Corp.** | **Amphenol Corp.** | **Amphenol Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 11/15/27  | 100000 | 99947 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 06/12/28 *(a)* | 100000 | 101064 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 11/15/28 *(a)* | 100000 | 100062 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 04/05/29 *(a)* | 75000 | 77357 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 06/01/29 *(a)* | 75000 | 75901 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 02/15/30 *(a)* | 100000 | 95126 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 11/15/30 *(a)* | 140000 | 139784 |
| **Amrize Finance U.S. LLC** | **Amrize Finance U.S. LLC** | **Amrize Finance U.S. LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 04/07/30 *(a)(d)* | 275000 | 282458 |
| **Avery Dennison Corp.** | **Avery Dennison Corp.** | **Avery Dennison Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 12/06/28 *(a)* | 75000 | 76586 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **Berry Global, Inc.** | **Berry Global, Inc.** | **Berry Global, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.65%, 01/15/27 *(a)* | 100000 | 97093 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 04/15/28 *(a)* | 100000 | 102932 |
| **Boeing Co.** | **Boeing Co.** | **Boeing Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 02/01/27 *(a)* | 200000 | 196654 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.26%, 05/01/27 *(a)* | 150000 | 154116 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 02/01/28 *(a)* | 150000 | 147351 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 03/01/28 *(a)* | 100000 | 97979 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 03/01/29 *(a)* | 150000 | 145158 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.30%, 05/01/29 *(a)* | 350000 | 372344 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 05/01/30 *(a)* | 600000 | 618702 |
| **Carlisle Cos., Inc.** | **Carlisle Cos., Inc.** | **Carlisle Cos., Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 12/01/27 *(a)* | 100000 | 99509 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 03/01/30 *(a)* | 100000 | 94462 |
| **Carrier Global Corp.** | **Carrier Global Corp.** | **Carrier Global Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.49%, 02/15/27 *(a)* | 125000 | 122769 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.72%, 02/15/30 *(a)* | 250000 | 235490 |
| **Caterpillar Financial Services Corp.** | **Caterpillar Financial Services Corp.** | **Caterpillar Financial Services Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 05/14/27  | 200000 | 203450 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 08/12/27  | 200000 | 199594 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.10%, 09/14/27  | 200000 | 191102 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 10/15/27  | 50000 | 50599 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 11/15/27  | 100000 | 101637 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 08/15/28  | 100000 | 100742 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 11/14/28  | 140000 | 140383 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 02/27/29  | 150000 | 154509 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 08/16/29  | 50000 | 50844 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 11/15/29  | 150000 | 154318 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 01/08/30  | 100000 | 103760 |
| **Caterpillar, Inc.** | **Caterpillar, Inc.** | **Caterpillar, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.60%, 04/09/30 *(a)* | 100000 | 94779 |
| **CNH Industrial Capital LLC** | **CNH Industrial Capital LLC** | **CNH Industrial Capital LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 03/21/28 *(a)* | 100000 | 101364 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 04/10/28 *(a)* | 150000 | 151323 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 04/20/29 *(a)* | 100000 | 102587 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 10/16/30 *(a)* | 70000 | 70219 |
| **CNH Industrial NV** | **CNH Industrial NV** | **CNH Industrial NV** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 11/15/27 *(a)* | 100000 | 99667 |
| **CRH SMW Finance DAC** | **CRH SMW Finance DAC** | **CRH SMW Finance DAC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 01/09/30 *(a)* | 200000 | 206356 |
| **Deere & Co.** | **Deere & Co.** | **Deere & Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 10/16/29  | 75000 | 79179 |
| **Deere Funding Canada Corp.** | **Deere Funding Canada Corp.** | **Deere Funding Canada Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 10/09/30 *(a)* | 70000 | 70087 |
| **Dover Corp.** | **Dover Corp.** | **Dover Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 11/04/29 *(a)* | 75000 | 71862 |
| **Eaton Capital ULC** | **Eaton Capital ULC** | **Eaton Capital ULC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 05/09/30 *(a)* | 200000 | 202492 |
| **Eaton Corp.** | **Eaton Corp.** | **Eaton Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 09/15/27 *(a)* | 100000 | 98861 |
| **Emerson Electric Co.** | **Emerson Electric Co.** | **Emerson Electric Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.80%, 10/15/27 *(a)* | 100000 | 96544 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.95%, 10/15/30 *(a)* | 60000 | 54621 |
| **Flowserve Corp.** | **Flowserve Corp.** | **Flowserve Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 10/01/30 *(a)* | 70000 | 66923 |
| **Fortune Brands Innovations, Inc.** | **Fortune Brands Innovations, Inc.** | **Fortune Brands Innovations, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 09/15/29 *(a)* | 100000 | 96385 |
| **General Dynamics Corp.** | **General Dynamics Corp.** | **General Dynamics Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 04/01/27 *(a)* | 100000 | 99759 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 11/15/27 *(a)* | 150000 | 146939 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 05/15/28 *(a)* | 100000 | 100171 |
| **General Electric Co.** | **General Electric Co.** | **General Electric Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 07/29/30 *(a)* | 130000 | 131525 |
| **HEICO Corp.** | **HEICO Corp.** | **HEICO Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 08/01/28 *(a)* | 100000 | 103119 |

---

**96**

------

Schwab Short-Term Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **Hexcel Corp.** | **Hexcel Corp.** | **Hexcel Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 02/15/27 *(a)* | 150000 | 149412 |
| **Honeywell International, Inc.** | **Honeywell International, Inc.** | **Honeywell International, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.10%, 03/01/27 *(a)* | 100000 | 96689 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 07/30/27 *(a)* | 100000 | 101274 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 02/15/28 *(a)* | 100000 | 102351 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 01/15/29 *(a)* | 100000 | 100946 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 08/15/29 *(a)* | 50000 | 47837 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 09/01/29 *(a)* | 100000 | 103158 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 02/01/30 *(a)* | 150000 | 153640 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.95%, 06/01/30 *(a)* | 120000 | 109637 |
| **Howmet Aerospace, Inc.** | **Howmet Aerospace, Inc.** | **Howmet Aerospace, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.90%, 02/01/27  | 100000 | 102434 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 01/15/28  | 50000 | 52842 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 01/15/29 *(a)* | 100000 | 97072 |
| **Huntington Ingalls Industries, Inc.** | **Huntington Ingalls Industries, Inc.** | **Huntington Ingalls Industries, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.48%, 12/01/27 *(a)* | 150000 | 148139 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.04%, 08/16/28 *(a)* | 100000 | 94566 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 01/15/30 *(a)* | 100000 | 103625 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 05/01/30 *(a)* | 100000 | 99161 |
| **IDEX Corp.** | **IDEX Corp.** | **IDEX Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 09/01/29 *(a)* | 50000 | 51225 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 05/01/30 *(a)* | 100000 | 94882 |
| **Ingersoll Rand, Inc.** | **Ingersoll Rand, Inc.** | **Ingersoll Rand, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 08/14/28 *(a)* | 100000 | 103504 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.18%, 06/15/29 *(a)* | 100000 | 103666 |
| **John Deere Capital Corp.** | **John Deere Capital Corp.** | **John Deere Capital Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 01/08/27  | 200000 | 201604 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.70%, 01/11/27  | 100000 | 97779 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 03/09/27  | 100000 | 97465 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 07/15/27  | 100000 | 100684 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 09/15/27  | 200000 | 201386 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 01/07/28  | 100000 | 101755 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 01/20/28  | 200000 | 204018 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 03/03/28  | 125000 | 128039 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 03/06/28  | 175000 | 166327 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 06/05/28  | 90000 | 91006 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 07/14/28  | 250000 | 257005 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 01/16/29  | 200000 | 203508 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 03/07/29  | 150000 | 148256 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 06/11/29  | 150000 | 154624 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 01/09/30  | 100000 | 94599 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 06/05/30  | 100000 | 101981 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 06/10/30  | 130000 | 133788 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 10/15/30  | 80000 | 81112 |
| **Johnson Controls International PLC/Tyco Fire & Security Finance SCA** | **Johnson Controls International PLC/Tyco Fire & Security Finance SCA** | **Johnson Controls International PLC/Tyco Fire & Security Finance SCA** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 04/19/29 *(a)* | 100000 | 104356 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 09/15/30 *(a)* | 70000 | 62648 |
| **Kennametal, Inc.** | **Kennametal, Inc.** | **Kennametal, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 06/15/28 *(a)* | 75000 | 75559 |
| **L3Harris Technologies, Inc.** | **L3Harris Technologies, Inc.** | **L3Harris Technologies, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 01/15/27  | 200000 | 203028 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 06/15/28 *(a)* | 200000 | 201524 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 06/01/29 *(a)* | 100000 | 103002 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 12/15/29 *(a)* | 100000 | 95283 |
| **Leggett & Platt, Inc.** | **Leggett & Platt, Inc.** | **Leggett & Platt, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 03/15/29 *(a)* | 100000 | 98380 |
| **Lennox International, Inc.** | **Lennox International, Inc.** | **Lennox International, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 09/15/28 *(a)* | 100000 | 103585 |
| **Lockheed Martin Corp.** | **Lockheed Martin Corp.** | **Lockheed Martin Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 11/15/27 *(a)* | 150000 | 153534 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 08/15/28 *(a)* | 70000 | 70493 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 02/15/29 *(a)* | 100000 | 101707 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.85%, 06/15/30 *(a)* | 50000 | 45474 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 08/15/30 *(a)* | 100000 | 101381 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **Martin Marietta Materials, Inc.** | **Martin Marietta Materials, Inc.** | **Martin Marietta Materials, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 12/15/27 *(a)* | 100000 | 99077 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 03/15/30 *(a)* | 100000 | 93303 |
| **Masco Corp.** | **Masco Corp.** | **Masco Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 02/15/28 *(a)* | 100000 | 94373 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 10/01/30 *(a)* | 40000 | 35918 |
| **Mohawk Industries, Inc.** | **Mohawk Industries, Inc.** | **Mohawk Industries, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.85%, 09/18/28 *(a)* | 100000 | 104389 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 05/15/30 *(a)* | 100000 | 97057 |
| **Nordson Corp.** | **Nordson Corp.** | **Nordson Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 09/15/28 *(a)* | 75000 | 77707 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 12/15/29 *(a)* | 75000 | 75461 |
| **Northrop Grumman Corp.** | **Northrop Grumman Corp.** | **Northrop Grumman Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 02/01/27 *(a)* | 100000 | 99175 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 01/15/28 *(a)* | 250000 | 246402 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 02/01/29 *(a)* | 75000 | 76398 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 05/01/30 *(a)* | 100000 | 101165 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 07/15/30 *(a)* | 70000 | 71450 |
| **nVent Finance SARL** | **nVent Finance SARL** | **nVent Finance SARL** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 04/15/28 *(a)* | 100000 | 100679 |
| **Oshkosh Corp.** | **Oshkosh Corp.** | **Oshkosh Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 05/15/28 *(a)* | 100000 | 100890 |
| **Otis Worldwide Corp.** | **Otis Worldwide Corp.** | **Otis Worldwide Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 08/16/28 *(a)* | 150000 | 154809 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.57%, 02/15/30 *(a)* | 200000 | 187386 |
| **Owens Corning** | **Owens Corning** | **Owens Corning** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 08/15/29 *(a)* | 50000 | 49660 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 02/15/30 *(a)* | 75000 | 72755 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 06/01/30 *(a)* | 40000 | 39308 |
| **Parker-Hannifin Corp.** | **Parker-Hannifin Corp.** | **Parker-Hannifin Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 03/01/27 *(a)* | 150000 | 148906 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 09/15/27 *(a)* | 200000 | 201432 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 06/14/29 *(a)* | 150000 | 146466 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 09/15/29 *(a)* | 100000 | 101700 |
| **Pentair Finance SARL** | **Pentair Finance SARL** | **Pentair Finance SARL** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 07/01/29 *(a)* | 75000 | 75617 |
| **Regal Rexnord Corp.** | **Regal Rexnord Corp.** | **Regal Rexnord Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.05%, 04/15/28 *(a)* | 100000 | 103551 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.30%, 02/15/30 *(a)* | 150000 | 159435 |
| **Republic Services, Inc.** | **Republic Services, Inc.** | **Republic Services, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 11/15/27 *(a)* | 150000 | 148835 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 05/15/28 *(a)* | 100000 | 100242 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 04/01/29 *(a)* | 100000 | 102754 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 03/01/30 *(a)* | 100000 | 93158 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 07/15/30 *(a)* | 70000 | 71940 |
| **Rockwell Automation, Inc.** | **Rockwell Automation, Inc.** | **Rockwell Automation, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 03/01/29 *(a)* | 75000 | 73905 |
| **RTX Corp.** | **RTX Corp.** | **RTX Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 03/15/27 *(a)* | 150000 | 149167 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 05/04/27 *(a)* | 150000 | 148248 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 11/16/28 *(a)* | 410000 | 411435 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 01/15/29 *(a)* | 75000 | 78776 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 09/15/29  | 100000 | 111815 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 07/01/30 *(a)* | 120000 | 110729 |
| **Snap-on, Inc.** | **Snap-on, Inc.** | **Snap-on, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 03/01/27 *(a)* | 100000 | 99141 |
| **Sonoco Products Co.** | **Sonoco Products Co.** | **Sonoco Products Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 09/01/29 *(a)* | 100000 | 100927 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 05/01/30 *(a)* | 100000 | 94848 |
| **Stanley Black & Decker, Inc.** | **Stanley Black & Decker, Inc.** | **Stanley Black & Decker, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 03/06/28 *(a)* | 100000 | 103751 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 03/15/30 *(a)* | 100000 | 91414 |

---

**97**

------

Schwab Short-Term Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **Textron, Inc.** | **Textron, Inc.** | **Textron, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 03/15/27 *(a)* | 100000 | 99410 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 09/17/29 *(a)* | 50000 | 49363 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 06/01/30 *(a)* | 80000 | 75964 |
| **Timken Co.** | **Timken Co.** | **Timken Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 12/15/28 *(a)* | 75000 | 75497 |
| **Trane Technologies Financing Ltd.** | **Trane Technologies Financing Ltd.** | **Trane Technologies Financing Ltd.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 03/21/29 *(a)* | 100000 | 99358 |
| **Tyco Electronics Group SA** | **Tyco Electronics Group SA** | **Tyco Electronics Group SA** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 08/15/27 *(a)* | 100000 | 98961 |
| **Veralto Corp.** | **Veralto Corp.** | **Veralto Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 09/18/28 *(a)* | 150000 | 154939 |
| **Vontier Corp.** | **Vontier Corp.** | **Vontier Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 04/01/28 *(a)* | 100000 | 95590 |
| **Vulcan Materials Co.** | **Vulcan Materials Co.** | **Vulcan Materials Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 12/01/29 *(a)* | 100000 | 102885 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 06/01/30 *(a)* | 90000 | 87449 |
| **Waste Connections, Inc.** | **Waste Connections, Inc.** | **Waste Connections, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 12/01/28 *(a)* | 75000 | 75650 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.60%, 02/01/30 *(a)* | 75000 | 70893 |
| **Waste Management, Inc.** | **Waste Management, Inc.** | **Waste Management, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 01/15/29 *(a)* | 350000 | 349415 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 06/01/29 *(a)* | 200000 | 187464 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 02/15/30 *(a)* | 100000 | 102157 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 03/15/30 *(a)* | 100000 | 102350 |
| **Westinghouse Air Brake Technologies Corp.** | **Westinghouse Air Brake Technologies Corp.** | **Westinghouse Air Brake Technologies Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 09/15/28 *(a)(f)* | 200000 | 202486 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 05/29/30 *(a)* | 40000 | 41017 |
| **Xylem, Inc.** | **Xylem, Inc.** | **Xylem, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.95%, 01/30/28 *(a)* | 100000 | 96061 |
|  |  | **21752544** |
| ***Communications 1.2%***  | ***Communications 1.2%***  | ***Communications 1.2%***  |
| **America Movil SAB de CV** | **America Movil SAB de CV** | **America Movil SAB de CV** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 05/07/30 *(a)* | 200000 | 188970 |
| **American Tower Corp.** | **American Tower Corp.** | **American Tower Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 01/15/27 *(a)* | 200000 | 197164 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 01/15/27 *(a)* | 100000 | 98964 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 03/15/27 *(a)* | 100000 | 99388 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 01/15/28 *(a)* | 100000 | 99013 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 07/15/28 *(a)* | 100000 | 102779 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.80%, 11/15/28 *(a)* | 100000 | 104479 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 02/15/29 *(a)* | 100000 | 102937 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 03/15/29 *(a)* | 100000 | 99207 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 08/15/29 *(a)* | 200000 | 197086 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 01/15/30 *(a)* | 100000 | 94723 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 01/31/30 *(a)* | 100000 | 102500 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 03/15/30 *(a)* | 100000 | 102375 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.10%, 06/15/30 *(a)* | 90000 | 81833 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.88%, 10/15/30 *(a)* | 200000 | 178526 |
| **AppLovin Corp.** | **AppLovin Corp.** | **AppLovin Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 12/01/29 *(a)* | 125000 | 128005 |
| **AT&T, Inc.** | **AT&T, Inc.** | **AT&T, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 03/01/27 *(a)* | 200000 | 200468 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 06/01/27 *(a)* | 400000 | 389996 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.65%, 02/01/28 *(a)* | 300000 | 285333 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 02/15/28 *(a)* | 250000 | 250160 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 03/01/29 *(a)* | 475000 | 477897 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 02/15/30 *(a)* | 400000 | 402356 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 08/15/30 *(a)* | 130000 | 132556 |
| **Charter Communications Operating LLC/Charter Communications Operating** <br> **Capital** | **Charter Communications Operating LLC/Charter Communications Operating** <br> **Capital** | **Charter Communications Operating LLC/Charter Communications Operating** <br> **Capital** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 02/15/28 *(a)* | 150000 | 147728 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 03/15/28 *(a)* | 175000 | 174085 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 01/15/29 *(a)* | 200000 | 186140 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 03/30/29 *(a)* | 225000 | 227286 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.10%, 06/01/29 *(a)* | 200000 | 208752 |
| **Comcast Corp.** | **Comcast Corp.** | **Comcast Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.35%, 01/15/27 *(a)* | 200000 | 196546 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 02/01/27 *(a)* | 200000 | 198454 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 04/01/27 *(a)* | 75000 | 74366 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 02/15/28 *(a)* | 150000 | 147389 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 05/01/28 *(a)* | 100000 | 99155 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 10/15/28 *(a)* | 400000 | 402192 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 01/15/29 *(a)* | 100000 | 101453 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 02/01/30 *(a)* | 300000 | 282909 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 04/01/30 *(a)* | 200000 | 194002 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 10/15/30 *(a)* | 210000 | 210477 |
| **Crown Castle, Inc.** | **Crown Castle, Inc.** | **Crown Castle, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 03/15/27 *(a)* | 150000 | 147473 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 09/01/27 *(a)* | 150000 | 148650 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 01/11/28 *(a)* | 150000 | 152310 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 02/15/28 *(a)* | 100000 | 99012 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 09/01/28 *(a)* | 100000 | 101376 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 02/15/29 *(a)* | 75000 | 74888 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 06/01/29 *(a)* | 100000 | 103959 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 09/01/29 *(a)* | 200000 | 203288 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 07/01/30 *(a)* | 90000 | 85545 |
| **Deutsche Telekom International Finance BV** | **Deutsche Telekom International Finance BV** | **Deutsche Telekom International Finance BV** |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.75%, 06/15/30 *(f)* | 465000 | 546780 |
| **Fox Corp.** | **Fox Corp.** | **Fox Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.71%, 01/25/29 *(a)* | 300000 | 304569 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 04/08/30 *(a)* | 75000 | 73072 |
| **Interpublic Group of Cos., Inc.** | **Interpublic Group of Cos., Inc.** | **Interpublic Group of Cos., Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 10/01/28 *(a)* | 100000 | 100138 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 03/30/30 *(a)* | 100000 | 101096 |
| **Koninklijke KPN NV** | **Koninklijke KPN NV** | **Koninklijke KPN NV** |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.38%, 10/01/30  | 100000 | 117429 |
| **Meta Platforms, Inc.** | **Meta Platforms, Inc.** | **Meta Platforms, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 08/15/27 *(a)* | 355000 | 353970 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 05/15/28 *(a)* | 275000 | 280497 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 08/15/29 *(a)* | 100000 | 101544 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 05/15/30 *(a)* | 100000 | 103345 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 11/15/30 *(a)* | 550000 | 553938 |
| **Netflix, Inc.** | **Netflix, Inc.** | **Netflix, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 04/15/28  | 250000 | 255587 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 11/15/28  | 300000 | 316470 |
| **Omnicom Group, Inc.** | **Omnicom Group, Inc.** | **Omnicom Group, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 04/30/30 *(a)* | 100000 | 92620 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 06/01/30 *(a)* | 80000 | 79511 |
| **Paramount Global** | **Paramount Global** | **Paramount Global** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 01/15/27 *(a)* | 200000 | 196584 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 06/01/28 *(a)* | 100000 | 98272 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.88%, 07/30/30  | 130000 | 144117 |
| **Rogers Communications, Inc.** | **Rogers Communications, Inc.** | **Rogers Communications, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 03/15/27 *(a)* | 200000 | 197458 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 02/15/29 *(a)* | 200000 | 204030 |
| **Sprint Capital Corp.** | **Sprint Capital Corp.** | **Sprint Capital Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.88%, 11/15/28  | 400000 | 431048 |
| **Take-Two Interactive Software, Inc.** | **Take-Two Interactive Software, Inc.** | **Take-Two Interactive Software, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 04/14/27 *(a)* | 200000 | 199012 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 03/28/28 *(a)* | 100000 | 101882 |
| **TCI Communications, Inc.** | **TCI Communications, Inc.** | **TCI Communications, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.13%, 02/15/28  | 75000 | 80054 |
| **Telefonica Emisiones SA** | **Telefonica Emisiones SA** | **Telefonica Emisiones SA** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 03/08/27  | 250000 | 249725 |
| **Telefonica Europe BV** | **Telefonica Europe BV** | **Telefonica Europe BV** |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.25%, 09/15/30  | 190000 | 218931 |

---

**98**

------

Schwab Short-Term Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **TELUS Corp.** | **TELUS Corp.** | **TELUS Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 02/16/27 *(a)* | 100000 | 98406 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 09/15/27 *(a)* | 100000 | 99294 |
| **T-Mobile USA, Inc.** | **T-Mobile USA, Inc.** | **T-Mobile USA, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 04/15/27 *(a)* | 500000 | 497800 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.05%, 02/15/28 *(a)* | 250000 | 239585 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 03/15/28 *(a)* | 150000 | 152891 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 07/15/28 *(a)* | 150000 | 152733 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 01/15/29 *(a)* | 150000 | 153478 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 02/15/29 *(a)* | 150000 | 143178 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 03/15/29 *(a)* | 75000 | 71061 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 04/15/29 *(a)* | 300000 | 292653 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 10/01/29 *(a)* | 100000 | 100347 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 04/15/30 *(a)* | 900000 | 887085 |
| **TWDC Enterprises 18 Corp.** | **TWDC Enterprises 18 Corp.** | **TWDC Enterprises 18 Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 06/15/27  | 150000 | 148328 |
| **Verizon Communications, Inc.** | **Verizon Communications, Inc.** | **Verizon Communications, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 03/16/27  | 300000 | 300711 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.10%, 03/22/28 *(a)* | 350000 | 335772 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.33%, 09/21/28  | 400000 | 403384 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.02%, 12/03/29 *(a)* | 400000 | 397324 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 03/22/30 *(a)* | 200000 | 191974 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 09/18/30 *(a)* | 120000 | 105770 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.68%, 10/30/30 *(a)* | 200000 | 177378 |
| **Vodafone Group PLC** | **Vodafone Group PLC** | **Vodafone Group PLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.88%, 02/15/30  | 100000 | 114532 |
| **Walt Disney Co.** | **Walt Disney Co.** | **Walt Disney Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.20%, 01/13/28  | 100000 | 96893 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 09/01/29 *(a)* | 300000 | 280329 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 03/22/30  | 200000 | 198784 |
| **Weibo Corp.** | **Weibo Corp.** | **Weibo Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 07/08/30 *(a)* | 200000 | 190580 |
|  |  | **19416099** |
| ***Consumer Cyclical 2.1%***  | ***Consumer Cyclical 2.1%***  | ***Consumer Cyclical 2.1%***  |
| **Alibaba Group Holding Ltd.** | **Alibaba Group Holding Ltd.** | **Alibaba Group Holding Ltd.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 12/06/27 *(a)* | 400000 | 396272 |
| **Amazon.com, Inc.** | **Amazon.com, Inc.** | **Amazon.com, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 04/13/27 *(a)* | 350000 | 348148 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.20%, 06/03/27 *(a)* | 100000 | 96412 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 08/22/27 *(a)* | 525000 | 520632 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 12/01/27 *(a)* | 300000 | 304755 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.65%, 05/12/28 *(a)* | 350000 | 333382 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 11/20/28 *(a)* | 340000 | 341382 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 04/13/29 *(a)* | 200000 | 197850 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 12/01/29 *(a)* | 200000 | 205588 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 06/03/30 *(a)* | 230000 | 207655 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 11/20/30 *(a)* | 340000 | 341926 |
| **American Honda Finance Corp.** | **American Honda Finance Corp.** | **American Honda Finance Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.35%, 01/08/27  | 150000 | 147284 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 03/12/27  | 98000 | 99049 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 07/09/27  | 120000 | 121103 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 10/22/27  | 100000 | 100877 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 01/12/28  | 100000 | 101375 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 03/03/28  | 100000 | 101179 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 03/24/28  | 100000 | 95577 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 07/07/28  | 150000 | 153964 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 09/01/28  | 90000 | 90458 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 11/15/28  | 150000 | 156684 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 01/12/29  | 100000 | 94594 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 03/13/29  | 125000 | 128104 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 09/05/29  | 100000 | 101058 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 03/05/30  | 100000 | 102295 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 04/17/30  | 200000 | 202834 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 09/04/30  | 90000 | 90544 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.85%, 10/04/30  | 70000 | 74602 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **AutoNation, Inc.** | **AutoNation, Inc.** | **AutoNation, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.95%, 08/01/28 *(a)* | 50000 | 47073 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 01/15/29 *(a)* | 80000 | 80234 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 06/01/30 *(a)* | 60000 | 60669 |
| **AutoZone, Inc.** | **AutoZone, Inc.** | **AutoZone, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 06/01/27 *(a)* | 200000 | 199198 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 02/01/28 *(a)* | 100000 | 101165 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 11/01/28 *(a)* | 100000 | 106047 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 07/15/29 *(a)* | 100000 | 103169 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 06/15/30 *(a)* | 70000 | 72507 |
| **Best Buy Co., Inc.** | **Best Buy Co., Inc.** | **Best Buy Co., Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 10/01/28 *(a)* | 75000 | 75824 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.95%, 10/01/30 *(a)* | 80000 | 71764 |
| **Block Financial LLC** | **Block Financial LLC** | **Block Financial LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 07/15/28 *(a)* | 75000 | 71481 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 08/15/30 *(a)* | 80000 | 77506 |
| **BorgWarner, Inc.** | **BorgWarner, Inc.** | **BorgWarner, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 07/01/27 *(a)* | 200000 | 195868 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 08/15/29 *(a)* | 50000 | 51202 |
| **CBRE Services, Inc.** | **CBRE Services, Inc.** | **CBRE Services, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 06/15/30 *(a)* | 80000 | 81523 |
| **Choice Hotels International, Inc.** | **Choice Hotels International, Inc.** | **Choice Hotels International, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 12/01/29 *(a)* | 50000 | 48362 |
| **Costco Wholesale Corp.** | **Costco Wholesale Corp.** | **Costco Wholesale Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 05/18/27 *(a)* | 100000 | 99251 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.38%, 06/20/27 *(a)* | 250000 | 241705 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.60%, 04/20/30 *(a)* | 200000 | 181710 |
| **Cummins, Inc.** | **Cummins, Inc.** | **Cummins, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 02/20/29 *(a)* | 100000 | 103066 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 09/01/30 *(a)* | 100000 | 89459 |
| **Darden Restaurants, Inc.** | **Darden Restaurants, Inc.** | **Darden Restaurants, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 05/01/27 *(a)* | 150000 | 149498 |
| **Dick's Sporting Goods, Inc.** | **Dick's Sporting Goods, Inc.** | **Dick's Sporting Goods, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 10/01/29 *(a)(d)* | 50000 | 49137 |
| **Dollar General Corp.** | **Dollar General Corp.** | **Dollar General Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 11/01/27 *(a)* | 100000 | 100860 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 05/01/28 *(a)* | 100000 | 100019 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 04/03/30 *(a)* | 150000 | 145110 |
| **Dollar Tree, Inc.** | **Dollar Tree, Inc.** | **Dollar Tree, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 05/15/28 *(a)* | 200000 | 199916 |
| **DR Horton, Inc.** | **DR Horton, Inc.** | **DR Horton, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 10/15/30 *(a)* | 70000 | 71796 |
| **eBay, Inc.** | **eBay, Inc.** | **eBay, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 06/05/27 *(a)* | 150000 | 149049 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 03/06/29 *(a)* | 80000 | 80372 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 03/11/30 *(a)* | 100000 | 94073 |
| **Expedia Group, Inc.** | **Expedia Group, Inc.** | **Expedia Group, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 08/01/27 *(a)* | 150000 | 151053 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 02/15/28 *(a)* | 150000 | 149103 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 02/15/30 *(a)* | 100000 | 96112 |
| **Ford Motor Co.** | **Ford Motor Co.** | **Ford Motor Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 12/08/26 *(a)* | 250000 | 249365 |
| **Ford Motor Credit Co. LLC** | **Ford Motor Credit Co. LLC** | **Ford Motor Credit Co. LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.27%, 01/09/27 *(a)* | 200000 | 199060 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.80%, 03/05/27 *(a)* | 200000 | 202496 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.85%, 05/17/27 *(a)* | 200000 | 202862 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 05/28/27 *(a)* | 250000 | 250637 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.35%, 11/04/27 *(a)* | 250000 | 261115 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.92%, 03/20/28 *(a)* | 200000 | 204560 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.80%, 05/12/28 *(a)* | 250000 | 260642 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.80%, 11/07/28 *(a)* | 200000 | 209476 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 02/10/29 *(a)* | 200000 | 187170 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.80%, 03/08/29 *(a)* | 200000 | 204020 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.11%, 05/03/29 *(a)* | 200000 | 199774 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 11/07/29 *(a)* | 200000 | 204828 |

---

**99**

------

Schwab Short-Term Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.35%, 03/06/30 *(a)* | 200000 | 214820 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.20%, 06/10/30 *(a)* | 200000 | 214804 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.73%, 09/05/30 *(a)* | 400000 | 407168 |
| **General Motors Co.** | **General Motors Co.** | **General Motors Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.80%, 10/01/27 *(a)* | 200000 | 208240 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 04/15/28 *(a)* | 100000 | 102570 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 10/01/28 *(a)* | 100000 | 101931 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 10/15/29 *(a)* | 100000 | 103741 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 04/15/30 *(a)* | 100000 | 104459 |
| **General Motors Financial Co., Inc.** | **General Motors Financial Co., Inc.** | **General Motors Financial Co., Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 01/17/27 *(a)* | 150000 | 150258 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.35%, 02/26/27 *(a)* | 250000 | 244502 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 04/09/27 *(a)* | 200000 | 202090 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 08/20/27 *(a)* | 200000 | 195138 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 01/09/28 *(a)* | 150000 | 155416 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 04/04/28  | 150000 | 152760 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 04/10/28 *(a)* | 200000 | 192028 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.80%, 06/23/28 *(a)* | 200000 | 207354 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 10/15/28 *(a)* | 200000 | 190680 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 10/27/28  | 140000 | 140137 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.80%, 01/07/29 *(a)* | 250000 | 260765 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 04/06/29 *(a)* | 150000 | 149802 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.55%, 07/15/29 *(a)* | 250000 | 259337 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 10/06/29 *(a)* | 150000 | 152587 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 01/07/30 *(a)* | 200000 | 206596 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.85%, 04/06/30 *(a)* | 150000 | 158025 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 06/21/30 *(a)* | 130000 | 125220 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 07/15/30 *(a)* | 130000 | 135320 |
| **Genuine Parts Co.** | **Genuine Parts Co.** | **Genuine Parts Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 11/01/28 *(a)* | 75000 | 79416 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 08/15/29 *(a)* | 100000 | 101577 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.88%, 11/01/30 *(a)* | 60000 | 52712 |
| **GLP Capital LP/GLP Financing II, Inc.** | **GLP Capital LP/GLP Financing II, Inc.** | **GLP Capital LP/GLP Financing II, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 06/01/28 *(a)* | 50000 | 51395 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 01/15/29 *(a)* | 100000 | 102018 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 01/15/30 *(a)* | 100000 | 97042 |
| **Home Depot, Inc.** | **Home Depot, Inc.** | **Home Depot, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 04/15/27 *(a)* | 200000 | 196636 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 06/25/27 *(a)* | 150000 | 152545 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 09/14/27 *(a)* | 200000 | 196748 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.90%, 03/15/28 *(a)* | 100000 | 94081 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 09/15/28 *(a)* | 150000 | 141080 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 09/15/28 *(a)* | 70000 | 70007 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 12/06/28 *(a)* | 150000 | 150490 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 06/15/29 *(a)* | 350000 | 339181 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 06/25/29 *(a)* | 200000 | 205282 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 04/15/30 *(a)* | 150000 | 142212 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 09/15/30 *(a)* | 70000 | 69826 |
| **Honda Motor Co. Ltd.** | **Honda Motor Co. Ltd.** | **Honda Motor Co. Ltd.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.53%, 03/10/27 *(a)* | 250000 | 245442 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.69%, 07/08/30 *(a)* | 170000 | 172341 |
| **Hyatt Hotels Corp.** | **Hyatt Hotels Corp.** | **Hyatt Hotels Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 03/30/28 *(a)* | 100000 | 101831 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 09/15/28 *(a)* | 100000 | 100416 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 04/23/30 *(a)(g)* | 75000 | 78489 |
| **JD.com, Inc.** | **JD.com, Inc.** | **JD.com, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 01/14/30 *(a)* | 200000 | 195356 |
| **Jones Lang LaSalle, Inc.** | **Jones Lang LaSalle, Inc.** | **Jones Lang LaSalle, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.88%, 12/01/28 *(a)* | 75000 | 80344 |
| **Las Vegas Sands Corp.** | **Las Vegas Sands Corp.** | **Las Vegas Sands Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.90%, 06/01/27 *(a)* | 100000 | 101914 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 06/15/28 *(a)* | 150000 | 153514 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 08/08/29 *(a)* | 50000 | 48732 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 08/15/29 *(a)* | 50000 | 52322 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 06/14/30 *(a)* | 150000 | 157492 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **Lear Corp.** | **Lear Corp.** | **Lear Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 09/15/27 *(a)* | 150000 | 149063 |
| **Lennar Corp.** | **Lennar Corp.** | **Lennar Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 06/15/27 *(a)* | 100000 | 100807 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 11/29/27 *(a)* | 150000 | 151254 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 07/30/30 *(a)* | 75000 | 77480 |
| **LKQ Corp.** | **LKQ Corp.** | **LKQ Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 06/15/28 *(a)* | 100000 | 103429 |
| **Lowe's Cos., Inc.** | **Lowe's Cos., Inc.** | **Lowe's Cos., Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 04/01/27 *(a)* | 100000 | 99188 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 05/03/27 *(a)* | 300000 | 296289 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 10/15/27  | 90000 | 90004 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.30%, 04/15/28 *(a)* | 200000 | 188036 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.70%, 09/15/28 *(a)* | 150000 | 140975 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 10/15/28 *(a)* | 100000 | 100025 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 03/15/29  | 100000 | 107480 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 04/05/29 *(a)* | 200000 | 197178 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.70%, 10/15/30 *(a)* | 300000 | 266589 |
| **Magna International, Inc.** | **Magna International, Inc.** | **Magna International, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 03/14/29 *(a)* | 75000 | 77114 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 06/15/30 *(a)* | 90000 | 83350 |
| **Marriott International, Inc.** | **Marriott International, Inc.** | **Marriott International, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 07/15/27  | 50000 | 50182 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 10/15/27 *(a)* | 150000 | 152709 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 04/15/28 *(a)* | 100000 | 100039 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.55%, 10/15/28 *(a)* | 100000 | 104065 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 05/15/29 *(a)* | 150000 | 153376 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 03/15/30 *(a)* | 100000 | 102294 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 06/15/30 *(a)* | 130000 | 132059 |
| **McDonald's Corp.** | **McDonald's Corp.** | **McDonald's Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 03/01/27 *(a)* | 200000 | 198936 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 04/01/28 *(a)* | 200000 | 199636 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 08/14/28 *(a)* | 200000 | 204318 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 09/01/29 *(a)* | 100000 | 95334 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.13%, 03/01/30 *(a)* | 100000 | 92498 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 05/15/30 *(a)* | 100000 | 102030 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 07/01/30 *(a)* | 130000 | 127764 |
| **NIKE, Inc.** | **NIKE, Inc.** | **NIKE, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 03/27/27 *(a)* | 150000 | 148092 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 03/27/30 *(a)* | 200000 | 191260 |
| **NVR, Inc.** | **NVR, Inc.** | **NVR, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 05/15/30 *(a)* | 100000 | 95220 |
| **O'Reilly Automotive, Inc.** | **O'Reilly Automotive, Inc.** | **O'Reilly Automotive, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 09/01/27 *(a)* | 100000 | 99327 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 06/01/28 *(a)* | 100000 | 100866 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 06/01/29 *(a)* | 75000 | 74351 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 04/01/30 *(a)* | 75000 | 74951 |
| **PACCAR Financial Corp.** | **PACCAR Financial Corp.** | **PACCAR Financial Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 02/04/27  | 200000 | 195880 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 06/23/27  | 50000 | 50408 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 08/06/27  | 50000 | 50608 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 01/10/28  | 100000 | 101753 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 08/08/28  | 50000 | 50309 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 08/10/28  | 100000 | 102894 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 11/07/28  | 50000 | 50272 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 01/31/29  | 150000 | 153373 |
| **PVH Corp.** | **PVH Corp.** | **PVH Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 06/13/30 *(a)* | 70000 | 71546 |
| **Ralph Lauren Corp.** | **Ralph Lauren Corp.** | **Ralph Lauren Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 06/15/30 *(a)* | 90000 | 85647 |
| **Royal Caribbean Cruises Ltd.** | **Royal Caribbean Cruises Ltd.** | **Royal Caribbean Cruises Ltd.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 03/15/28 *(a)* | 100000 | 98711 |
| **Sands China Ltd.** | **Sands China Ltd.** | **Sands China Ltd.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 03/08/27 *(a)(g)* | 200000 | 194666 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 08/08/28 *(a)(g)* | 300000 | 304905 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 06/18/30 *(a)(g)* | 200000 | 195828 |

---

**100**

------

Schwab Short-Term Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **Sekisui House U.S., Inc.** | **Sekisui House U.S., Inc.** | **Sekisui House U.S., Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 01/15/30 *(a)* | 75000 | 72616 |
| **Starbucks Corp.** | **Starbucks Corp.** | **Starbucks Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 03/12/27 *(a)* | 100000 | 97520 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 03/01/28 *(a)* | 100000 | 99023 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 05/15/28 *(a)* | 100000 | 101060 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 11/15/28 *(a)* | 150000 | 150044 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 08/15/29 *(a)* | 50000 | 49205 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 03/12/30 *(a)* | 100000 | 92449 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 05/15/30 *(a)* | 100000 | 102355 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.55%, 11/15/30 *(a)* | 160000 | 148149 |
| **Tapestry, Inc.** | **Tapestry, Inc.** | **Tapestry, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 07/15/27 *(a)* | 75000 | 74936 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 03/11/30 *(a)* | 100000 | 102771 |
| **Target Corp.** | **Target Corp.** | **Target Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 06/15/28 *(a)* | 70000 | 70804 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 04/15/29 *(a)* | 200000 | 196568 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.35%, 02/15/30 *(a)* | 250000 | 234330 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 09/15/30 *(a)* | 60000 | 56384 |
| **TJX Cos., Inc.** | **TJX Cos., Inc.** | **TJX Cos., Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.15%, 05/15/28 *(a)* | 100000 | 93777 |
| **Toll Brothers Finance Corp.** | **Toll Brothers Finance Corp.** | **Toll Brothers Finance Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 03/15/27 *(a)* | 100000 | 100682 |
| **Toyota Motor Corp.** | **Toyota Motor Corp.** | **Toyota Motor Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.67%, 07/20/28  | 150000 | 149729 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.76%, 07/02/29  | 100000 | 95995 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 06/30/30 *(a)* | 200000 | 203150 |
| **Toyota Motor Credit Corp.** | **Toyota Motor Credit Corp.** | **Toyota Motor Credit Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 01/08/27  | 100000 | 100924 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 01/11/27  | 200000 | 198602 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.90%, 01/13/27  | 50000 | 48954 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 03/19/27  | 150000 | 152229 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.05%, 03/22/27  | 300000 | 296997 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 09/20/27  | 200000 | 202476 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 10/08/27  | 100000 | 100950 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 11/10/27  | 150000 | 154462 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.05%, 01/11/28  | 100000 | 98406 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 01/12/28  | 200000 | 203108 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 09/05/28  | 110000 | 110491 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 09/11/28  | 200000 | 207322 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 01/05/29  | 150000 | 153121 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 01/08/29  | 100000 | 99095 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 05/16/29  | 150000 | 155110 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 06/29/29  | 150000 | 152262 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 08/09/29  | 100000 | 101936 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 01/09/30  | 100000 | 103285 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 05/15/30  | 100000 | 102771 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.55%, 11/20/30  | 160000 | 170288 |
| **Tractor Supply Co.** | **Tractor Supply Co.** | **Tractor Supply Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 11/01/30 *(a)* | 80000 | 70984 |
| **Uber Technologies, Inc.** | **Uber Technologies, Inc.** | **Uber Technologies, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 01/15/30 *(a)* | 200000 | 201272 |
| **UL Solutions, Inc.** | **UL Solutions, Inc.** | **UL Solutions, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 10/20/28 *(a)(d)* | 75000 | 79286 |
| **VICI Properties LP** | **VICI Properties LP** | **VICI Properties LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 02/15/28 *(a)* | 200000 | 202102 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 02/15/30 *(a)* | 150000 | 151912 |
| **Walmart, Inc.** | **Walmart, Inc.** | **Walmart, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 09/09/27 *(a)* | 200000 | 201132 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 04/15/28 *(a)* | 250000 | 251685 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 06/26/28 *(a)* | 250000 | 250710 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 09/22/28 *(a)* | 200000 | 188928 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 09/24/29 *(a)* | 100000 | 95197 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 04/28/30 *(a)* | 200000 | 203952 |
|  |  | **33888522** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| ***Consumer Non-Cyclical 3.1%***  | ***Consumer Non-Cyclical 3.1%***  | ***Consumer Non-Cyclical 3.1%***  |
| **Abbott Laboratories** | **Abbott Laboratories** | **Abbott Laboratories** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.15%, 01/30/28 *(a)* | 150000 | 142152 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.40%, 06/30/30 *(a)* | 70000 | 62863 |
| **AbbVie, Inc.** | **AbbVie, Inc.** | **AbbVie, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 03/15/27 *(a)* | 300000 | 303372 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 03/15/28 *(a)* | 200000 | 203370 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 11/14/28 *(a)* | 200000 | 202216 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 03/15/29 *(a)* | 400000 | 410684 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 11/21/29 *(a)* | 725000 | 703641 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 03/15/30 *(a)* | 100000 | 103358 |
| **Advocate Health & Hospitals Corp.** | **Advocate Health & Hospitals Corp.** | **Advocate Health & Hospitals Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.83%, 08/15/28 *(a)* | 75000 | 74887 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.21%, 06/15/30 *(a)* | 40000 | 37044 |
| **Agilent Technologies, Inc.** | **Agilent Technologies, Inc.** | **Agilent Technologies, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 09/09/27 *(a)* | 100000 | 100327 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 09/15/29 *(a)* | 100000 | 95196 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.10%, 06/04/30 *(a)* | 60000 | 54874 |
| **Ahold Finance USA LLC** | **Ahold Finance USA LLC** | **Ahold Finance USA LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.88%, 05/01/29  | 100000 | 108875 |
| **Altria Group, Inc.** | **Altria Group, Inc.** | **Altria Group, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.20%, 11/01/28 *(a)* | 100000 | 105837 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 02/14/29 *(a)* | 300000 | 305322 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 05/06/30 *(a)* | 100000 | 96483 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 08/06/30 *(a)* | 70000 | 70609 |
| **Amgen, Inc.** | **Amgen, Inc.** | **Amgen, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.20%, 02/21/27 *(a)* | 200000 | 195716 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 11/02/27 *(a)* | 200000 | 197312 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 03/02/28 *(a)* | 500000 | 511830 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.65%, 08/15/28 *(a)* | 150000 | 141183 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 02/22/29 *(a)* | 100000 | 96875 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 08/18/29 *(a)* | 150000 | 149886 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 02/21/30 *(a)* | 200000 | 186558 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 03/02/30 *(a)* | 400000 | 415868 |
| **Anheuser-Busch InBev Worldwide, Inc.** | **Anheuser-Busch InBev Worldwide, Inc.** | **Anheuser-Busch InBev Worldwide, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 01/23/29 *(a)* | 400000 | 409224 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 06/01/30 *(a)* | 220000 | 215640 |
| **Archer-Daniels-Midland Co.** | **Archer-Daniels-Midland Co.** | **Archer-Daniels-Midland Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 03/27/30 *(a)* | 100000 | 96750 |
| **Ascension Health** | **Ascension Health** | **Ascension Health** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.08%, 11/15/28 *(a)* | 70000 | 70445 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.53%, 11/15/29 *(a)* | 100000 | 94803 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.29%, 11/15/30 *(a)* | 110000 | 110865 |
| **Astrazeneca Finance LLC** | **Astrazeneca Finance LLC** | **Astrazeneca Finance LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 02/26/27 *(a)* | 100000 | 101189 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 03/03/28 *(a)* | 200000 | 204588 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 05/28/28 *(a)* | 200000 | 190530 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 02/26/29 *(a)* | 200000 | 205688 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 03/03/30 *(a)* | 100000 | 103638 |
| **AstraZeneca PLC** | **AstraZeneca PLC** | **AstraZeneca PLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 06/12/27 *(a)* | 100000 | 99094 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.38%, 08/06/30 *(a)* | 300000 | 267237 |
| **BAT Capital Corp.** | **BAT Capital Corp.** | **BAT Capital Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.56%, 08/15/27 *(a)* | 300000 | 297300 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.26%, 03/25/28 *(a)* | 150000 | 144026 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.46%, 09/06/29 *(a)* | 100000 | 97381 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.91%, 04/02/30 *(a)* | 150000 | 153640 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.34%, 08/02/30 *(a)* | 165000 | 178705 |
| **BAT International Finance PLC** | **BAT International Finance PLC** | **BAT International Finance PLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 03/16/28 *(a)* | 200000 | 201534 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.93%, 02/02/29 *(a)* | 100000 | 105128 |
| **Baxter International, Inc.** | **Baxter International, Inc.** | **Baxter International, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.92%, 02/01/27 *(a)* | 300000 | 292320 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.27%, 12/01/28 *(a)* | 150000 | 141260 |

---

**101**

------

Schwab Short-Term Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 02/15/29 *(a)* | 40000 | 40197 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 04/01/30 *(a)* | 75000 | 73099 |
| **Baylor Scott & White Holdings** | **Baylor Scott & White Holdings** | **Baylor Scott & White Holdings** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.78%, 11/15/30 *(a)* | 40000 | 35960 |
| **Becton Dickinson & Co.** | **Becton Dickinson & Co.** | **Becton Dickinson & Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 06/06/27 *(a)* | 250000 | 248650 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.69%, 02/13/28 *(a)* | 150000 | 151989 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.87%, 02/08/29 *(a)* | 100000 | 102122 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.82%, 05/20/30 *(a)* | 100000 | 94386 |
| **Biogen, Inc.** | **Biogen, Inc.** | **Biogen, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 05/01/30 *(a)* | 200000 | 184140 |
| **Bon Secours Mercy Health, Inc.** | **Bon Secours Mercy Health, Inc.** | **Bon Secours Mercy Health, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.46%, 06/01/30 *(a)* | 50000 | 48930 |
| **Boston Scientific Corp.** | **Boston Scientific Corp.** | **Boston Scientific Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 06/01/30 *(a)* | 140000 | 132112 |
| **Bristol-Myers Squibb Co.** | **Bristol-Myers Squibb Co.** | **Bristol-Myers Squibb Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.13%, 11/13/27 *(a)* | 175000 | 166696 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 11/15/27 *(a)* | 100000 | 99428 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 02/22/29 *(a)(e)* | 100000 | 102970 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 07/26/29 *(a)* | 200000 | 196232 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.45%, 11/13/30 *(a)* | 150000 | 132983 |
| **Brunswick Corp.** | **Brunswick Corp.** | **Brunswick Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.85%, 03/18/29 *(a)* | 125000 | 129146 |
| **Bunge Ltd. Finance Corp.** | **Bunge Ltd. Finance Corp.** | **Bunge Ltd. Finance Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 04/21/27 *(a)* | 60000 | 60661 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 09/25/27 *(a)* | 75000 | 74720 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 01/07/28 *(a)* | 100000 | 100285 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 09/17/29 *(a)* | 100000 | 100137 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 08/04/30 *(a)* | 90000 | 91130 |
| **Campbell's Co.** | **Campbell's Co.** | **Campbell's Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 03/19/27  | 100000 | 101372 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 03/15/28 *(a)* | 150000 | 150352 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 03/21/29 *(a)* | 100000 | 102989 |
| **Cardinal Health, Inc.** | **Cardinal Health, Inc.** | **Cardinal Health, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.41%, 06/15/27 *(a)* | 175000 | 173523 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 02/15/29 *(a)* | 100000 | 103161 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 11/15/29 *(a)* | 100000 | 102989 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 09/15/30 *(a)* | 80000 | 80832 |
| **Cencora, Inc.** | **Cencora, Inc.** | **Cencora, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 12/15/27 *(a)* | 150000 | 148383 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 12/15/29 *(a)* | 100000 | 102606 |
| **Church & Dwight Co., Inc.** | **Church & Dwight Co., Inc.** | **Church & Dwight Co., Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 08/01/27 *(a)* | 75000 | 74159 |
| **Cigna Group** | **Cigna Group** | **Cigna Group** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 03/01/27 *(a)* | 250000 | 248240 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 10/15/28 *(a)* | 500000 | 504980 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 05/15/29 *(a)* | 150000 | 154291 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 03/15/30 *(a)* | 200000 | 185966 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 09/15/30 *(a)* | 130000 | 131118 |
| **Clorox Co.** | **Clorox Co.** | **Clorox Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 10/01/27 *(a)* | 75000 | 73975 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 05/15/28 *(a)* | 100000 | 99997 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.80%, 05/15/30 *(a)* | 100000 | 90309 |
| **Coca-Cola Co.** | **Coca-Cola Co.** | **Coca-Cola Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 03/25/27  | 250000 | 249187 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.45%, 06/01/27  | 300000 | 290370 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 03/05/28  | 100000 | 95485 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.00%, 03/15/28  | 100000 | 94328 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.13%, 09/06/29  | 100000 | 94325 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 03/25/30  | 200000 | 196662 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.65%, 06/01/30  | 170000 | 154282 |
| **Coca-Cola Consolidated, Inc.** | **Coca-Cola Consolidated, Inc.** | **Coca-Cola Consolidated, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 06/01/29 *(a)* | 100000 | 103694 |
| **Coca-Cola Femsa SAB de CV** | **Coca-Cola Femsa SAB de CV** | **Coca-Cola Femsa SAB de CV** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 01/22/30 *(a)* | 150000 | 141954 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **Colgate-Palmolive Co.** | **Colgate-Palmolive Co.** | **Colgate-Palmolive Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 08/15/27 *(a)* | 150000 | 148701 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 03/01/28 *(a)* | 100000 | 101888 |
| **CommonSpirit Health** | **CommonSpirit Health** | **CommonSpirit Health** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 10/01/29 *(a)* | 200000 | 193958 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 09/01/30 *(a)* | 100000 | 100194 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.78%, 10/01/30 *(a)* | 70000 | 65693 |
| **Conagra Brands, Inc.** | **Conagra Brands, Inc.** | **Conagra Brands, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.38%, 11/01/27 *(a)* | 150000 | 142280 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 10/01/28  | 100000 | 106857 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 11/01/28 *(a)* | 200000 | 202798 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 08/01/30 *(a)* | 70000 | 71077 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.25%, 09/15/30  | 50000 | 57719 |
| **Conopco, Inc.** | **Conopco, Inc.** | **Conopco, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.25%, 12/15/26  | 50000 | 51758 |
| **Constellation Brands, Inc.** | **Constellation Brands, Inc.** | **Constellation Brands, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 12/06/26 *(a)* | 75000 | 74795 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 05/09/27 *(a)* | 100000 | 99221 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 05/09/27 *(a)* | 50000 | 50220 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 11/15/28 *(a)* | 75000 | 76136 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 01/15/29 *(a)* | 75000 | 76349 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 08/01/29 *(a)* | 50000 | 48245 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 05/01/30 *(a)* | 150000 | 141315 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 05/01/30 *(a)* | 100000 | 101883 |
| **CVS Health Corp.** | **CVS Health Corp.** | **CVS Health Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 04/01/27 *(a)* | 50000 | 49674 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.30%, 08/21/27 *(a)* | 200000 | 190784 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 03/25/28 *(a)* | 700000 | 701995 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 01/30/29 *(a)* | 200000 | 204740 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 06/01/29 *(a)* | 200000 | 207512 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 08/15/29 *(a)* | 150000 | 144982 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 02/21/30 *(a)* | 200000 | 206038 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 04/01/30 *(a)* | 175000 | 170984 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 08/21/30 *(a)* | 265000 | 235694 |
| **DENTSPLY SIRONA, Inc.** | **DENTSPLY SIRONA, Inc.** | **DENTSPLY SIRONA, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 06/01/30 *(a)* | 90000 | 83149 |
| **DH Europe Finance II SARL** | **DH Europe Finance II SARL** | **DH Europe Finance II SARL** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.60%, 11/15/29 *(a)* | 100000 | 94929 |
| **Diageo Capital PLC** | **Diageo Capital PLC** | **Diageo Capital PLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 10/24/27 *(a)* | 200000 | 205000 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 10/24/29 *(a)* | 200000 | 188302 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 04/29/30 *(a)* | 200000 | 183104 |
| **Edwards Lifesciences Corp.** | **Edwards Lifesciences Corp.** | **Edwards Lifesciences Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 06/15/28 *(a)* | 100000 | 100429 |
| **Eli Lilly & Co.** | **Eli Lilly & Co.** | **Eli Lilly & Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 02/09/27 *(a)* | 150000 | 151254 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 03/15/27  | 75000 | 76745 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 05/15/27 *(a)* | 100000 | 99159 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 08/14/27 *(a)* | 100000 | 100754 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 10/15/28 *(a)* | 130000 | 130901 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 02/09/29 *(a)* | 300000 | 306036 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 08/14/29 *(a)* | 150000 | 151818 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 02/12/30 *(a)* | 200000 | 206198 |
| **Estee Lauder Cos., Inc.** | **Estee Lauder Cos., Inc.** | **Estee Lauder Cos., Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 05/15/28 *(a)* | 125000 | 126364 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 12/01/29 *(a)* | 100000 | 93756 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.60%, 04/15/30 *(a)* | 75000 | 70403 |
| **GE HealthCare Technologies, Inc.** | **GE HealthCare Technologies, Inc.** | **GE HealthCare Technologies, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 11/15/27 *(a)* | 250000 | 257310 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 08/14/29 *(a)* | 200000 | 204688 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.86%, 03/15/30 *(a)* | 100000 | 106037 |
| **General Mills, Inc.** | **General Mills, Inc.** | **General Mills, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 02/10/27 *(a)* | 150000 | 148585 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 04/17/28 *(a)* | 200000 | 200734 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 10/17/28 *(a)* | 100000 | 103877 |

---

**102**

------

Schwab Short-Term Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 01/30/30 *(a)* | 100000 | 102614 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 04/15/30 *(a)* | 100000 | 94819 |
| **Gilead Sciences, Inc.** | **Gilead Sciences, Inc.** | **Gilead Sciences, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 03/01/27 *(a)* | 300000 | 296907 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 11/15/29 *(a)* | 100000 | 103094 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.65%, 10/01/30 *(a)* | 120000 | 107519 |
| **GlaxoSmithKline Capital PLC** | **GlaxoSmithKline Capital PLC** | **GlaxoSmithKline Capital PLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.32%, 03/12/27  | 100000 | 100753 |
| **GlaxoSmithKline Capital, Inc.** | **GlaxoSmithKline Capital, Inc.** | **GlaxoSmithKline Capital, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 05/15/28  | 300000 | 300054 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 04/15/30 *(a)* | 150000 | 152884 |
| **Haleon U.S. Capital LLC** | **Haleon U.S. Capital LLC** | **Haleon U.S. Capital LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 03/24/27 *(a)* | 250000 | 247915 |
| **Hasbro, Inc.** | **Hasbro, Inc.** | **Hasbro, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 09/15/27 *(a)* | 100000 | 98967 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 11/19/29 *(a)* | 100000 | 98261 |
| **HCA, Inc.** | **HCA, Inc.** | **HCA, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 02/15/27 *(a)* | 250000 | 250595 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 03/15/27 *(a)* | 150000 | 148131 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 06/01/28 *(a)* | 150000 | 153822 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 09/01/28 *(a)* | 200000 | 206580 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 02/01/29 *(a)* | 150000 | 156366 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 03/15/29 *(a)* | 100000 | 97580 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 06/15/29 *(a)* | 250000 | 249605 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 03/01/30 *(a)* | 100000 | 103598 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 09/01/30 *(a)* | 440000 | 423856 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 11/15/30 *(a)* | 70000 | 69880 |
| **Hershey Co.** | **Hershey Co.** | **Hershey Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 11/15/29 *(a)* | 150000 | 141962 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 02/24/30 *(a)* | 75000 | 77108 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.70%, 06/01/30 *(a)* | 40000 | 36082 |
| **Hormel Foods Corp.** | **Hormel Foods Corp.** | **Hormel Foods Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.70%, 06/03/28 *(a)* | 100000 | 94830 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.80%, 06/11/30 *(a)* | 120000 | 108684 |
| **Icon Investments Six DAC** | **Icon Investments Six DAC** | **Icon Investments Six DAC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.85%, 05/08/29 *(a)* | 200000 | 209042 |
| **Illumina, Inc.** | **Illumina, Inc.** | **Illumina, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 12/13/27 *(a)* | 100000 | 102706 |
| **Ingredion, Inc.** | **Ingredion, Inc.** | **Ingredion, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 06/01/30 *(a)* | 70000 | 65957 |
| **IQVIA, Inc.** | **IQVIA, Inc.** | **IQVIA, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 05/15/28 *(a)* | 200000 | 206404 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 02/01/29 *(a)* | 150000 | 158170 |
| **J.M. Smucker Co.** | **J.M. Smucker Co.** | **J.M. Smucker Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 12/15/27 *(a)* | 100000 | 98916 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.90%, 11/15/28 *(a)* | 100000 | 104951 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 03/15/30 *(a)* | 100000 | 93081 |
| **JBS USA Holding Lux SARL/JBS USA Food Co./JBS Lux Co. SARL** | **JBS USA Holding Lux SARL/JBS USA Food Co./JBS Lux Co. SARL** | **JBS USA Holding Lux SARL/JBS USA Food Co./JBS Lux Co. SARL** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 02/02/29 *(a)* | 200000 | 192786 |
| **Johnson & Johnson** | **Johnson & Johnson** | **Johnson & Johnson** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 03/03/27 *(a)* | 100000 | 99135 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.95%, 09/01/27 *(a)* | 200000 | 191128 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 01/15/28 *(a)* | 275000 | 271087 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 06/01/29 *(a)* | 150000 | 155245 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.95%, 09/01/29  | 100000 | 111494 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 03/01/30 *(a)* | 100000 | 103311 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.30%, 09/01/30 *(a)* | 250000 | 223345 |
| **Kaiser Foundation Hospitals** | **Kaiser Foundation Hospitals** | **Kaiser Foundation Hospitals** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 05/01/27 *(a)* | 150000 | 148680 |
| **Kellanova** | **Kellanova** | **Kellanova** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 05/15/28 *(a)* | 100000 | 100762 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.10%, 06/01/30 *(a)* | 60000 | 54875 |
| **Kenvue, Inc.** | **Kenvue, Inc.** | **Kenvue, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 03/22/28 *(a)* | 75000 | 76751 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 03/22/30 *(a)* | 100000 | 103123 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **Keurig Dr. Pepper, Inc.** | **Keurig Dr. Pepper, Inc.** | **Keurig Dr. Pepper, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 03/15/27 *(a)* | 125000 | 126298 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.43%, 06/15/27 *(a)* | 150000 | 148539 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 05/25/28 *(a)* | 100000 | 100804 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 03/15/29 *(a)* | 125000 | 127664 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 04/15/29 *(a)* | 150000 | 148251 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 05/01/30 *(a)* | 100000 | 94965 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 05/15/30 *(a)* | 100000 | 100543 |
| **Kimberly-Clark Corp.** | **Kimberly-Clark Corp.** | **Kimberly-Clark Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.05%, 09/15/27 *(a)* | 75000 | 71591 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 11/01/28 *(a)* | 75000 | 75395 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 04/25/29 *(a)* | 100000 | 97793 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 03/26/30 *(a)* | 100000 | 96421 |
| **Kraft Heinz Foods Co.** | **Kraft Heinz Foods Co.** | **Kraft Heinz Foods Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 05/15/27 *(a)* | 250000 | 249222 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 04/01/30 *(a)* | 100000 | 97938 |
| **Kroger Co.** | **Kroger Co.** | **Kroger Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 01/15/29 *(a)* | 150000 | 152209 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.20%, 05/01/30 *(a)* | 100000 | 92232 |
| **Laboratory Corp. of America Holdings** | **Laboratory Corp. of America Holdings** | **Laboratory Corp. of America Holdings** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 12/01/29 *(a)* | 100000 | 95325 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 04/01/30 *(a)* | 75000 | 75269 |
| **Mattel, Inc.** | **Mattel, Inc.** | **Mattel, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 11/17/30 *(a)* | 80000 | 80754 |
| **McCormick & Co., Inc.** | **McCormick & Co., Inc.** | **McCormick & Co., Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 04/15/30 *(a)* | 75000 | 69929 |
| **McKesson Corp.** | **McKesson Corp.** | **McKesson Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 07/15/28 *(a)* | 100000 | 102434 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 09/15/29 *(a)* | 100000 | 100794 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 05/30/30 *(a)* | 75000 | 76562 |
| **Medtronic Global Holdings SCA** | **Medtronic Global Holdings SCA** | **Medtronic Global Holdings SCA** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 03/30/28 *(a)* | 150000 | 151108 |
| **Merck & Co., Inc.** | **Merck & Co., Inc.** | **Merck & Co., Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.70%, 06/10/27 *(a)* | 150000 | 145689 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 09/15/27  | 100000 | 100396 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 05/17/28 *(a)* | 150000 | 151132 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.90%, 12/10/28 *(a)* | 150000 | 141800 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 03/07/29 *(a)* | 250000 | 246187 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 05/17/30 *(a)* | 100000 | 101319 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.45%, 06/24/30 *(a)* | 140000 | 125345 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 09/15/30 *(a)* | 100000 | 100708 |
| **Mondelez International, Inc.** | **Mondelez International, Inc.** | **Mondelez International, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 03/17/27 *(a)* | 150000 | 147385 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 05/07/28 *(a)* | 100000 | 100280 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 04/13/30 *(a)* | 100000 | 94419 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 05/06/30 *(a)* | 100000 | 101148 |
| **Mylan, Inc.** | **Mylan, Inc.** | **Mylan, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 04/15/28 *(a)* | 150000 | 149995 |
| **Novartis Capital Corp.** | **Novartis Capital Corp.** | **Novartis Capital Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 02/14/27 *(a)* | 200000 | 196092 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 05/17/27 *(a)* | 200000 | 198394 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 11/05/28 *(a)* | 100000 | 100456 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 09/18/29 *(a)* | 100000 | 99773 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.20%, 08/14/30 *(a)* | 180000 | 166874 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 11/05/30 *(a)* | 240000 | 240994 |
| **PeaceHealth Obligated Group** | **PeaceHealth Obligated Group** | **PeaceHealth Obligated Group** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.34%, 11/15/28 *(a)* | 50000 | 50349 |
| **Pepsico Singapore Financing I Pte. Ltd.** | **Pepsico Singapore Financing I Pte. Ltd.** | **Pepsico Singapore Financing I Pte. Ltd.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 02/16/27 *(a)* | 100000 | 100985 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 02/16/29 *(a)* | 325000 | 331861 |
| **PepsiCo, Inc.** | **PepsiCo, Inc.** | **PepsiCo, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 03/19/27 *(a)* | 100000 | 98607 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 10/15/27 *(a)* | 300000 | 296529 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 02/18/28 *(a)* | 100000 | 99766 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 05/15/28 *(a)* | 100000 | 101709 |

---

**103**

------

Schwab Short-Term Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 01/15/29 *(a)* | 100000 | 100696 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 03/01/29  | 100000 | 109458 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 07/29/29 *(a)* | 150000 | 143555 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 02/07/30 *(a)* | 100000 | 102577 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 03/19/30 *(a)* | 200000 | 190408 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.63%, 05/01/30 *(a)* | 100000 | 90801 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 07/23/30 *(a)* | 90000 | 91268 |
| **Pfizer Investment Enterprises Pte. Ltd.** | **Pfizer Investment Enterprises Pte. Ltd.** | **Pfizer Investment Enterprises Pte. Ltd.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 05/19/28 *(a)* | 700000 | 708722 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 05/19/30 *(a)* | 400000 | 409792 |
| **Pfizer, Inc.** | **Pfizer, Inc.** | **Pfizer, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 12/15/26  | 300000 | 297891 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 11/15/27  | 140000 | 140302 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 09/15/28 *(a)* | 100000 | 99864 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 03/15/29 *(a)* | 100000 | 98927 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 04/01/30 *(a)* | 150000 | 141938 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.70%, 05/28/30 *(a)* | 100000 | 90690 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 11/15/30 *(a)* | 140000 | 140722 |
| **Pharmacia LLC** | **Pharmacia LLC** | **Pharmacia LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.60%, 12/01/28  | 150000 | 161358 |
| **Philip Morris International, Inc.** | **Philip Morris International, Inc.** | **Philip Morris International, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 02/12/27  | 100000 | 100993 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 11/17/27 *(a)* | 300000 | 306432 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 02/15/28 *(a)* | 300000 | 305751 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 03/02/28 *(a)* | 75000 | 73696 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 04/28/28  | 100000 | 100451 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 09/07/28 *(a)* | 100000 | 103246 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 02/13/29 *(a)* | 150000 | 153574 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 08/15/29 *(a)* | 50000 | 48806 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 11/01/29 *(a)* | 125000 | 127343 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 11/17/29 *(a)* | 200000 | 210742 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 02/15/30 *(a)* | 300000 | 310914 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 04/30/30 *(a)* | 100000 | 100780 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.10%, 05/01/30 *(a)* | 150000 | 137552 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 09/07/30 *(a)* | 100000 | 105446 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 10/29/30 *(a)* | 100000 | 99111 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 11/01/30 *(a)* | 90000 | 80277 |
| **Polaris, Inc.** | **Polaris, Inc.** | **Polaris, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.95%, 03/15/29 *(a)* | 100000 | 106405 |
| **Procter & Gamble Co.** | **Procter & Gamble Co.** | **Procter & Gamble Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.90%, 02/01/27  | 250000 | 245017 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 03/25/27  | 150000 | 148402 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 01/26/28  | 150000 | 151039 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 03/25/30  | 200000 | 193208 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 05/01/30  | 200000 | 201512 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.20%, 10/29/30  | 150000 | 132428 |
| **Quest Diagnostics, Inc.** | **Quest Diagnostics, Inc.** | **Quest Diagnostics, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 12/15/27 *(a)* | 50000 | 50638 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 06/30/29 *(a)* | 100000 | 100492 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 12/15/29 *(a)* | 100000 | 101870 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 06/30/30 *(a)* | 100000 | 94863 |
| **Regeneron Pharmaceuticals, Inc.** | **Regeneron Pharmaceuticals, Inc.** | **Regeneron Pharmaceuticals, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 09/15/30 *(a)* | 150000 | 133956 |
| **Revvity, Inc.** | **Revvity, Inc.** | **Revvity, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.90%, 09/15/28 *(a)* | 75000 | 70547 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 09/15/29 *(a)* | 100000 | 96543 |
| **Royalty Pharma PLC** | **Royalty Pharma PLC** | **Royalty Pharma PLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 09/02/27 *(a)* | 150000 | 144039 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 09/02/29 *(a)* | 100000 | 102823 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.20%, 09/02/30 *(a)* | 120000 | 108850 |
| **Sanofi SA** | **Sanofi SA** | **Sanofi SA** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 11/03/27  | 50000 | 50076 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 06/19/28 *(a)* | 100000 | 99716 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 11/03/28 *(a)* | 50000 | 50118 |
| **Smith & Nephew PLC** | **Smith & Nephew PLC** | **Smith & Nephew PLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.03%, 10/14/30 *(a)* | 120000 | 107940 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **Solventum Corp.** | **Solventum Corp.** | **Solventum Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 02/25/27 *(a)* | 100000 | 101442 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 03/01/29 *(a)* | 250000 | 258655 |
| **SSM Health Care Corp.** | **SSM Health Care Corp.** | **SSM Health Care Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.89%, 06/01/28 *(a)* | 100000 | 101901 |
| **Stryker Corp.** | **Stryker Corp.** | **Stryker Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 02/10/28 *(a)* | 75000 | 76206 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 12/08/28 *(a)* | 100000 | 102553 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 09/11/29 *(a)* | 100000 | 100875 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 02/10/30 *(a)* | 200000 | 205940 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.95%, 06/15/30 *(a)* | 120000 | 109264 |
| **Sutter Health** | **Sutter Health** | **Sutter Health** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 08/15/28 *(a)* | 75000 | 74645 |
| **Sysco Corp.** | **Sysco Corp.** | **Sysco Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 07/15/27 *(a)* | 100000 | 98839 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 01/17/29 *(a)* | 75000 | 78593 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 04/01/30 *(a)* | 150000 | 159343 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 09/23/30 *(a)* | 90000 | 92982 |
| **Takeda Pharmaceutical Co. Ltd.** | **Takeda Pharmaceutical Co. Ltd.** | **Takeda Pharmaceutical Co. Ltd.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 11/26/28 *(a)* | 200000 | 204966 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.05%, 03/31/30 *(a)* | 400000 | 366340 |
| **Thermo Fisher Scientific, Inc.** | **Thermo Fisher Scientific, Inc.** | **Thermo Fisher Scientific, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 12/05/26 *(a)* | 150000 | 151528 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 10/15/28 *(a)* | 100000 | 94298 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 01/31/29 *(a)* | 300000 | 309558 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.60%, 10/01/29 *(a)* | 100000 | 95143 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.98%, 08/10/30 *(a)* | 100000 | 103828 |
| **Tyson Foods, Inc.** | **Tyson Foods, Inc.** | **Tyson Foods, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 06/02/27 *(a)* | 200000 | 198388 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 03/01/29 *(a)* | 150000 | 150517 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 03/15/29 *(a)* | 100000 | 103476 |
| **Unilever Capital Corp.** | **Unilever Capital Corp.** | **Unilever Capital Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 05/05/27 *(a)* | 200000 | 197794 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 03/22/28 *(a)* | 150000 | 149082 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 09/08/28 *(a)* | 100000 | 102844 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.13%, 09/06/29 *(a)* | 100000 | 94043 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.38%, 09/14/30 *(a)* | 100000 | 89031 |
| **Universal Health Services, Inc.** | **Universal Health Services, Inc.** | **Universal Health Services, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 10/15/29 *(a)* | 75000 | 75512 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 10/15/30 *(a)* | 100000 | 91375 |
| **Viatris, Inc.** | **Viatris, Inc.** | **Viatris, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 06/22/27 *(a)* | 125000 | 120736 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 06/22/30 *(a)* | 170000 | 154974 |
| **Zimmer Biomet Holdings, Inc.** | **Zimmer Biomet Holdings, Inc.** | **Zimmer Biomet Holdings, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 12/01/28 *(a)* | 75000 | 77644 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 02/19/30 *(a)* | 75000 | 77380 |
| **Zoetis, Inc.** | **Zoetis, Inc.** | **Zoetis, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 09/12/27 *(a)* | 150000 | 147778 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 08/17/28 *(a)* | 110000 | 110713 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 05/15/30 *(a)* | 75000 | 68792 |
|  |  | **48771037** |
| ***Energy 1.5%***  | ***Energy 1.5%***  | ***Energy 1.5%***  |
| **APA Corp.** | **APA Corp.** | **APA Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 01/15/30 *(a)* | 125000 | 122789 |
| **Baker Hughes Holdings LLC/Baker Hughes Co-Obligor, Inc.** | **Baker Hughes Holdings LLC/Baker Hughes Co-Obligor, Inc.** | **Baker Hughes Holdings LLC/Baker Hughes Co-Obligor, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.06%, 12/15/26 *(a)* | 150000 | 147097 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.34%, 12/15/27 *(a)* | 200000 | 197824 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.14%, 11/07/29 *(a)* | 75000 | 72554 |
| **Boardwalk Pipelines LP** | **Boardwalk Pipelines LP** | **Boardwalk Pipelines LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 07/15/27 *(a)* | 150000 | 150477 |
| **BP Capital Markets America, Inc.** | **BP Capital Markets America, Inc.** | **BP Capital Markets America, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.02%, 01/16/27 *(a)* | 200000 | 198138 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.59%, 04/14/27 *(a)* | 100000 | 99582 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.02%, 11/17/27 *(a)* | 150000 | 153169 |

---

**104**

------

Schwab Short-Term Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.94%, 09/21/28 *(a)* | 100000 | 100107 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.23%, 11/06/28 *(a)* | 400000 | 403448 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 04/10/29 *(a)* | 150000 | 153142 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.97%, 10/17/29 *(a)* | 100000 | 103256 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 04/06/30 *(a)* | 200000 | 196898 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 08/10/30 *(a)* | 120000 | 107976 |
| **BP Capital Markets PLC** | **BP Capital Markets PLC** | **BP Capital Markets PLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.28%, 09/19/27 *(a)* | 200000 | 198216 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.72%, 11/28/28 *(a)* | 100000 | 99445 |
| **Canadian Natural Resources Ltd.** | **Canadian Natural Resources Ltd.** | **Canadian Natural Resources Ltd.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 06/01/27 *(a)* | 200000 | 199288 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 12/15/29 *(a)* | 100000 | 102453 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 07/15/30 *(a)* | 60000 | 56591 |
| **Cenovus Energy, Inc.** | **Cenovus Energy, Inc.** | **Cenovus Energy, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 04/15/27 *(a)* | 50000 | 50218 |
| **Cheniere Corpus Christi Holdings LLC** | **Cheniere Corpus Christi Holdings LLC** | **Cheniere Corpus Christi Holdings LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 06/30/27 *(a)* | 250000 | 252632 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 11/15/29 *(a)* | 150000 | 146776 |
| **Cheniere Energy Partners LP** | **Cheniere Energy Partners LP** | **Cheniere Energy Partners LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 10/01/29 *(a)* | 100000 | 100067 |
| **Cheniere Energy, Inc.** | **Cheniere Energy, Inc.** | **Cheniere Energy, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 10/15/28 *(a)* | 250000 | 250037 |
| **Chevron Corp.** | **Chevron Corp.** | **Chevron Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 05/11/27 *(a)* | 200000 | 195224 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.24%, 05/11/30 *(a)* | 250000 | 232422 |
| **Chevron USA, Inc.** | **Chevron USA, Inc.** | **Chevron USA, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 08/13/27  | 70000 | 70405 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 01/15/28 *(a)* | 100000 | 100273 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.48%, 02/26/28 *(a)* | 125000 | 126975 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 08/13/28 *(a)* | 90000 | 90840 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 10/15/29 *(a)* | 100000 | 97851 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.69%, 04/15/30 *(a)* | 150000 | 153955 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 10/15/30 *(a)* | 170000 | 172174 |
| **ConocoPhillips Co.** | **ConocoPhillips Co.** | **ConocoPhillips Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 01/15/30 *(a)* | 200000 | 204550 |
| **Continental Resources, Inc.** | **Continental Resources, Inc.** | **Continental Resources, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 01/15/28 *(a)* | 175000 | 174564 |
| **Coterra Energy, Inc.** | **Coterra Energy, Inc.** | **Coterra Energy, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 05/15/27 *(a)* | 125000 | 124574 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 03/15/29 *(a)* | 75000 | 75184 |
| **DCP Midstream Operating LP** | **DCP Midstream Operating LP** | **DCP Midstream Operating LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 07/15/27 *(a)* | 200000 | 204238 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.13%, 08/16/30  | 50000 | 58025 |
| **Devon Energy Corp.** | **Devon Energy Corp.** | **Devon Energy Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 01/15/30 *(a)(e)* | 100000 | 100282 |
| **Diamondback Energy, Inc.** | **Diamondback Energy, Inc.** | **Diamondback Energy, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 12/01/26 *(a)* | 150000 | 148803 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 12/01/29 *(a)* | 150000 | 145545 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 01/30/30 *(a)* | 100000 | 102984 |
| **Eastern Gas Transmission & Storage, Inc.** | **Eastern Gas Transmission & Storage, Inc.** | **Eastern Gas Transmission & Storage, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 11/15/29 *(a)* | 75000 | 71776 |
| **Enbridge, Inc.** | **Enbridge, Inc.** | **Enbridge, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 12/01/26 *(a)* | 100000 | 100151 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 06/20/28 *(a)* | 50000 | 50569 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 11/15/28 *(a)* | 100000 | 105244 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 11/20/28 *(a)* | 70000 | 70175 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 04/05/29 *(a)* | 100000 | 103298 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 11/15/29 *(a)* | 150000 | 143865 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 06/20/30 *(a)* | 80000 | 81978 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.20%, 11/15/30 *(a)* | 110000 | 118630 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.38%, 03/15/55 *(a)(b)* | 100000 | 106403 |
| **Energy Transfer LP** | **Energy Transfer LP** | **Energy Transfer LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 03/15/27 *(a)* | 200000 | 200392 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 04/15/27 *(a)* | 100000 | 100021 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 06/01/27 *(a)* | 200000 | 203194 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.55%, 02/15/28 *(a)* | 200000 | 205894 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 05/15/28 *(a)* | 100000 | 101660 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 06/15/28 *(a)* | 150000 | 152635 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.10%, 12/01/28 *(a)* | 75000 | 78884 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 04/15/29 *(a)* | 200000 | 205908 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 07/01/29 *(a)* | 150000 | 154854 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 05/15/30 *(a)* | 200000 | 195232 |
| **Eni USA, Inc.** | **Eni USA, Inc.** | **Eni USA, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.30%, 11/15/27  | 50000 | 52911 |
| **Enterprise Products Operating LLC** | **Enterprise Products Operating LLC** | **Enterprise Products Operating LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 02/15/27 *(a)* | 100000 | 100078 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 06/20/28 *(a)* | 70000 | 70602 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 10/16/28 *(a)* | 150000 | 150975 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 07/31/29 *(a)* | 200000 | 194132 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 01/31/30 *(a)* | 150000 | 142667 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 08/16/77 *(a)(b)* | 150000 | 149812 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 02/15/78 *(a)(b)* | 100000 | 99860 |
| **EOG Resources, Inc.** | **EOG Resources, Inc.** | **EOG Resources, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 07/15/28 *(a)* | 70000 | 70837 |
| **EQT Corp.** | **EQT Corp.** | **EQT Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 06/01/27 *(a)* | 70000 | 71177 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 10/01/27 *(a)* | 200000 | 198904 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 04/01/28 *(a)* | 50000 | 51672 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 01/15/29 *(a)* | 100000 | 100122 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 01/15/29 *(a)* | 75000 | 76087 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.38%, 04/01/29 *(a)* | 180000 | 186559 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 02/01/30 *(a)(f)* | 100000 | 108783 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 06/01/30 *(a)* | 65000 | 71765 |
| **Expand Energy Corp.** | **Expand Energy Corp.** | **Expand Energy Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 02/01/29 *(a)* | 100000 | 100303 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 03/15/30 *(a)* | 200000 | 202968 |
| **Exxon Mobil Corp.** | **Exxon Mobil Corp.** | **Exxon Mobil Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.44%, 08/16/29 *(a)* | 100000 | 95713 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.48%, 03/19/30 *(a)* | 350000 | 343689 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.61%, 10/15/30 *(a)* | 260000 | 244223 |
| **Halliburton Co.** | **Halliburton Co.** | **Halliburton Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.92%, 03/01/30 *(a)* | 100000 | 95002 |
| **Helmerich & Payne, Inc.** | **Helmerich & Payne, Inc.** | **Helmerich & Payne, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 12/01/27 *(a)* | 50000 | 50407 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 12/01/29 *(a)* | 140000 | 140732 |
| **Hess Corp.** | **Hess Corp.** | **Hess Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 04/01/27 *(a)* | 175000 | 175663 |
| **HF Sinclair Corp.** | **HF Sinclair Corp.** | **HF Sinclair Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 02/01/28 *(a)* | 100000 | 100132 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 10/01/30 *(a)* | 40000 | 39640 |
| **Kinder Morgan, Inc.** | **Kinder Morgan, Inc.** | **Kinder Morgan, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 03/01/28 *(a)* | 125000 | 125734 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 02/01/29 *(a)* | 100000 | 102540 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 08/01/29 *(a)* | 200000 | 206124 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 06/01/30 *(a)* | 150000 | 155568 |
| **Marathon Petroleum Corp.** | **Marathon Petroleum Corp.** | **Marathon Petroleum Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 12/15/26 *(a)* | 100000 | 100836 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 04/01/28 *(a)* | 100000 | 99371 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 03/01/30 *(a)* | 200000 | 206226 |
| **MPLX LP** | **MPLX LP** | **MPLX LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 03/01/27 *(a)* | 250000 | 249825 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 12/01/27 *(a)* | 150000 | 150388 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 03/15/28 *(a)* | 175000 | 174543 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 08/15/30 *(a)* | 175000 | 162183 |
| **National Fuel Gas Co.** | **National Fuel Gas Co.** | **National Fuel Gas Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 09/01/28 *(a)* | 100000 | 101092 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 03/15/30 *(a)* | 100000 | 103586 |
| **NOV, Inc.** | **NOV, Inc.** | **NOV, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 12/01/29 *(a)* | 100000 | 97678 |

---

**105**

------

Schwab Short-Term Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **Occidental Petroleum Corp.** | **Occidental Petroleum Corp.** | **Occidental Petroleum Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.50%, 07/15/27 *(a)* | 75000 | 78629 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.38%, 09/01/28 *(a)* | 100000 | 105038 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 08/01/29 *(a)* | 175000 | 179461 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.88%, 07/15/30 *(a)* | 150000 | 173836 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.63%, 09/01/30 *(a)* | 200000 | 215518 |
| **ONEOK, Inc.** | **ONEOK, Inc.** | **ONEOK, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 07/13/27 *(a)* | 100000 | 99870 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 09/24/27 *(a)* | 100000 | 100365 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 07/15/28 *(a)* | 100000 | 100886 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 11/01/28 *(a)* | 150000 | 155950 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 03/15/29 *(a)* | 100000 | 100303 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 06/01/29 *(a)* | 100000 | 103127 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 09/01/29 *(a)* | 100000 | 96759 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 10/15/29 *(a)* | 75000 | 75326 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 03/15/30 *(a)* | 100000 | 95182 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 06/01/30 *(a)* | 60000 | 57151 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.80%, 11/01/30 *(a)* | 70000 | 73933 |
| **Ovintiv, Inc.** | **Ovintiv, Inc.** | **Ovintiv, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 05/15/28 *(a)* | 100000 | 103079 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.13%, 09/15/30  | 50000 | 57312 |
| **Patterson-UTI Energy, Inc.** | **Patterson-UTI Energy, Inc.** | **Patterson-UTI Energy, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 02/01/28 *(a)* | 75000 | 73941 |
| **Phillips 66** | **Phillips 66** | **Phillips 66** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 03/15/28 *(a)* | 150000 | 149373 |
| **Phillips 66 Co.** | **Phillips 66 Co.** | **Phillips 66 Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 03/01/28 *(a)* | 50000 | 49712 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 12/15/29 *(a)* | 100000 | 96132 |
| **Pioneer Natural Resources Co.** | **Pioneer Natural Resources Co.** | **Pioneer Natural Resources Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.90%, 08/15/30 *(a)* | 130000 | 117797 |
| **Plains All American Pipeline LP/PAA Finance Corp.** | **Plains All American Pipeline LP/PAA Finance Corp.** | **Plains All American Pipeline LP/PAA Finance Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 12/15/29 *(a)* | 225000 | 218650 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 09/15/30 *(a)* | 100000 | 97050 |
| **Sabine Pass Liquefaction LLC** | **Sabine Pass Liquefaction LLC** | **Sabine Pass Liquefaction LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 03/15/27 *(a)* | 200000 | 201222 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 03/15/28 *(a)* | 125000 | 125238 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 05/15/30 *(a)* | 300000 | 301959 |
| **Schlumberger Investment SA** | **Schlumberger Investment SA** | **Schlumberger Investment SA** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 06/26/30 *(a)* | 60000 | 56455 |
| **Shell Finance U.S., Inc.** | **Shell Finance U.S., Inc.** | **Shell Finance U.S., Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 11/07/29 *(a)* | 150000 | 141611 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 04/06/30 *(a)* | 200000 | 190538 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 11/06/30 *(a)* | 140000 | 140735 |
| **Shell International Finance BV** | **Shell International Finance BV** | **Shell International Finance BV** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 11/13/28 *(a)* | 200000 | 200270 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 04/06/30 *(a)* | 100000 | 95468 |
| **South Bow USA Infrastructure Holdings LLC** | **South Bow USA Infrastructure Holdings LLC** | **South Bow USA Infrastructure Holdings LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.91%, 09/01/27 *(a)* | 50000 | 50437 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.03%, 10/01/29 *(a)* | 230000 | 233685 |
| **Targa Resources Corp.** | **Targa Resources Corp.** | **Targa Resources Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 07/01/27 *(a)* | 200000 | 203248 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 01/15/29 *(a)* | 100000 | 100368 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.15%, 03/01/29 *(a)* | 150000 | 158265 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 09/15/30 *(a)* | 100000 | 102081 |
| **Targa Resources Partners LP/Targa Resources Partners Finance Corp.** | **Targa Resources Partners LP/Targa Resources Partners Finance Corp.** | **Targa Resources Partners LP/Targa Resources Partners Finance Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 01/15/28 *(a)* | 150000 | 150201 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 03/01/30 *(a)* | 100000 | 101819 |
| **TC PipeLines LP** | **TC PipeLines LP** | **TC PipeLines LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 05/25/27 *(a)* | 100000 | 99664 |
| **Tennessee Gas Pipeline Co. LLC** | **Tennessee Gas Pipeline Co. LLC** | **Tennessee Gas Pipeline Co. LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 10/15/28  | 75000 | 80780 |
| **TotalEnergies Capital International SA** | **TotalEnergies Capital International SA** | **TotalEnergies Capital International SA** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.46%, 02/19/29 *(a)* | 150000 | 147774 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.83%, 01/10/30 *(a)* | 150000 | 143391 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **TotalEnergies Capital SA** | **TotalEnergies Capital SA** | **TotalEnergies Capital SA** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 10/11/28  | 150000 | 150330 |
| **TransCanada PipeLines Ltd.** | **TransCanada PipeLines Ltd.** | **TransCanada PipeLines Ltd.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 05/15/28 *(a)* | 250000 | 250770 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 04/15/30 *(a)* | 150000 | 148722 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 06/01/65 *(a)(b)* | 100000 | 102500 |
| **Transcontinental Gas Pipe Line Co. LLC** | **Transcontinental Gas Pipe Line Co. LLC** | **Transcontinental Gas Pipe Line Co. LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 03/15/28 *(a)* | 75000 | 74964 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 05/15/30 *(a)* | 100000 | 95854 |
| **Valero Energy Corp.** | **Valero Energy Corp.** | **Valero Energy Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.15%, 09/15/27 *(a)* | 100000 | 96662 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 06/01/28 *(a)* | 200000 | 201184 |
| **Valero Energy Partners LP** | **Valero Energy Partners LP** | **Valero Energy Partners LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 03/15/28 *(a)* | 100000 | 100774 |
| **Viper Energy Partners LLC** | **Viper Energy Partners LLC** | **Viper Energy Partners LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 08/01/30 *(a)* | 70000 | 70850 |
| **Western Midstream Operating LP** | **Western Midstream Operating LP** | **Western Midstream Operating LP** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 03/01/28 *(a)* | 75000 | 75299 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 08/15/28 *(a)* | 100000 | 100993 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.35%, 01/15/29 *(a)* | 100000 | 105506 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 02/01/30 *(a)(g)* | 100000 | 98294 |
| **Williams Cos., Inc.** | **Williams Cos., Inc.** | **Williams Cos., Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 06/15/27 *(a)* | 250000 | 248532 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 08/15/28 *(a)* | 150000 | 154611 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 03/15/29 *(a)* | 175000 | 178790 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 06/30/30 *(a)* | 100000 | 101189 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 11/15/30 *(a)* | 130000 | 124762 |
| **Woodside Finance Ltd.** | **Woodside Finance Ltd.** | **Woodside Finance Ltd.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 05/19/28 *(a)* | 100000 | 101510 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 05/19/30 *(a)* | 200000 | 206282 |
|  |  | **22900887** |
| ***Industrial Other 0.1%***  | ***Industrial Other 0.1%***  | ***Industrial Other 0.1%***  |
| **Cintas Corp. No. 2** | **Cintas Corp. No. 2** | **Cintas Corp. No. 2** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 04/01/27 *(a)* | 175000 | 174576 |
| **Cornell University** | **Cornell University** | **Cornell University** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.17%, 06/15/30 *(a)* | 70000 | 70620 |
| **Emory University** | **Emory University** | **Emory University** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.14%, 09/01/30 *(a)* | 50000 | 46009 |
| **Jacobs Engineering Group, Inc.** | **Jacobs Engineering Group, Inc.** | **Jacobs Engineering Group, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.35%, 08/18/28 *(a)* | 125000 | 131965 |
| **Leland Stanford Junior University** | **Leland Stanford Junior University** | **Leland Stanford Junior University** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 08/01/30 *(a)* | 70000 | 70624 |
| **MasTec, Inc.** | **MasTec, Inc.** | **MasTec, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.90%, 06/15/29 *(a)* | 75000 | 78511 |
| **President & Fellows of Harvard College** | **President & Fellows of Harvard College** | **President & Fellows of Harvard College** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.89%, 03/15/30 *(a)* | 75000 | 77744 |
| **Quanta Services, Inc.** | **Quanta Services, Inc.** | **Quanta Services, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 08/09/27 *(a)* | 50000 | 50544 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 08/09/28 *(a)* | 70000 | 70421 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 10/01/30 *(a)* | 130000 | 122205 |
| **Trustees of Dartmouth College** | **Trustees of Dartmouth College** | **Trustees of Dartmouth College** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.27%, 06/01/30 *(a)* | 40000 | 40550 |
| **Trustees of Princeton University** | **Trustees of Princeton University** | **Trustees of Princeton University** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 07/01/30 *(a)* | 40000 | 41176 |
| **Yale University** | **Yale University** | **Yale University** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.48%, 04/15/30 *(a)* | 75000 | 67785 |
|  |  | **1042730** |
| ***Technology 2.3%***  | ***Technology 2.3%***  | ***Technology 2.3%***  |
| **Accenture Capital, Inc.** | **Accenture Capital, Inc.** | **Accenture Capital, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 10/04/27 *(a)* | 100000 | 100331 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 10/04/29 *(a)* | 200000 | 200488 |

---

**106**

------

Schwab Short-Term Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **Adobe, Inc.** | **Adobe, Inc.** | **Adobe, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.15%, 02/01/27 *(a)* | 200000 | 196486 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 01/17/28 *(a)* | 100000 | 102114 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 01/17/30 *(a)* | 100000 | 103663 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 02/01/30 *(a)* | 200000 | 187666 |
| **Advanced Micro Devices, Inc.** | **Advanced Micro Devices, Inc.** | **Advanced Micro Devices, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.32%, 03/24/28 *(a)* | 100000 | 101098 |
| **Alphabet, Inc.** | **Alphabet, Inc.** | **Alphabet, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.80%, 08/15/27 *(a)* | 150000 | 143253 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 11/15/28 *(a)* | 140000 | 140873 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 05/15/30 *(a)* | 100000 | 100655 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.10%, 08/15/30 *(a)* | 260000 | 229726 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 11/15/30 *(a)* | 340000 | 343094 |
| **Amdocs Ltd.** | **Amdocs Ltd.** | **Amdocs Ltd.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.54%, 06/15/30 *(a)* | 80000 | 73523 |
| **Analog Devices, Inc.** | **Analog Devices, Inc.** | **Analog Devices, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 06/15/27 *(a)* | 100000 | 99355 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 06/15/28 *(a)* | 110000 | 110894 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.70%, 10/01/28 *(a)* | 100000 | 94256 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 06/15/30 *(a)* | 90000 | 91636 |
| **Apple, Inc.** | **Apple, Inc.** | **Apple, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 02/09/27 *(a)* | 400000 | 398480 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 05/11/27 *(a)* | 200000 | 198832 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 09/12/27 *(a)* | 350000 | 345604 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 11/13/27 *(a)* | 250000 | 247532 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.20%, 02/08/28 *(a)* | 200000 | 189718 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 05/10/28 *(a)* | 100000 | 100794 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 05/12/28 *(a)* | 200000 | 201684 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.40%, 08/05/28 *(a)* | 300000 | 283062 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 08/08/29 *(a)* | 150000 | 147654 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.20%, 09/11/29 *(a)* | 300000 | 283635 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.65%, 05/11/30 *(a)* | 500000 | 455815 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.25%, 08/20/30 *(a)* | 265000 | 235932 |
| **Applied Materials, Inc.** | **Applied Materials, Inc.** | **Applied Materials, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 04/01/27 *(a)* | 175000 | 173969 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 06/15/29 *(a)* | 150000 | 154182 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 06/01/30 *(a)* | 90000 | 81582 |
| **Arrow Electronics, Inc.** | **Arrow Electronics, Inc.** | **Arrow Electronics, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 01/12/28 *(a)* | 100000 | 99256 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 08/21/29 *(a)* | 50000 | 51270 |
| **Atlassian Corp.** | **Atlassian Corp.** | **Atlassian Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 05/15/29 *(a)* | 75000 | 77009 |
| **Autodesk, Inc.** | **Autodesk, Inc.** | **Autodesk, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 06/15/27 *(a)* | 100000 | 99300 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 01/15/30 *(a)* | 100000 | 94842 |
| **Automatic Data Processing, Inc.** | **Automatic Data Processing, Inc.** | **Automatic Data Processing, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.70%, 05/15/28 *(a)* | 100000 | 95300 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.25%, 09/01/30 *(a)* | 120000 | 106297 |
| **Avnet, Inc.** | **Avnet, Inc.** | **Avnet, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 03/15/28 *(a)* | 100000 | 103713 |
| **Baidu, Inc.** | **Baidu, Inc.** | **Baidu, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 03/29/28 *(a)* | 200000 | 201594 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 11/14/28 *(a)* | 200000 | 204860 |
| **Broadcom Corp./Broadcom Cayman Finance Ltd.** | **Broadcom Corp./Broadcom Cayman Finance Ltd.** | **Broadcom Corp./Broadcom Cayman Finance Ltd.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 01/15/28 *(a)* | 100000 | 99167 |
| **Broadcom, Inc.** | **Broadcom, Inc.** | **Broadcom, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 07/12/27 *(a)* | 150000 | 152638 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.95%, 02/15/28 *(a)* | 200000 | 191918 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 04/15/28 *(a)* | 200000 | 203926 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.11%, 09/15/28 *(a)* | 150000 | 150630 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 04/15/29 *(a)(d)* | 150000 | 149841 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 04/15/29 *(a)* | 250000 | 255425 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 07/12/29 *(a)* | 300000 | 309861 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 02/15/30 *(a)* | 200000 | 201780 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 04/15/30 *(a)* | 75000 | 77567 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 04/15/30 *(a)* | 150000 | 155361 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 07/15/30 *(a)* | 230000 | 234552 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 10/15/30 *(a)* | 140000 | 140458 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 11/15/30 *(a)* | 250000 | 249980 |
| **Broadridge Financial Solutions, Inc.** | **Broadridge Financial Solutions, Inc.** | **Broadridge Financial Solutions, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 12/01/29 *(a)* | 100000 | 95009 |
| **Cadence Design Systems, Inc.** | **Cadence Design Systems, Inc.** | **Cadence Design Systems, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 09/10/27  | 100000 | 100436 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 09/10/29 *(a)* | 100000 | 100593 |
| **CDW LLC/CDW Finance Corp.** | **CDW LLC/CDW Finance Corp.** | **CDW LLC/CDW Finance Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.67%, 12/01/26 *(a)* | 150000 | 147611 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 04/01/28 *(a)* | 100000 | 99542 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.28%, 12/01/28 *(a)* | 75000 | 72583 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 02/15/29 *(a)* | 100000 | 96157 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 03/01/30 *(a)* | 100000 | 102137 |
| **CGI, Inc.** | **CGI, Inc.** | **CGI, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 03/14/30 *(a)(d)* | 100000 | 101740 |
| **Cisco Systems, Inc.** | **Cisco Systems, Inc.** | **Cisco Systems, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 02/26/27 *(a)* | 300000 | 303612 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 02/24/28 *(a)* | 130000 | 132159 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 02/26/29 *(a)* | 375000 | 385631 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 02/24/30 *(a)* | 100000 | 102962 |
| **Concentrix Corp.** | **Concentrix Corp.** | **Concentrix Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.60%, 08/02/28 *(a)* | 175000 | 180787 |
| **Dell International LLC/EMC Corp.** | **Dell International LLC/EMC Corp.** | **Dell International LLC/EMC Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.10%, 07/15/27 *(a)* | 100000 | 102835 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 02/01/28 *(a)* | 200000 | 204668 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 04/01/28 *(a)* | 150000 | 152095 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 02/15/29 *(a)* | 100000 | 99940 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 10/01/29 *(a)* | 300000 | 310020 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 04/01/30 *(a)* | 150000 | 153936 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.20%, 07/15/30 *(a)* | 75000 | 80377 |
| **DXC Technology Co.** | **DXC Technology Co.** | **DXC Technology Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 09/15/28 *(a)* | 100000 | 94039 |
| **Equifax, Inc.** | **Equifax, Inc.** | **Equifax, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 12/15/27 *(a)* | 100000 | 101798 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 06/01/28 *(a)* | 100000 | 102041 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 09/15/29 *(a)* | 100000 | 101679 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 05/15/30 *(a)* | 100000 | 94790 |
| **Equinix Europe 2 Financing Corp. LLC** | **Equinix Europe 2 Financing Corp. LLC** | **Equinix Europe 2 Financing Corp. LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 11/15/30 *(a)* | 170000 | 171181 |
| **Equinix, Inc.** | **Equinix, Inc.** | **Equinix, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.55%, 03/15/28 *(a)* | 75000 | 70925 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 05/15/28 *(a)* | 100000 | 95325 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 11/18/29 *(a)* | 175000 | 168282 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.15%, 07/15/30 *(a)* | 130000 | 118130 |
| **FactSet Research Systems, Inc.** | **FactSet Research Systems, Inc.** | **FactSet Research Systems, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 03/01/27 *(a)* | 100000 | 98311 |
| **Fidelity National Information Services, Inc.** | **Fidelity National Information Services, Inc.** | **Fidelity National Information Services, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.65%, 03/01/28 *(a)* | 100000 | 94601 |
| **Fiserv, Inc.** | **Fiserv, Inc.** | **Fiserv, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 06/01/27 *(a)* | 150000 | 145665 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 03/02/28 *(a)* | 150000 | 153534 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 08/21/28 *(a)* | 100000 | 102585 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 10/01/28 *(a)* | 100000 | 99631 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 07/01/29 *(a)* | 500000 | 484225 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 03/15/30 *(a)* | 100000 | 100665 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 06/01/30 *(a)* | 120000 | 110441 |
| **Flex Ltd.** | **Flex Ltd.** | **Flex Ltd.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 06/15/29 *(a)* | 150000 | 152104 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 05/12/30 *(a)* | 100000 | 101612 |
| **Genpact Luxembourg SARL/Genpact USA, Inc.** | **Genpact Luxembourg SARL/Genpact USA, Inc.** | **Genpact Luxembourg SARL/Genpact USA, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 06/04/29 *(a)* | 75000 | 78419 |
| **Genpact U.K. Finco PLC/Genpact USA, Inc.** | **Genpact U.K. Finco PLC/Genpact USA, Inc.** | **Genpact U.K. Finco PLC/Genpact USA, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 11/18/30 *(a)* | 50000 | 50380 |

---

**107**

------

Schwab Short-Term Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **Global Payments, Inc.** | **Global Payments, Inc.** | **Global Payments, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.15%, 01/15/27 *(a)* | 175000 | 170964 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 06/01/28 *(a)* | 100000 | 100213 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 11/15/28 *(a)* | 240000 | 240923 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 08/15/29 *(a)* | 175000 | 166616 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 08/15/29 *(a)* | 50000 | 51202 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 05/15/30 *(a)* | 100000 | 92718 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 11/15/30 *(a)* | 230000 | 230741 |
| **Hewlett Packard Enterprise Co.** | **Hewlett Packard Enterprise Co.** | **Hewlett Packard Enterprise Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 09/15/27  | 120000 | 119960 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 09/25/27 *(a)* | 100000 | 100521 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 07/01/28 *(a)* | 100000 | 102766 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 09/15/28 *(a)* | 110000 | 110059 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 10/15/29 *(a)* | 250000 | 251970 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 10/15/30 *(a)* | 120000 | 119712 |
| **HP, Inc.** | **HP, Inc.** | **HP, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 06/17/27 *(a)* | 175000 | 172091 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 01/15/28 *(a)* | 100000 | 101342 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 04/15/29 *(a)* | 100000 | 99110 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 04/25/30 *(a)* | 75000 | 78053 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 06/17/30 *(a)* | 60000 | 57541 |
| **IBM International Capital Pte. Ltd.** | **IBM International Capital Pte. Ltd.** | **IBM International Capital Pte. Ltd.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 02/05/27 *(a)* | 100000 | 100729 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 02/05/29 *(a)* | 100000 | 101776 |
| **Intel Corp.** | **Intel Corp.** | **Intel Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 03/25/27 *(a)* | 250000 | 248905 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 08/05/27 *(a)* | 250000 | 248447 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 02/10/28 *(a)* | 200000 | 203126 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.60%, 08/12/28 *(a)* | 150000 | 140541 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 08/05/29 *(a)* | 50000 | 49575 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 11/15/29 *(a)* | 250000 | 233655 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 02/10/30 *(a)* | 200000 | 205854 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 03/25/30 *(a)* | 200000 | 196600 |
| **International Business Machines Corp.** | **International Business Machines Corp.** | **International Business Machines Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 01/27/27  | 100000 | 99345 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.20%, 02/09/27 *(a)* | 100000 | 98036 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.70%, 05/15/27 *(a)* | 150000 | 145514 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 07/27/27 *(a)* | 200000 | 201308 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 02/06/28 *(a)* | 200000 | 202296 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 05/15/29  | 500000 | 491575 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 02/10/30 *(a)* | 200000 | 205524 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.95%, 05/15/30 *(a)* | 100000 | 91245 |
| **Intuit, Inc.** | **Intuit, Inc.** | **Intuit, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 09/15/28 *(a)* | 225000 | 232357 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.65%, 07/15/30 *(a)* | 60000 | 53945 |
| **Jabil, Inc.** | **Jabil, Inc.** | **Jabil, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 05/15/27 *(a)* | 100000 | 100129 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 01/12/28 *(a)* | 75000 | 74822 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 01/15/30 *(a)* | 100000 | 96595 |
| **Juniper Networks, Inc.** | **Juniper Networks, Inc.** | **Juniper Networks, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 08/15/29 *(a)* | 50000 | 48911 |
| **Keysight Technologies, Inc.** | **Keysight Technologies, Inc.** | **Keysight Technologies, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 04/06/27 *(a)* | 150000 | 150693 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 07/30/30 *(a)* | 100000 | 104266 |
| **KLA Corp.** | **KLA Corp.** | **KLA Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 03/15/29 *(a)* | 100000 | 100433 |
| **Kyndryl Holdings, Inc.** | **Kyndryl Holdings, Inc.** | **Kyndryl Holdings, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 10/15/28 *(a)* | 50000 | 47862 |
| **Lam Research Corp.** | **Lam Research Corp.** | **Lam Research Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 03/15/29 *(a)* | 150000 | 150303 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.90%, 06/15/30 *(a)* | 90000 | 81977 |
| **Leidos, Inc.** | **Leidos, Inc.** | **Leidos, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 05/15/30 *(a)* | 100000 | 100144 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **Marvell Technology, Inc.** | **Marvell Technology, Inc.** | **Marvell Technology, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 04/15/28 *(a)* | 150000 | 144377 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 02/15/29 *(a)* | 75000 | 78403 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 07/15/30 *(a)* | 70000 | 71067 |
| **Mastercard, Inc.** | **Mastercard, Inc.** | **Mastercard, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 03/26/27 *(a)* | 250000 | 248637 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 01/15/28 *(a)* | 100000 | 100721 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 03/09/28 *(a)* | 125000 | 127943 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 06/01/29 *(a)* | 200000 | 194088 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 03/26/30 *(a)* | 200000 | 195676 |
| **Microchip Technology, Inc.** | **Microchip Technology, Inc.** | **Microchip Technology, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 03/15/28  | 150000 | 152265 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 03/15/29 *(a)* | 100000 | 102164 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 02/15/30 *(a)* | 150000 | 153496 |
| **Micron Technology, Inc.** | **Micron Technology, Inc.** | **Micron Technology, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.33%, 02/06/29 *(a)* | 100000 | 103175 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.66%, 02/15/30 *(a)* | 100000 | 101334 |
| **Microsoft Corp.** | **Microsoft Corp.** | **Microsoft Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 02/06/27 *(a)* | 500000 | 498325 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 06/15/27 *(a)* | 75000 | 74856 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.35%, 09/15/30 *(a)* | 50000 | 44896 |
| **Moody's Corp.** | **Moody's Corp.** | **Moody's Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 01/15/28 *(a)* | 150000 | 147818 |
| **Motorola Solutions, Inc.** | **Motorola Solutions, Inc.** | **Motorola Solutions, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 02/23/28 *(a)* | 150000 | 151633 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 05/23/29 *(a)* | 100000 | 101287 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 08/15/30 *(a)* | 80000 | 81718 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 11/15/30 *(a)* | 110000 | 99843 |
| **NetApp, Inc.** | **NetApp, Inc.** | **NetApp, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 06/22/27 *(a)* | 100000 | 97548 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 06/22/30 *(a)* | 80000 | 74671 |
| **Nokia OYJ** | **Nokia OYJ** | **Nokia OYJ** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 06/12/27  | 100000 | 100184 |
| **NVIDIA Corp.** | **NVIDIA Corp.** | **NVIDIA Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.55%, 06/15/28 *(a)* | 250000 | 237430 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 04/01/30 *(a)* | 150000 | 143873 |
| **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; 3.15%, 05/01/27 *(a)* | 100000 | 98626 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 06/01/27 *(a)* | 50000 | 50203 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 08/19/28 *(a)* | 70000 | 70221 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 06/18/29 *(a)* | 200000 | 200326 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 05/01/30 *(a)* | 100000 | 96474 |
| **Oracle Corp.** | **Oracle Corp.** | **Oracle Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 04/01/27 *(a)* | 200000 | 196078 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 11/15/27 *(a)* | 400000 | 391968 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 03/25/28 *(a)* | 350000 | 333935 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 05/06/28 *(a)* | 100000 | 100227 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 08/03/28 *(a)* | 150000 | 151576 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 09/27/29 *(a)* | 200000 | 197226 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.15%, 11/09/29 *(a)* | 150000 | 157750 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 04/01/30 *(a)* | 400000 | 372372 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 05/06/30 *(a)* | 200000 | 199664 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 05/15/30 *(a)* | 50000 | 47029 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 09/26/30 *(a)* | 400000 | 394108 |
| **Paychex, Inc.** | **Paychex, Inc.** | **Paychex, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 04/15/30 *(a)* | 200000 | 205664 |
| **PayPal Holdings, Inc.** | **PayPal Holdings, Inc.** | **PayPal Holdings, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 06/01/27 *(a)* | 100000 | 100085 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 03/06/28 *(a)* | 100000 | 101298 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 10/01/29 *(a)* | 200000 | 191678 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 06/01/30 *(a)* | 120000 | 111245 |
| **Qorvo, Inc.** | **Qorvo, Inc.** | **Qorvo, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 10/15/29 *(a)* | 100000 | 98774 |

---

**108**

------

Schwab Short-Term Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **QUALCOMM, Inc.** | **QUALCOMM, Inc.** | **QUALCOMM, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 05/20/27 *(a)* | 250000 | 248320 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.30%, 05/20/28 *(a)* | 150000 | 141239 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.15%, 05/20/30 *(a)* | 150000 | 138441 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 05/20/30 *(a)* | 75000 | 76413 |
| **RELX Capital, Inc.** | **RELX Capital, Inc.** | **RELX Capital, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 03/18/29 *(a)* | 100000 | 99843 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 03/27/30 *(a)* | 150000 | 153334 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 05/22/30 *(a)* | 125000 | 118916 |
| **Roper Technologies, Inc.** | **Roper Technologies, Inc.** | **Roper Technologies, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 12/15/26 *(a)* | 150000 | 149703 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.40%, 09/15/27 *(a)* | 100000 | 95571 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 09/15/28 *(a)* | 100000 | 100316 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 09/15/28 *(a)* | 70000 | 70342 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 09/15/29 *(a)* | 100000 | 95710 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 10/15/29 *(a)* | 75000 | 75886 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 06/30/30 *(a)* | 70000 | 63331 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 09/15/30 *(a)* | 70000 | 70495 |
| **S&P Global, Inc.** | **S&P Global, Inc.** | **S&P Global, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 03/01/27 *(a)* | 150000 | 147425 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 08/01/28 *(a)* | 100000 | 102000 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 03/01/29 *(a)* | 150000 | 144138 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 05/01/29 *(a)* | 150000 | 151012 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 12/01/29 *(a)* | 150000 | 141573 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.25%, 08/15/30 *(a)* | 70000 | 61691 |
| **Salesforce, Inc.** | **Salesforce, Inc.** | **Salesforce, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 04/11/28 *(a)* | 150000 | 149967 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 07/15/28 *(a)* | 200000 | 189114 |
| **ServiceNow, Inc.** | **ServiceNow, Inc.** | **ServiceNow, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.40%, 09/01/30 *(a)* | 170000 | 150052 |
| **Synopsys, Inc.** | **Synopsys, Inc.** | **Synopsys, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 04/01/27  | 100000 | 100724 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 04/01/28 *(a)* | 100000 | 101325 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 04/01/30 *(a)* | 275000 | 281138 |
| **TD SYNNEX Corp.** | **TD SYNNEX Corp.** | **TD SYNNEX Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 08/09/28 *(a)* | 100000 | 95241 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 01/17/29 *(a)* | 80000 | 79993 |
| **Teledyne FLIR LLC** | **Teledyne FLIR LLC** | **Teledyne FLIR LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 08/01/30 *(a)* | 60000 | 55643 |
| **Teledyne Technologies, Inc.** | **Teledyne Technologies, Inc.** | **Teledyne Technologies, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 04/01/28 *(a)* | 150000 | 143886 |
| **Texas Instruments, Inc.** | **Texas Instruments, Inc.** | **Texas Instruments, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 11/03/27 *(a)* | 100000 | 98763 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 02/15/28 *(a)* | 100000 | 101683 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 02/08/29 *(a)* | 100000 | 102358 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 09/04/29 *(a)* | 100000 | 94349 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 05/04/30 *(a)* | 75000 | 68307 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 05/23/30 *(a)* | 150000 | 153259 |
| **Trimble, Inc.** | **Trimble, Inc.** | **Trimble, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 06/15/28 *(a)* | 100000 | 101553 |
| **TSMC Arizona Corp.** | **TSMC Arizona Corp.** | **TSMC Arizona Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 04/22/27 *(a)* | 200000 | 199834 |
| **Verisk Analytics, Inc.** | **Verisk Analytics, Inc.** | **Verisk Analytics, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 03/15/29 *(a)* | 75000 | 75078 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 08/15/30 *(a)* | 100000 | 100880 |
| **Visa, Inc.** | **Visa, Inc.** | **Visa, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.90%, 04/15/27 *(a)* | 200000 | 195344 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.75%, 08/15/27 *(a)* | 75000 | 71518 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 09/15/27 *(a)* | 150000 | 147738 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.05%, 04/15/30 *(a)* | 150000 | 139095 |
| **VMware LLC** | **VMware LLC** | **VMware LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 08/21/27 *(a)* | 200000 | 199772 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.80%, 08/15/28 *(a)* | 100000 | 94406 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 05/15/30 *(a)* | 100000 | 101729 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **Western Digital Corp.** | **Western Digital Corp.** | **Western Digital Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 02/01/29 *(a)* | 75000 | 71387 |
| **Workday, Inc.** | **Workday, Inc.** | **Workday, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 04/01/27 *(a)* | 200000 | 198678 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 04/01/29 *(a)* | 100000 | 98748 |
| **Xilinx, Inc.** | **Xilinx, Inc.** | **Xilinx, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 06/01/30 *(a)* | 90000 | 83795 |
|  |  | **36397325** |
| ***Transportation 0.3%***  | ***Transportation 0.3%***  | ***Transportation 0.3%***  |
| **American Airlines 2015-1 Class A Pass-Through Trust** | **American Airlines 2015-1 Class A Pass-Through Trust** | **American Airlines 2015-1 Class A Pass-Through Trust** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 05/01/27  | 71113 | 69839 |
| **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  | 57194 | 56320 |
| **American Airlines 2016-2 Class AA Pass-Through Trust** | **American Airlines 2016-2 Class AA Pass-Through Trust** | **American Airlines 2016-2 Class AA Pass-Through Trust** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 12/15/29  | 91050 | 88626 |
| **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  | 118250 | 115991 |
| **Burlington Northern Santa Fe LLC** | **Burlington Northern Santa Fe LLC** | **Burlington Northern Santa Fe LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 06/15/27 *(a)* | 75000 | 74491 |
| **Canadian National Railway Co.** | **Canadian National Railway Co.** | **Canadian National Railway Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.90%, 07/15/28  | 75000 | 80660 |
| **Canadian Pacific Railway Co.** | **Canadian Pacific Railway Co.** | **Canadian Pacific Railway Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 12/02/26 *(a)* | 200000 | 195640 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 06/01/28 *(a)* | 100000 | 100131 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.05%, 03/05/30 *(a)* | 100000 | 91893 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 03/30/30 *(a)* | 100000 | 102700 |
| **CH Robinson Worldwide, Inc.** | **CH Robinson Worldwide, Inc.** | **CH Robinson Worldwide, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 04/15/28 *(a)* | 100000 | 100347 |
| **CSX Corp.** | **CSX Corp.** | **CSX Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 06/01/27 *(a)* | 250000 | 247767 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 03/01/28 *(a)* | 150000 | 149776 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 02/15/30 *(a)* | 75000 | 70504 |
| **Delta Air Lines 2020-1 Class AA Pass-Through Trust** | **Delta Air Lines 2020-1 Class AA Pass-Through Trust** | **Delta Air Lines 2020-1 Class AA Pass-Through Trust** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 12/10/29  | 70103 | 67408 |
| **Delta Air Lines, Inc.** | **Delta Air Lines, Inc.** | **Delta Air Lines, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 07/10/28 *(a)* | 130000 | 132018 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 10/28/29 *(a)* | 150000 | 146742 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 07/10/30 *(a)* | 130000 | 133540 |
| **FedEx Corp.** | **FedEx Corp.** | **FedEx Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 02/15/28 *(a)* | 150000 | 147957 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 08/05/29 *(a)* | 130000 | 125273 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 05/15/30 *(a)* | 160000 | 160754 |
| **GXO Logistics, Inc.** | **GXO Logistics, Inc.** | **GXO Logistics, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 05/06/29 *(a)* | 100000 | 105131 |
| **JB Hunt Transport Services, Inc.** | **JB Hunt Transport Services, Inc.** | **JB Hunt Transport Services, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 03/15/30 *(a)* | 100000 | 102360 |
| **Kirby Corp.** | **Kirby Corp.** | **Kirby Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 03/01/28 *(a)* | 100000 | 100161 |
| **Norfolk Southern Corp.** | **Norfolk Southern Corp.** | **Norfolk Southern Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 08/01/28 *(a)* | 100000 | 99676 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.55%, 11/01/29 *(a)* | 75000 | 70919 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 08/01/30 *(a)* | 80000 | 83153 |
| **Ryder System, Inc.** | **Ryder System, Inc.** | **Ryder System, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 03/01/27 *(a)* | 200000 | 197020 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 06/01/28 *(a)* | 100000 | 102782 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 03/15/29 *(a)* | 100000 | 103678 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 09/01/29 *(a)* | 100000 | 102500 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 12/01/29 *(a)* | 100000 | 102326 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 06/15/30 *(a)* | 40000 | 40926 |
| **Southwest Airlines Co.** | **Southwest Airlines Co.** | **Southwest Airlines Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 06/15/27 *(a)* | 350000 | 353976 |

---

**109**

------

Schwab Short-Term Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **Union Pacific Corp.** | **Union Pacific Corp.** | **Union Pacific Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.15%, 02/05/27 *(a)* | 100000 | 98142 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 04/15/27 *(a)* | 100000 | 98914 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 09/10/28 *(a)* | 100000 | 100162 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.63%, 02/01/29  | 100000 | 107997 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 03/01/29 *(a)* | 125000 | 124123 |
| **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  | 43340 | 42207 |
| **United Airlines 2018-1 Class AA Pass-Through Trust** | **United Airlines 2018-1 Class AA Pass-Through Trust** | **United Airlines 2018-1 Class AA Pass-Through Trust** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 09/01/31  | 65060 | 62833 |
| **United Airlines 2020-1 Class A Pass-Through Trust** | **United Airlines 2020-1 Class A Pass-Through Trust** | **United Airlines 2020-1 Class A Pass-Through Trust** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 04/15/29 *(a)* | 170029 | 174042 |
| **United Parcel Service, Inc.** | **United Parcel Service, Inc.** | **United Parcel Service, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.05%, 11/15/27 *(a)* | 150000 | 148128 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 03/15/29 *(a)* | 100000 | 98604 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 09/01/29 *(a)* | 100000 | 95054 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 04/01/30 *(a)* | 100000 | 102099 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 10/15/30 *(a)* | 70000 | 71934 |
|  |  | **5347224** |
|  |  | **197151070** |
| **Utility 1.6%** | **Utility 1.6%** | **Utility 1.6%** |
| ***Electric 1.5%***  | ***Electric 1.5%***  | ***Electric 1.5%***  |
| **AEP Texas, Inc.** | **AEP Texas, Inc.** | **AEP Texas, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 06/01/28 *(a)* | 100000 | 99586 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 05/15/29 *(a)* | 150000 | 156088 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.10%, 07/01/30 *(a)* | 70000 | 63900 |
| **AES Corp.** | **AES Corp.** | **AES Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 06/01/28 *(a)* | 150000 | 153456 |
| **Alabama Power Co.** | **Alabama Power Co.** | **Alabama Power Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 09/01/27 *(a)* | 150000 | 150000 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.45%, 09/15/30 *(a)* | 70000 | 62120 |
| **Ameren Corp.** | **Ameren Corp.** | **Ameren Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.95%, 03/15/27 *(a)* | 75000 | 73028 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 03/15/28 *(a)* | 75000 | 71192 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 01/15/29 *(a)* | 100000 | 102502 |
| **Ameren Illinois Co.** | **Ameren Illinois Co.** | **Ameren Illinois Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 05/15/28 *(a)* | 100000 | 99833 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.55%, 11/15/30 *(a)* | 40000 | 35372 |
| **American Electric Power Co., Inc.** | **American Electric Power Co., Inc.** | **American Electric Power Co., Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 11/13/27 *(a)* | 100000 | 98578 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 12/01/28 *(a)* | 100000 | 100670 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 01/15/29 *(a)* | 150000 | 155127 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.05%, 12/15/54 *(a)(b)* | 100000 | 105093 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 02/15/62 *(a)(b)* | 100000 | 97504 |
| **Arizona Public Service Co.** | **Arizona Public Service Co.** | **Arizona Public Service Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.60%, 08/15/29 *(a)* | 100000 | 94781 |
| **Avangrid, Inc.** | **Avangrid, Inc.** | **Avangrid, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 06/01/29 *(a)* | 100000 | 98815 |
| **Berkshire Hathaway Energy Co.** | **Berkshire Hathaway Energy Co.** | **Berkshire Hathaway Energy Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 04/15/28 *(a)* | 100000 | 98453 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 07/15/30 *(a)* | 140000 | 137931 |
| **Black Hills Corp.** | **Black Hills Corp.** | **Black Hills Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 01/15/27 *(a)* | 100000 | 98908 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 03/15/28 *(a)* | 75000 | 77820 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 06/15/30 *(a)* | 50000 | 46268 |
| **CenterPoint Energy Houston Electric LLC** | **CenterPoint Energy Houston Electric LLC** | **CenterPoint Energy Houston Electric LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 10/01/28 *(a)* | 100000 | 103301 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 03/15/30 *(a)* | 100000 | 102737 |
| **CenterPoint Energy, Inc.** | **CenterPoint Energy, Inc.** | **CenterPoint Energy, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 06/01/29 *(a)* | 100000 | 103787 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 02/15/55 *(a)(b)* | 50000 | 52340 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.70%, 05/15/55 *(a)(b)* | 100000 | 102765 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **CMS Energy Corp.** | **CMS Energy Corp.** | **CMS Energy Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 08/15/27 *(a)* | 50000 | 49491 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 06/01/50 *(a)(b)* | 60000 | 58898 |
| **Commonwealth Edison Co.** | **Commonwealth Edison Co.** | **Commonwealth Edison Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 08/15/28 *(a)* | 150000 | 149502 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.20%, 03/01/30 *(a)* | 100000 | 92879 |
| **Connecticut Light & Power Co.** | **Connecticut Light & Power Co.** | **Connecticut Light & Power Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 03/15/27 *(a)* | 100000 | 99069 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 01/15/30 *(a)* | 100000 | 102868 |
| **Consolidated Edison Co. of New York, Inc.** | **Consolidated Edison Co. of New York, Inc.** | **Consolidated Edison Co. of New York, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 05/15/28 *(a)* | 100000 | 99814 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 12/01/28 *(a)* | 75000 | 75224 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 04/01/30 *(a)* | 100000 | 97094 |
| **Constellation Energy Generation LLC** | **Constellation Energy Generation LLC** | **Constellation Energy Generation LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 03/01/28 *(a)* | 125000 | 129276 |
| **Consumers Energy Co.** | **Consumers Energy Co.** | **Consumers Energy Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 03/01/28 *(a)* | 75000 | 76187 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 02/15/29 *(a)* | 75000 | 77124 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 05/30/29 *(a)* | 100000 | 101810 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 01/15/30 *(a)* | 100000 | 102454 |
| **Dayton Power & Light Co.** | **Dayton Power & Light Co.** | **Dayton Power & Light Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 08/15/30 *(a)(d)* | 50000 | 49999 |
| **Dominion Energy, Inc.** | **Dominion Energy, Inc.** | **Dominion Energy, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 05/15/28 *(a)* | 100000 | 101297 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 06/01/28 *(a)* | 100000 | 100354 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 04/01/30 *(a)* | 150000 | 144935 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 06/15/30 *(a)* | 110000 | 113399 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.88%, 02/01/55 *(a)(b)* | 250000 | 261892 |
| **DTE Electric Co.** | **DTE Electric Co.** | **DTE Electric Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.90%, 04/01/28 *(a)* | 100000 | 95739 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 03/01/30 *(a)* | 100000 | 93087 |
| **DTE Energy Co.** | **DTE Energy Co.** | **DTE Energy Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 06/01/28 *(a)* | 150000 | 152737 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 03/01/29 *(a)* | 200000 | 205564 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 06/15/29 *(a)* | 100000 | 97328 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 04/01/30 *(a)* | 150000 | 155266 |
| **Duke Energy Carolinas LLC** | **Duke Energy Carolinas LLC** | **Duke Energy Carolinas LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 11/15/28 *(a)* | 100000 | 100341 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 08/15/29 *(a)* | 100000 | 94752 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 03/15/30 *(a)* | 100000 | 103188 |
| **Duke Energy Corp.** | **Duke Energy Corp.** | **Duke Energy Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 01/05/27  | 100000 | 100878 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 12/08/27 *(a)* | 150000 | 152700 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 03/15/28 *(a)* | 150000 | 150805 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 01/05/29 *(a)* | 125000 | 127709 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 06/15/29 *(a)* | 100000 | 97745 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 06/01/30 *(a)* | 100000 | 92788 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 01/15/82 *(a)(b)* | 100000 | 96530 |
| **Duke Energy Florida LLC** | **Duke Energy Florida LLC** | **Duke Energy Florida LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 01/15/27 *(a)* | 200000 | 198734 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 12/01/29 *(a)* | 100000 | 94536 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 06/15/30 *(a)* | 60000 | 54173 |
| **Duke Energy Ohio, Inc.** | **Duke Energy Ohio, Inc.** | **Duke Energy Ohio, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 02/01/29 *(a)* | 75000 | 74418 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.13%, 06/01/30 *(a)* | 50000 | 45999 |
| **Duke Energy Progress LLC** | **Duke Energy Progress LLC** | **Duke Energy Progress LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 03/06/27  | 100000 | 100711 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 03/15/29 *(a)* | 75000 | 73928 |
| **Edison International** | **Edison International** | **Edison International** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 06/15/27 *(a)* | 150000 | 152584 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 03/15/28 *(a)* | 100000 | 98876 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 11/15/28 *(a)* | 100000 | 101502 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.95%, 11/15/29 *(a)* | 75000 | 80024 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 03/15/30 *(a)* | 100000 | 104624 |

---

**110**

------

Schwab Short-Term Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **Enel Chile SA** | **Enel Chile SA** | **Enel Chile SA** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 06/12/28 *(a)* | 150000 | 152278 |
| **Entergy Corp.** | **Entergy Corp.** | **Entergy Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.90%, 06/15/28 *(a)* | 100000 | 94887 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 06/15/30 *(a)* | 70000 | 65787 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.13%, 12/01/54 *(a)(b)* | 150000 | 158026 |
| **Entergy Louisiana LLC** | **Entergy Louisiana LLC** | **Entergy Louisiana LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 04/01/28 *(a)* | 100000 | 98697 |
| **Entergy Mississippi LLC** | **Entergy Mississippi LLC** | **Entergy Mississippi LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 06/01/28 *(a)* | 150000 | 146327 |
| **Evergy Metro, Inc.** | **Evergy Metro, Inc.** | **Evergy Metro, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 06/01/30 *(a)* | 50000 | 46252 |
| **Evergy, Inc.** | **Evergy, Inc.** | **Evergy, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 09/15/29 *(a)* | 100000 | 95499 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.65%, 06/01/55 *(a)(b)* | 70000 | 71633 |
| **Eversource Energy** | **Eversource Energy** | **Eversource Energy** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 07/01/27 *(a)* | 100000 | 100606 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 01/15/28 *(a)* | 150000 | 147251 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 03/01/28 *(a)* | 225000 | 230557 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 02/01/29 *(a)* | 125000 | 130891 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.65%, 08/15/30 *(a)* | 70000 | 61818 |
| **Exelon Corp.** | **Exelon Corp.** | **Exelon Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 03/15/27 *(a)* | 150000 | 147536 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 03/15/28 *(a)* | 100000 | 102281 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 03/15/29 *(a)* | 100000 | 103062 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 04/15/30 *(a)* | 150000 | 149000 |
| **FirstEnergy Corp.** | **FirstEnergy Corp.** | **FirstEnergy Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 07/15/27 *(a)(g)* | 200000 | 199036 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 03/01/30 *(a)* | 100000 | 93129 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 09/01/30 *(a)* | 50000 | 45362 |
| **Florida Power & Light Co.** | **Florida Power & Light Co.** | **Florida Power & Light Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 04/01/28 *(a)* | 150000 | 153885 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 05/15/28 *(a)* | 100000 | 101290 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 06/15/29 *(a)* | 100000 | 104030 |
| **Georgia Power Co.** | **Georgia Power Co.** | **Georgia Power Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 03/30/27 *(a)* | 50000 | 49601 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 05/16/28 *(a)* | 100000 | 101601 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 10/01/28 *(a)* | 100000 | 100310 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 09/15/29 *(a)* | 100000 | 95240 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 03/15/30 *(a)* | 100000 | 101914 |
| **Indiana Michigan Power Co.** | **Indiana Michigan Power Co.** | **Indiana Michigan Power Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 05/15/28 *(a)* | 100000 | 99914 |
| **Interstate Power & Light Co.** | **Interstate Power & Light Co.** | **Interstate Power & Light Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 09/26/28 *(a)* | 100000 | 100049 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 04/01/29 *(a)* | 100000 | 98266 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 06/01/30 *(a)* | 50000 | 45994 |
| **IPALCO Enterprises, Inc.** | **IPALCO Enterprises, Inc.** | **IPALCO Enterprises, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 05/01/30 *(a)* | 100000 | 98378 |
| **ITC Holdings Corp.** | **ITC Holdings Corp.** | **ITC Holdings Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 11/15/27 *(a)* | 150000 | 148023 |
| **Jersey Central Power & Light Co.** | **Jersey Central Power & Light Co.** | **Jersey Central Power & Light Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 01/15/29 *(a)(d)* | 50000 | 50054 |
| **MidAmerican Energy Co.** | **MidAmerican Energy Co.** | **MidAmerican Energy Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 04/15/29 *(a)* | 100000 | 99067 |
| **National Grid PLC** | **National Grid PLC** | **National Grid PLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 06/12/28 *(a)* | 150000 | 155115 |
| **National Rural Utilities Cooperative Finance Corp.** | **National Rural Utilities Cooperative Finance Corp.** | **National Rural Utilities Cooperative Finance Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 05/06/27 *(a)* | 250000 | 253780 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.12%, 09/16/27 *(a)* | 100000 | 100451 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 02/07/28 *(a)* | 125000 | 123791 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 03/15/28 *(a)* | 100000 | 101832 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 08/25/28 *(a)* | 90000 | 90563 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 09/15/28 *(a)* | 75000 | 77052 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 02/07/29 *(a)* | 125000 | 128141 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 03/15/29 *(a)* | 75000 | 74329 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 03/15/30 *(a)* | 100000 | 93613 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.13%, 09/15/53 *(a)(b)* | 100000 | 105271 |
| **Nevada Power Co.** | **Nevada Power Co.** | **Nevada Power Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 05/01/29 *(a)* | 200000 | 197736 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 05/15/55 *(a)(b)* | 50000 | 50435 |
| **NextEra Energy Capital Holdings, Inc.** | **NextEra Energy Capital Holdings, Inc.** | **NextEra Energy Capital Holdings, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.88%, 01/15/27 *(a)* | 150000 | 146469 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 05/01/27 *(a)* | 250000 | 248290 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 07/15/27 *(a)* | 250000 | 252575 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.69%, 09/01/27  | 270000 | 273024 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 02/28/28 *(a)* | 200000 | 203788 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.90%, 06/15/28 *(a)* | 225000 | 214018 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 03/15/29 *(a)* | 200000 | 205208 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 04/01/29 *(a)* | 75000 | 73586 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 11/01/29 *(a)* | 125000 | 119038 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 02/28/30 *(a)(e)* | 150000 | 155110 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 03/15/30 *(a)* | 100000 | 103403 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 06/01/30 *(a)* | 230000 | 211738 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.70%, 09/01/54 *(a)(b)* | 100000 | 103908 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.38%, 08/15/55 *(a)(b)* | 200000 | 207600 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 12/01/77 *(a)(b)* | 100000 | 97813 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 05/01/79 *(a)(b)* | 75000 | 75916 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 03/15/82 *(a)(b)* | 100000 | 97741 |
| **NSTAR Electric Co.** | **NSTAR Electric Co.** | **NSTAR Electric Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 05/15/27 *(a)* | 150000 | 148445 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 03/01/30 *(a)* | 100000 | 102743 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 04/01/30 *(a)* | 75000 | 74387 |
| **OGE Energy Corp.** | **OGE Energy Corp.** | **OGE Energy Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 05/15/29 *(a)* | 75000 | 77986 |
| **Oklahoma Gas & Electric Co.** | **Oklahoma Gas & Electric Co.** | **Oklahoma Gas & Electric Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 03/15/30 *(a)* | 100000 | 96631 |
| **Oncor Electric Delivery Co. LLC** | **Oncor Electric Delivery Co. LLC** | **Oncor Electric Delivery Co. LLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 03/20/27 *(d)* | 100000 | 100803 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 11/15/28 *(a)* | 100000 | 99469 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 03/15/29 *(a)* | 75000 | 78798 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 11/01/29 *(a)* | 75000 | 76575 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 05/15/30 *(a)* | 100000 | 94551 |
| **Pacific Gas & Electric Co.** | **Pacific Gas & Electric Co.** | **Pacific Gas & Electric Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 06/15/27 *(a)* | 100000 | 101559 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.10%, 08/01/27 *(a)* | 150000 | 144849 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 12/01/27 *(a)* | 150000 | 147501 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 06/04/28 *(a)* | 50000 | 50802 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 06/15/28 *(a)* | 100000 | 96820 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 07/01/28  | 100000 | 98650 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 08/01/28 *(a)* | 100000 | 100702 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.10%, 01/15/29 *(a)* | 150000 | 156910 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.55%, 05/15/29 *(a)* | 125000 | 129360 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 07/01/30 *(a)* | 400000 | 398900 |
| **PacifiCorp** | **PacifiCorp** | **PacifiCorp** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 02/15/29 *(a)* | 75000 | 76508 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 09/15/30 *(a)* | 50000 | 46138 |
| **Pinnacle West Capital Corp.** | **Pinnacle West Capital Corp.** | **Pinnacle West Capital Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 05/15/30 *(a)* | 100000 | 103405 |
| **PPL Capital Funding, Inc.** | **PPL Capital Funding, Inc.** | **PPL Capital Funding, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 04/15/30 *(a)* | 60000 | 59796 |
| **Public Service Co. of New Hampshire** | **Public Service Co. of New Hampshire** | **Public Service Co. of New Hampshire** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 07/01/28  | 40000 | 40489 |
| **Public Service Electric & Gas Co.** | **Public Service Electric & Gas Co.** | **Public Service Electric & Gas Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 05/01/28 *(a)* | 75000 | 74773 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 05/15/29 *(a)* | 100000 | 97619 |
| **Public Service Enterprise Group, Inc.** | **Public Service Enterprise Group, Inc.** | **Public Service Enterprise Group, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.85%, 11/15/27 *(a)* | 100000 | 103340 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 10/15/28 *(a)* | 100000 | 104728 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 04/01/29 *(a)* | 100000 | 103134 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 03/15/30 *(a)* | 100000 | 102551 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.60%, 08/15/30 *(a)* | 60000 | 53190 |

---

**111**

------

Schwab Short-Term Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **Puget Energy, Inc.** | **Puget Energy, Inc.** | **Puget Energy, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 06/15/28 *(a)* | 100000 | 95643 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 06/15/30 *(a)* | 70000 | 68645 |
| **San Diego Gas & Electric Co.** | **San Diego Gas & Electric Co.** | **San Diego Gas & Electric Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 08/15/28 *(a)* | 100000 | 102462 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.70%, 10/01/30 *(a)* | 100000 | 89280 |
| **Southern California Edison Co.** | **Southern California Edison Co.** | **Southern California Edison Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 06/01/27 *(a)* | 150000 | 150973 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 03/01/28 *(a)* | 200000 | 197312 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 03/01/28 *(a)* | 125000 | 127524 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 10/01/28 *(a)* | 100000 | 103523 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 03/01/29 *(a)* | 75000 | 74588 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 08/01/29 *(a)* | 100000 | 94492 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 03/15/30 *(a)* | 100000 | 102780 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 06/01/30 *(a)* | 60000 | 54389 |
| **Southern Co.** | **Southern Co.** | **Southern Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.11%, 08/01/27 *(g)* | 100000 | 101626 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 06/15/28 *(a)* | 100000 | 101883 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 03/15/29 *(a)* | 150000 | 156009 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 04/30/30 *(a)* | 150000 | 146937 |
| **Southern Power Co.** | **Southern Power Co.** | **Southern Power Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 10/01/30 *(a)* | 80000 | 79926 |
| **Southwestern Electric Power Co.** | **Southwestern Electric Power Co.** | **Southwestern Electric Power Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 09/15/28 *(a)* | 100000 | 99968 |
| **System Energy Resources, Inc.** | **System Energy Resources, Inc.** | **System Energy Resources, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 04/15/28 *(a)* | 100000 | 103975 |
| **Tampa Electric Co.** | **Tampa Electric Co.** | **Tampa Electric Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 03/01/29 *(a)* | 75000 | 76936 |
| **Tucson Electric Power Co.** | **Tucson Electric Power Co.** | **Tucson Electric Power Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 08/01/30 *(a)* | 30000 | 26670 |
| **Union Electric Co.** | **Union Electric Co.** | **Union Electric Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 03/15/29 *(a)* | 75000 | 73953 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 03/15/30 *(a)* | 100000 | 95602 |
| **Virginia Electric & Power Co.** | **Virginia Electric & Power Co.** | **Virginia Electric & Power Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 03/15/27 *(a)* | 100000 | 99502 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 05/15/27 *(a)* | 150000 | 149629 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 04/01/28 *(a)* | 100000 | 99662 |
| **WEC Energy Group, Inc.** | **WEC Energy Group, Inc.** | **WEC Energy Group, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 10/01/27 *(a)* | 50000 | 51003 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.38%, 10/15/27 *(a)* | 150000 | 143130 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 01/15/28 *(a)* | 100000 | 101540 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.20%, 12/15/28 *(a)* | 75000 | 71091 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.80%, 10/15/30 *(a)* | 40000 | 35658 |
| **Wisconsin Electric Power Co.** | **Wisconsin Electric Power Co.** | **Wisconsin Electric Power Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 10/15/30 *(a)* | 70000 | 70100 |
| **Xcel Energy, Inc.** | **Xcel Energy, Inc.** | **Xcel Energy, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 12/01/26 *(a)* | 150000 | 148959 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 03/15/27 *(a)* | 100000 | 97066 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 06/15/28 *(a)* | 100000 | 99991 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.60%, 12/01/29 *(a)* | 75000 | 70418 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 06/01/30 *(a)* | 70000 | 67549 |
|  |  | **23224158** |
| ***Natural Gas 0.1%***  | ***Natural Gas 0.1%***  | ***Natural Gas 0.1%***  |
| **Atmos Energy Corp.** | **Atmos Energy Corp.** | **Atmos Energy Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 06/15/27 *(a)* | 75000 | 74174 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 09/15/29 *(a)* | 100000 | 95165 |
| **CenterPoint Energy Resources Corp.** | **CenterPoint Energy Resources Corp.** | **CenterPoint Energy Resources Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 03/01/28 *(a)* | 200000 | 205250 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 10/01/30 *(a)* | 60000 | 53617 |
| **NiSource, Inc.** | **NiSource, Inc.** | **NiSource, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.49%, 05/15/27 *(a)* | 100000 | 99271 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 03/30/28 *(a)* | 150000 | 153957 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 07/01/29 *(a)* | 100000 | 103320 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 09/01/29 *(a)* | 100000 | 95941 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 05/01/30 *(a)* | 100000 | 97350 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.95%, 11/30/54 *(a)(b)* | 75000 | 78203 |
| **ONE Gas, Inc.** | **ONE Gas, Inc.** | **ONE Gas, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 04/01/29 *(a)* | 75000 | 77438 |
| **Piedmont Natural Gas Co., Inc.** | **Piedmont Natural Gas Co., Inc.** | **Piedmont Natural Gas Co., Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 06/01/29 *(a)* | 75000 | 73634 |
| **Sempra** | **Sempra** | **Sempra** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 06/15/27 *(a)* | 100000 | 98584 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 02/01/28 *(a)* | 150000 | 147817 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 04/01/29 *(a)* | 75000 | 73943 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 04/01/52 *(a)(b)* | 200000 | 195128 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.88%, 10/01/54 *(a)(b)* | 100000 | 102715 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.63%, 04/01/55 *(a)(b)* | 50000 | 50527 |
| **Southern California Gas Co.** | **Southern California Gas Co.** | **Southern California Gas Co.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 04/15/27 *(a)* | 100000 | 98638 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.55%, 02/01/30 *(a)* | 100000 | 94262 |
| **Southern Co. Gas Capital Corp.** | **Southern Co. Gas Capital Corp.** | **Southern Co. Gas Capital Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 09/15/28 *(a)* | 60000 | 60055 |
| **Southwest Gas Corp.** | **Southwest Gas Corp.** | **Southwest Gas Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 03/23/28 *(a)* | 100000 | 102826 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 04/01/28 *(a)* | 50000 | 49599 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.20%, 06/15/30 *(a)* | 50000 | 45707 |
|  |  | **2327121** |
| ***Utility Other 0.0%***  | ***Utility Other 0.0%***  | ***Utility Other 0.0%***  |
| **American Water Capital Corp.** | **American Water Capital Corp.** | **American Water Capital Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 09/01/27 *(a)* | 100000 | 98443 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 09/01/28 *(a)* | 100000 | 99676 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 05/01/30 *(a)* | 100000 | 95013 |
| **Essential Utilities, Inc.** | **Essential Utilities, Inc.** | **Essential Utilities, Inc.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 08/15/27 *(a)* | 50000 | 50579 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.57%, 05/01/29 *(a)* | 75000 | 73451 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 04/15/30 *(a)* | 50000 | 46950 |
| **United Utilities PLC** | **United Utilities PLC** | **United Utilities PLC** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.88%, 08/15/28  | 75000 | 80203 |
|  |  | **544315** |
|  |  | **26095594** |
| **Total Corporates**<br> **(Cost $381,623,988)** | **Total Corporates**<br> **(Cost $381,623,988)** | **388444213** |
| **TREASURIES** 68.4% OF NET ASSETS | **TREASURIES** 68.4% OF NET ASSETS | **TREASURIES** 68.4% OF NET ASSETS |
| **U.S. Treasury Bonds** | **U.S. Treasury Bonds** | **U.S. Treasury Bonds** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.63%, 02/15/27  | 699800 | 726234 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.38%, 08/15/27  | 999800 | 1047134 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.13%, 11/15/27  | 1100000 | 1155215 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 08/15/28  | 800000 | 842156 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 11/15/28  | 1300000 | 1363578 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 02/15/29  | 700000 | 738309 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.13%, 08/15/29  | 500000 | 544531 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 05/15/30  | 1000000 | 1109258 |
| **U.S. Treasury Notes** | **U.S. Treasury Notes** | **U.S. Treasury Notes** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.25%, 12/31/26  | 7500000 | 7313379 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 12/31/26  | 3100000 | 3039211 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 12/31/26  | 11900000 | 11978791 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 01/15/27  | 6800000 | 6830016 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 01/31/27  | 10400000 | 10152594 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 01/31/27  | 9150000 | 9204149 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 02/15/27  | 6100000 | 6004807 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 02/15/27  | 7550000 | 7597630 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.13%, 02/28/27  | 1650000 | 1601177 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.88%, 02/28/27  | 7140000 | 6992738 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 02/28/27  | 9300000 | 9360486 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 03/15/27  | 7425000 | 7487213 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.63%, 03/31/27  | 3100000 | 2983084 |

---

**112**

------

Schwab Short-Term Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 03/31/27  | 6800000 | 6706234 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 03/31/27  | 9500000 | 9535996 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 04/15/27  | 8350000 | 8453723 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.50%, 04/30/27  | 4100000 | 3929033 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 04/30/27  | 6400000 | 6329375 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 04/30/27  | 9500000 | 9524492 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 05/15/27  | 7200000 | 7081453 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 05/15/27  | 7800000 | 7904508 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.50%, 05/31/27  | 4299800 | 4110844 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 05/31/27  | 6500000 | 6413545 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 05/31/27  | 10100000 | 10147541 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 06/15/27  | 8000000 | 8128438 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.50%, 06/30/27  | 5049800 | 4816641 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 06/30/27  | 6650000 | 6621556 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 06/30/27  | 9800000 | 9831391 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 07/15/27  | 8100000 | 8206787 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.38%, 07/31/27  | 5899800 | 5601584 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 07/31/27  | 6500000 | 6418115 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 07/31/27  | 9750000 | 9802749 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 08/15/27  | 5750000 | 5629497 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 08/15/27  | 7900000 | 7929316 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.50%, 08/31/27  | 4900000 | 4651268 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 08/31/27  | 6100000 | 6058896 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 08/31/27  | 9400000 | 9416523 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 09/15/27  | 8000000 | 7980312 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.38%, 09/30/27  | 6350000 | 6000006 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 09/30/27  | 12700000 | 12697023 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 09/30/27  | 6100000 | 6165766 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 10/15/27  | 7900000 | 7951535 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.50%, 10/31/27  | 6300000 | 5952147 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 10/31/27  | 11050000 | 11048273 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 10/31/27  | 5900000 | 5967412 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 11/15/27  | 6000000 | 5858906 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 11/15/27  | 7900000 | 7991807 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.63%, 11/30/27  | 6700000 | 6331762 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 11/30/27  | 9500000 | 9478662 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 11/30/27  | 5650000 | 5690830 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 12/15/27  | 7520000 | 7594613 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.63%, 12/31/27  | 7100000 | 6694523 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 12/31/27  | 5725000 | 5769056 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 01/15/28  | 7350000 | 7461973 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.75%, 01/31/28  | 7500000 | 7075488 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 01/31/28  | 5700000 | 5701113 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 02/15/28  | 7150000 | 7039398 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 02/15/28  | 7250000 | 7365547 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.13%, 02/29/28  | 7600000 | 7215250 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 02/29/28  | 5250000 | 5307627 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 03/15/28  | 7500000 | 7565039 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.25%, 03/31/28  | 6850000 | 6510711 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 03/31/28  | 4950000 | 4966049 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 04/15/28  | 7250000 | 7292764 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.25%, 04/30/28  | 8150000 | 7731357 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 04/30/28  | 5300000 | 5301863 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 05/15/28  | 8100000 | 7983879 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 05/15/28  | 7650000 | 7698111 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.25%, 05/31/28  | 8100000 | 7670320 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 05/31/28  | 5375000 | 5393267 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 06/15/28  | 7800000 | 7874953 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.25%, 06/30/28  | 7500000 | 7089258 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 06/30/28  | 5700000 | 5772809 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 07/15/28  | 7700000 | 7773992 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.00%, 07/31/28  | 8275000 | 7755227 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 07/31/28  | 5700000 | 5791957 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 08/15/28  | 8350000 | 8220836 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 08/15/28  | 8850000 | 8881805 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.13%, 08/31/28  | 8180000 | 7677697 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 08/31/28  | 6225000 | 6367737 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 09/15/28  | 8150000 | 8125486 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.25%, 09/30/28  | 8100000 | 7615266 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 09/30/28  | 6600000 | 6801352 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 10/15/28  | 10300000 | 10302012 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.38%, 10/31/28  | 7600000 | 7157062 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 10/31/28  | 7250000 | 7524424 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 11/15/28  | 8000000 | 7918750 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 11/15/28  | 8300000 | 8302269 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 11/30/28  | 7600000 | 7171906 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 11/30/28  | 7300000 | 7481074 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.38%, 12/31/28  | 7650000 | 7180840 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 12/31/28  | 7700000 | 7757148 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 01/31/29  | 7200000 | 6823125 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 01/31/29  | 8000000 | 8116562 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 02/15/29  | 7900000 | 7689848 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.88%, 02/28/29  | 6500000 | 6176016 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 02/28/29  | 8600000 | 8793164 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 03/31/29  | 6150000 | 5930906 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 03/31/29  | 8700000 | 8865164 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 04/30/29  | 5900000 | 5778313 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 04/30/29  | 9250000 | 9576279 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 05/15/29  | 6800000 | 6548984 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 05/31/29  | 5900000 | 5751117 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 05/31/29  | 9200000 | 9493609 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 06/30/29  | 5500000 | 5447793 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 06/30/29  | 9300000 | 9524871 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 07/31/29  | 5500000 | 5329414 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 07/31/29  | 9400000 | 9548711 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.63%, 08/15/29  | 6100000 | 5705883 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 08/31/29  | 5200000 | 5124234 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 08/31/29  | 9575000 | 9601556 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 09/30/29  | 9600000 | 9584250 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 09/30/29  | 4800000 | 4856063 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 10/31/29  | 5050000 | 5132260 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 10/31/29  | 9400000 | 9596078 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 11/15/29  | 4650000 | 4350475 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 11/30/29  | 4500000 | 4553438 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 11/30/29  | 9575000 | 9776599 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 12/31/29  | 4900000 | 4957996 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 12/31/29  | 9475000 | 9766652 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 01/31/30  | 4800000 | 4788563 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 01/31/30  | 9575000 | 9827466 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 02/15/30  | 7800000 | 7180266 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 02/28/30  | 14300000 | 14542430 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 03/31/30  | 4800000 | 4810313 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 03/31/30  | 9400000 | 9560461 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 04/30/30  | 4750000 | 4735713 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 04/30/30  | 9455000 | 9570602 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.63%, 05/15/30  | 10800000 | 9497250 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 05/31/30  | 4500000 | 4531465 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 05/31/30  | 9550000 | 9717125 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 06/30/30  | 4700000 | 4732863 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 06/30/30  | 9525000 | 9641086 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 07/31/30  | 9575000 | 9691321 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 07/31/30  | 4600000 | 4680320 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.63%, 08/15/30  | 14250000 | 12434238 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 08/31/30  | 9475000 | 9487214 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 08/31/30  | 4900000 | 5011973 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 09/30/30  | 12600000 | 12615750 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 09/30/30  | 5100000 | 5329301 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 10/31/30  | 11350000 | 11362414 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 10/31/30  | 5000000 | 5283594 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.88%, 11/15/30  | 15000000 | 13158398 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 11/30/30  | 9600000 | 9557062 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 11/30/30  | 5150000 | 5328037 |
| **Total Treasuries**<br> **(Cost $1,067,865,560)** | **Total Treasuries**<br> **(Cost $1,067,865,560)** | **1081792029** |

---

**113**

------

Schwab Short-Term Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **GOVERNMENT RELATED** 5.9% OF NET ASSETS | **GOVERNMENT RELATED** 5.9% OF NET ASSETS | **GOVERNMENT RELATED** 5.9% OF NET ASSETS |
| **Agency 2.2%** | **Agency 2.2%** | **Agency 2.2%** |
| **Foreign 1.3%**  | **Foreign 1.3%**  | **Foreign 1.3%**  |
| ***Austria 0.1%***  | ***Austria 0.1%***  | ***Austria 0.1%***  |
| **Oesterreichische Kontrollbank AG** | **Oesterreichische Kontrollbank AG** | **Oesterreichische Kontrollbank AG** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 03/01/28  | 250000 | 253715 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 05/28/28  | 200000 | 202082 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 01/18/29  | 200000 | 203144 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 09/05/29  | 250000 | 251040 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 01/24/30  | 200000 | 206522 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 09/10/30  | 200000 | 200714 |
|  |  | **1317217** |
| ***Canada 0.1%***  | ***Canada 0.1%***  | ***Canada 0.1%***  |
| **Export Development Canada** | **Export Development Canada** | **Export Development Canada** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 05/25/27  | 650000 | 644378 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 09/07/27  | 250000 | 250730 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 02/14/28  | 500000 | 503455 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 02/13/29  | 500000 | 508370 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 06/20/30  | 250000 | 253765 |
|  |  | **2160698** |
| ***Germany 0.5%***  | ***Germany 0.5%***  | ***Germany 0.5%***  |
| **Kreditanstalt fuer Wiederaufbau** | **Kreditanstalt fuer Wiederaufbau** | **Kreditanstalt fuer Wiederaufbau** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 03/01/27 *(h)* | 700000 | 706475 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 05/20/27 *(h)* | 650000 | 644637 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 06/28/27 *(h)* | 390000 | 392629 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 08/27/27 *(h)* | 300000 | 299745 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 02/15/28 *(h)* | 500000 | 502465 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 04/03/28 *(h)* | 250000 | 246460 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 05/15/28 *(h)* | 450000 | 453951 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 06/15/28 *(h)* | 1000000 | 1008750 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 08/09/28 *(h)* | 390000 | 389992 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 03/15/29 *(h)* | 1000000 | 1013850 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 09/14/29 *(h)* | 100000 | 93583 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 03/18/30 *(h)* | 400000 | 416068 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 07/15/30 *(h)* | 650000 | 653562 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.75%, 09/30/30 *(h)* | 230000 | 200877 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 10/29/30 *(h)* | 290000 | 304300 |
| **Landwirtschaftliche Rentenbank** | **Landwirtschaftliche Rentenbank** | **Landwirtschaftliche Rentenbank** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 11/15/27 *(h)* | 200000 | 195954 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 06/14/28 *(h)* | 200000 | 201614 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 04/17/29 *(h)* | 100000 | 103294 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 05/28/30 *(h)* | 300000 | 306135 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.88%, 09/03/30 *(h)* | 170000 | 149573 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 10/08/30 *(h)* | 200000 | 199856 |
|  |  | **8483770** |
| ***Japan 0.2%***  | ***Japan 0.2%***  | ***Japan 0.2%***  |
| **Japan Bank for International Cooperation** | **Japan Bank for International Cooperation** | **Japan Bank for International Cooperation** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 06/01/27  | 400000 | 395072 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 07/21/27  | 250000 | 246623 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 11/16/27  | 250000 | 245478 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 07/19/28  | 250000 | 255930 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 07/20/28  | 200000 | 197812 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 10/31/28  | 200000 | 198952 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.13%, 02/16/29  | 200000 | 190418 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 10/17/29  | 200000 | 187346 |
| **Japan International Cooperation Agency** | **Japan International Cooperation Agency** | **Japan International Cooperation Agency** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 04/27/27  | 200000 | 197134 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 05/23/28  | 250000 | 251517 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 05/21/29  | 200000 | 206268 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 05/22/30  | 200000 | 203548 |
|  |  | **2776098** |
| ***Norway 0.1%***  | ***Norway 0.1%***  | ***Norway 0.1%***  |
| **Equinor ASA** | **Equinor ASA** | **Equinor ASA** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 04/06/27 *(a)* | 100000 | 99136 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 09/10/28 *(a)* | 250000 | 249070 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 04/06/30 *(a)* | 250000 | 241342 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 09/03/30 *(a)* | 50000 | 50957 |
|  |  | **640505** |
| ***Republic of Korea 0.2%***  | ***Republic of Korea 0.2%***  | ***Republic of Korea 0.2%***  |
| **Export-Import Bank of Korea** | **Export-Import Bank of Korea** | **Export-Import Bank of Korea** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.13%, 12/29/26  | 200000 | 194248 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.63%, 01/18/27  | 250000 | 244047 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 04/21/27  | 200000 | 196234 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 01/11/28  | 200000 | 204802 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 01/14/28  | 200000 | 203318 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 09/18/28  | 200000 | 207128 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 01/11/29  | 200000 | 203816 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 01/14/30  | 200000 | 207806 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 09/22/30  | 200000 | 199164 |
| **Korea Development Bank** | **Korea Development Bank** | **Korea Development Bank** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 02/15/27  | 200000 | 201914 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.38%, 04/25/27  | 600000 | 580524 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 02/03/28  | 200000 | 203394 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 02/15/28  | 200000 | 202442 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 02/15/29  | 200000 | 204118 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 02/03/30  | 200000 | 208014 |
|  |  | **3460969** |
| ***Sweden 0.1%***  | ***Sweden 0.1%***  | ***Sweden 0.1%***  |
| **Svensk Exportkredit AB** | **Svensk Exportkredit AB** | **Svensk Exportkredit AB** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 03/22/27  | 500000 | 490675 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 09/13/27  | 200000 | 200386 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 05/08/28  | 250000 | 250855 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 06/14/28  | 200000 | 202430 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 02/01/29  | 200000 | 203624 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 07/29/30  | 200000 | 200384 |
|  |  | **1548354** |
|  |  | **20387611** |
| **U.S. 0.9%** | **U.S. 0.9%** | **U.S. 0.9%** |
| **Federal Farm Credit Banks Funding Corp.** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 03/20/29  | 500000 | 508260 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 04/30/29  | 500000 | 518810 |
| **Federal Home Loan Banks** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.25%, 12/21/26  | 3000000 | 2928690 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 04/09/27  | 2000000 | 2030700 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 06/30/28  | 2000000 | 2025080 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 11/16/28  | 1000000 | 995450 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 06/14/30  | 1000000 | 1020390 |
| **Federal National Mortgage Association** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.75%, 10/08/27  | 3000000 | 2852010 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.25%, 05/15/30  | 1000000 | 1150090 |
|  |  | **14029480** |
|  |  | **34417091** |

---

**114**

------

Schwab Short-Term Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **Local Authority 0.5%** | **Local Authority 0.5%** | **Local Authority 0.5%** |
| **Foreign 0.4%**  | **Foreign 0.4%**  | **Foreign 0.4%**  |
| ***Canada 0.4%***  | ***Canada 0.4%***  | ***Canada 0.4%***  |
| **Hydro-Quebec** | **Hydro-Quebec** | **Hydro-Quebec** |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.50%, 12/01/29  | 500000 | 584550 |
| **Province of Alberta** | **Province of Alberta** | **Province of Alberta** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 03/15/28  | 150000 | 148875 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 06/26/29  | 250000 | 256737 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.30%, 07/22/30  | 200000 | 179336 |
| **Province of British Columbia** | **Province of British Columbia** | **Province of British Columbia** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 01/24/28  | 500000 | 511095 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 11/15/28  | 300000 | 309561 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 04/24/29  | 400000 | 415572 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 08/27/30  | 400000 | 402192 |
| **Province of Manitoba** | **Province of Manitoba** | **Province of Manitoba** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 10/25/28  | 100000 | 94093 |
| **Province of Ontario** | **Province of Ontario** | **Province of Ontario** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 05/19/27  | 400000 | 396756 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.05%, 05/21/27  | 350000 | 336952 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 01/18/29  | 400000 | 406436 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 09/17/29  | 300000 | 300072 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 10/02/29  | 100000 | 93967 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 01/15/30  | 400000 | 414952 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 09/04/30  | 400000 | 402324 |
| **Province of Quebec** | **Province of Quebec** | **Province of Quebec** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 04/03/29  | 600000 | 615570 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 09/15/29  | 100000 | 113229 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.35%, 05/28/30  | 200000 | 180370 |
| **Province of Saskatchewan** | **Province of Saskatchewan** | **Province of Saskatchewan** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 06/08/27  | 225000 | 223506 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 01/28/30  | 100000 | 103470 |
|  |  | **6489615** |
| **U.S. 0.1%** | **U.S. 0.1%** | **U.S. 0.1%** |
| **Commonwealth of Massachusetts** |  |  |
| RB Series 2022 A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.77%, 07/15/29  | 50000 | 49965 |
| **New Jersey Economic Development Authority** |  |  |
| Series A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.43%, 02/15/29  | 116000 | 121421 |
| **Oregon School Boards Association** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.68%, 06/30/28  | 74754 | 76523 |
| **Port Authority of New York & New Jersey** |  |  |
| RB 2009 BAB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.04%, 12/01/29  | 100000 | 108113 |
| **State Board of Administration Finance Corp.** |  |  |
| Series A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.71%, 07/01/27  | 100000 | 96748 |
| Series A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.15%, 07/01/30  | 150000 | 138677 |
| **State of California** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 10/01/29  | 100000 | 95764 |
| GO Bonds Series 2021A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.70%, 02/01/28  | 125000 | 120003 |
| GO Bonds Series 2024 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 09/01/29  | 150000 | 157510 |
| GO Bonds Series A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.05%, 04/01/29  | 50000 | 49054 |
| **State of Oregon** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; GO Bonds (Pension Funding) <br> Series 2003<br>|  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.89%, 06/01/27  | 82784 | 84303 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| **State of Wisconsin** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 05/01/27  | 100000 | 99335 |
| **State Public School Building Authority** |  |  |
| RB Series A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 09/15/27  | 19000 | 19349 |
| **Texas Department of Transportation State** <br> **Highway Fund**<br>|  |  |
| RB (Build America Bonds) Series B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.18%, 04/01/30  | 150000 | 153835 |
| **University of California** |  |  |
| RB Series 2019 BD |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 07/01/29  | 100000 | 98729 |
| RB Series 2020 BG |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.32%, 05/15/27 *(a)* | 150000 | 145034 |
|  |  | **1614363** |
|  |  | **8103978** |
| **Sovereign 0.7%** | **Sovereign 0.7%** | **Sovereign 0.7%** |
| ***Canada 0.1%***  | ***Canada 0.1%***  | ***Canada 0.1%***  |
| **Canada Government International Bonds** | **Canada Government International Bonds** | **Canada Government International Bonds** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 04/26/28  | 600000 | 603318 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 04/30/29  | 400000 | 413680 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 03/18/30  | 500000 | 507875 |
|  |  | **1524873** |
| ***Chile 0.0%***  | ***Chile 0.0%***  | ***Chile 0.0%***  |
| **Chile Government International Bonds** | **Chile Government International Bonds** | **Chile Government International Bonds** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 01/31/27 *(a)* | 400000 | 393596 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.24%, 02/06/28 *(a)* | 200000 | 196616 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 01/22/29 *(a)* | 200000 | 204392 |
|  |  | **794604** |
| ***Indonesia 0.1%***  | ***Indonesia 0.1%***  | ***Indonesia 0.1%***  |
| **Indonesia Government International Bonds** | **Indonesia Government International Bonds** | **Indonesia Government International Bonds** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 09/20/27 *(a)* | 200000 | 200470 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 01/11/28  | 200000 | 197816 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 01/11/28 *(a)* | 200000 | 201818 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 04/24/28  | 200000 | 200538 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 09/18/29  | 200000 | 194940 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 01/15/30 *(a)* | 200000 | 207814 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 10/15/30  | 200000 | 196728 |
|  |  | **1400124** |
| ***Israel 0.1%***  | ***Israel 0.1%***  | ***Israel 0.1%***  |
| **Israel Government International Bonds** | **Israel Government International Bonds** | **Israel Government International Bonds** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 03/12/29  | 500000 | 515685 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 02/19/30  | 300000 | 310704 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 07/03/30  | 200000 | 186102 |
| **State of Israel** | **State of Israel** | **State of Israel** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 01/15/30  | 200000 | 185664 |
|  |  | **1198155** |
| ***Italy 0.0%***  | ***Italy 0.0%***  | ***Italy 0.0%***  |
| **Republic of Italy Government International Bonds** | **Republic of Italy Government International Bonds** | **Republic of Italy Government International Bonds** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 10/17/29  | 250000 | **240717** |
| ***Mexico 0.1%***  | ***Mexico 0.1%***  | ***Mexico 0.1%***  |
| **Mexico Government International Bonds** | **Mexico Government International Bonds** | **Mexico Government International Bonds** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 03/28/27  | 300000 | 299895 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 01/11/28  | 400000 | 396448 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 04/22/29  | 400000 | 402084 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 05/07/29 *(a)* | 200000 | 203660 |

---

**115**

------

Schwab Short-Term Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 04/16/30 *(a)* | 200000 | 189342 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 05/13/30 *(a)* | 200000 | 210376 |
|  |  | **1701805** |
| ***Panama 0.0%***  | ***Panama 0.0%***  | ***Panama 0.0%***  |
| **Panama Government International Bonds** | **Panama Government International Bonds** | **Panama Government International Bonds** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 03/17/28 *(a)* | 200000 | 196414 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.38%, 04/01/29  | 200000 | 227184 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.16%, 01/23/30 *(a)* | 200000 | 186556 |
|  |  | **610154** |
| ***Peru 0.0%***  | ***Peru 0.0%***  | ***Peru 0.0%***  |
| **Peru Government International Bonds** | **Peru Government International Bonds** | **Peru Government International Bonds** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 08/25/27 *(e)* | 200000 | **201084** |
| ***Philippines 0.1%***  | ***Philippines 0.1%***  | ***Philippines 0.1%***  |
| **Philippines Government International Bonds** | **Philippines Government International Bonds** | **Philippines Government International Bonds** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 02/01/28  | 200000 | 195722 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 01/14/29  | 400000 | 395756 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.50%, 02/02/30  | 300000 | 361164 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 03/05/30  | 200000 | 202790 |
|  |  | **1155432** |
| ***Poland 0.1%***  | ***Poland 0.1%***  | ***Poland 0.1%***  |
| **Republic of Poland Government International Bonds** | **Republic of Poland Government International Bonds** | **Republic of Poland Government International Bonds** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 11/16/27 *(a)* | 200000 | 206288 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 03/18/29 *(a)* | 200000 | 204524 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 02/12/30  | 400000 | 413272 |
|  |  | **824084** |
| ***Republic of Korea 0.1%***  | ***Republic of Korea 0.1%***  | ***Republic of Korea 0.1%***  |
| **Korea International Bonds** | **Korea International Bonds** | **Korea International Bonds** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 01/19/27  | 200000 | 198038 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 06/19/29  | 200000 | 192322 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 07/03/29  | 200000 | 205592 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 10/29/30  | 200000 | 199646 |
|  |  | **795598** |
| ***Uruguay 0.0%***  | ***Uruguay 0.0%***  | ***Uruguay 0.0%***  |
| **Uruguay Government International Bonds** | **Uruguay Government International Bonds** | **Uruguay Government International Bonds** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 10/27/27  | 200000 | **200844** |
|  |  | **10647474** |
| **Supranational\* 2.5%** | **Supranational\* 2.5%** | **Supranational\* 2.5%** |
| **African Development Bank** | **African Development Bank** | **African Development Bank** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 01/04/27  | 300000 | 303021 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 11/03/27  | 500000 | 507475 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 03/14/28  | 400000 | 407200 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 06/12/28  | 260000 | 262064 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 09/18/29  | 100000 | 99630 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 03/18/30  | 300000 | 304425 |
| **Asian Development Bank** | **Asian Development Bank** | **Asian Development Bank** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 01/20/27  | 750000 | 732195 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 08/20/27  | 500000 | 496325 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 11/02/27  | 500000 | 490210 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 01/14/28  | 700000 | 712264 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 01/19/28  | 500000 | 492090 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 04/25/28  | 1000000 | 1005040 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 08/25/28  | 500000 | 512650 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 03/06/29  | 500000 | 512355 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 08/28/29  | 500000 | 500820 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 09/19/29  | 500000 | 467490 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.88%, 01/24/30  | 200000 | 186716 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 05/30/30  | 500000 | 510050 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 08/28/30  | 390000 | 391677 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.75%, 10/08/30  | 120000 | 104620 |
| **Asian Infrastructure Investment Bank** | **Asian Infrastructure Investment Bank** | **Asian Infrastructure Investment Bank** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 09/14/27  | 500000 | 501525 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 01/18/28  | 350000 | 353227 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 09/15/28  | 260000 | 260580 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 01/18/29  | 450000 | 457493 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 01/16/30  | 300000 | 309984 |
| **Corp. Andina de Fomento** | **Corp. Andina de Fomento** | **Corp. Andina de Fomento** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 02/08/27  | 100000 | 98075 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 04/26/27  | 100000 | 102861 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 01/07/28  | 300000 | 301698 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 01/24/29  | 200000 | 206624 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 01/22/30  | 300000 | 312018 |
| **Council of Europe Development Bank** | **Council of Europe Development Bank** | **Council of Europe Development Bank** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 06/11/27  | 100000 | 101464 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 05/08/28  | 100000 | 100227 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 01/24/29  | 200000 | 203318 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 01/15/30  | 200000 | 206696 |
| **Council Of Europe Development Bank** | **Council Of Europe Development Bank** | **Council Of Europe Development Bank** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 01/26/28  | 200000 | 200302 |
| **European Bank for Reconstruction & Development** | **European Bank for Reconstruction & Development** | **European Bank for Reconstruction & Development** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 03/09/28  | 500000 | 508945 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 01/25/29  | 400000 | 406648 |
| **European Investment Bank** | **European Investment Bank** | **European Investment Bank** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.38%, 03/15/27  | 750000 | 729135 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 05/24/27  | 500000 | 491360 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 11/15/27  | 650000 | 646555 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 03/15/28  | 1000000 | 1007810 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 06/15/28  | 500000 | 504445 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 10/16/28  | 750000 | 769905 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 02/15/29  | 1000000 | 1013840 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 06/15/29  | 1000000 | 1039040 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.63%, 10/09/29  | 100000 | 93040 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 11/15/29  | 750000 | 754403 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 03/14/30  | 500000 | 517430 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 07/15/30  | 550000 | 549802 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.75%, 09/23/30  | 170000 | 148587 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 10/15/30  | 550000 | 555379 |
| **Inter-American Development Bank** | **Inter-American Development Bank** | **Inter-American Development Bank** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 01/13/27  | 850000 | 830084 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 07/07/27  | 850000 | 834334 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 01/12/28  | 300000 | 302814 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.13%, 07/20/28  | 200000 | 187962 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 09/18/28  | 200000 | 197838 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 02/15/29  | 750000 | 762750 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 06/18/29  | 350000 | 334635 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 09/14/29  | 300000 | 299049 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 02/15/30  | 600000 | 620580 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 06/14/30  | 260000 | 261284 |
| **Inter-American Investment Corp.** | **Inter-American Investment Corp.** | **Inter-American Investment Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 02/17/27  | 100000 | 99857 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 09/19/28  | 200000 | 205872 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 11/20/28  | 140000 | 140099 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 04/01/30  | 200000 | 204188 |
| **International Bank for Reconstruction & Development** | **International Bank for Reconstruction & Development** | **International Bank for Reconstruction & Development** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 06/15/27  | 600000 | 596058 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 11/22/27  | 500000 | 490125 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.75%, 11/24/27  | 1000000 | 946890 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.38%, 04/20/28  | 750000 | 713393 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 05/05/28  | 500000 | 501200 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 07/12/28  | 550000 | 549549 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 08/01/28  | 750000 | 770625 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.13%, 09/13/28  | 750000 | 702555 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 09/21/29  | 300000 | 300333 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 10/16/29  | 750000 | 757522 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 10/23/29  | 250000 | 233365 |

---

**116**

------

Schwab Short-Term Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; SECURITY<br> RATE, MATURITY DATE<br>| FACE<br> AMOUNT ($)<br>| VALUE ($) |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 02/14/30  | 700000 | 706965 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 03/20/30  | 750000 | 765097 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.88%, 05/14/30  | 500000 | 443870 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 07/25/30  | 400000 | 406000 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.75%, 08/26/30  | 340000 | 297517 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 10/28/30  | 670000 | 665411 |
| **International Finance Corp.** | **International Finance Corp.** | **International Finance Corp.** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 01/21/28  | 300000 | 305910 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 07/13/28  | 400000 | 409600 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 07/02/29  | 300000 | 306762 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 07/02/30  | 300000 | 303129 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.75%, 08/27/30  | 110000 | 96260 |
| **Nordic Investment Bank** | **Nordic Investment Bank** | **Nordic Investment Bank** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 09/08/27  | 200000 | 199308 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 03/14/28  | 250000 | 254525 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 02/28/29  | 200000 | 204026 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 05/09/30  | 250000 | 251310 |
|  |  | **39909384** |
| **Total Government Related**<br> **(Cost $91,986,021)** | **Total Government Related**<br> **(Cost $91,986,021)** | **93077927** |

---

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

---

| | | |
|:---|:---|:---|
| SECURITY | NUMBER<br> OF SHARES<br>| VALUE ($) |
| **Short-Term Investments** 0.6% OF NET ASSETS | **Short-Term Investments** 0.6% OF NET ASSETS | **Short-Term Investments** 0.6% OF NET ASSETS |
| **Money Market Funds 0.6%** | **Money Market Funds 0.6%** | **Money Market Funds 0.6%** |
| &nbsp;&nbsp;&nbsp;&nbsp; State Street Institutional <br> U.S. Government Money Market <br> Fund, Premier Class 3.94% *(i)*<br>| 8123457 | 8123457 |
| &nbsp;&nbsp;&nbsp;&nbsp; State Street Institutional <br> U.S. Government Money Market <br> Fund, Premier Class 3.94% *(i)(j)*<br>| 1016390 | 1016390 |
|  |  | **9139847** |
| **Total Short-Term Investments**<br> **(Cost $9,139,847)** | **Total Short-Term Investments**<br> **(Cost $9,139,847)** | **9139847** |
| **Total Investments in Securities**<br> **(Cost $1,550,615,416)** | **Total Investments in Securities**<br> **(Cost $1,550,615,416)** | **1572454016** |

---

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

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

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

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

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

*(d)* Securities exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These securities may be resold in transactions exempt from registrations, normally to qualified institutional buyers. At the period end, the value of these amounted to $2,345,274 or 0.1% of net assets. 

*(e)* All or a portion of this security is on loan. Securities on loan were valued at $870,032. 

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

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

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

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

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

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

---

| | |
|:---|:---|
| DAC — | Designated Activity Company |
| GO — | General obligation |
| RB — | Revenue bond |
| REIT — | Real Estate Investment Trust |

---

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

Below is a summary of the fund's transactions with affiliated issuers during the period ended November 30, 2025:

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| SECURITY<br> RATE, MATURITY DATE<br>| VALUE AT<br> 8/31/25<br>| PURCHASES | SALES | REALIZED<br> GAINS (LOSSES)<br>| NET CHANGE IN<br> UNREALIZED<br> APPRECIATION<br> (DEPRECIATION)<br>| ACCRETION OF<br> DISCOUNTS<br> (AMORTIZATION<br> OF PREMIUMS)<br>| VALUE AT<br> 11/30/25<br>| FACE AMOUNT<br> AT 11/30/25<br>| INTEREST<br> INCOME EARNED<br>|
| **CORPORATES** 0.1% OF NET ASSETS | **CORPORATES** 0.1% OF NET ASSETS | **CORPORATES** 0.1% OF NET ASSETS | **CORPORATES** 0.1% OF NET ASSETS | **CORPORATES** 0.1% OF NET ASSETS | **CORPORATES** 0.1% OF NET ASSETS | **CORPORATES** 0.1% OF NET ASSETS | **CORPORATES** 0.1% OF NET ASSETS | **CORPORATES** 0.1% OF NET ASSETS | **CORPORATES** 0.1% OF NET ASSETS |
| **Financial Institutions 0.1%** | **Financial Institutions 0.1%** | **Financial Institutions 0.1%** | **Financial Institutions 0.1%** | **Financial Institutions 0.1%** | **Financial Institutions 0.1%** | **Financial Institutions 0.1%** | **Financial Institutions 0.1%** | **Financial Institutions 0.1%** | **Financial Institutions 0.1%** |
| **Brokerage/Asset Managers/Exchanges 0.1%** | **Brokerage/Asset Managers/Exchanges 0.1%** | **Brokerage/Asset Managers/Exchanges 0.1%** | **Brokerage/Asset Managers/Exchanges 0.1%** | **Brokerage/Asset Managers/Exchanges 0.1%** | **Brokerage/Asset Managers/Exchanges 0.1%** | **Brokerage/Asset Managers/Exchanges 0.1%** | **Brokerage/Asset Managers/Exchanges 0.1%** | **Brokerage/Asset Managers/Exchanges 0.1%** | **Brokerage/Asset Managers/Exchanges 0.1%** |
| Charles Schwab Corp. | Charles Schwab Corp. | Charles Schwab Corp. | Charles Schwab Corp. | Charles Schwab Corp. | Charles Schwab Corp. | Charles Schwab Corp. | Charles Schwab Corp. | Charles Schwab Corp. | Charles Schwab Corp. |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 03/02/27 | $49382 | $— | $— | $— | $120 | $55 | $49557 | $50000 | $395 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 03/03/27 | 195446 |  |  |  | 350 | 624 | 196420 | 200000 | 1211 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 04/01/27 | 49466 |  |  |  | 136 | 23 | 49625 | 50000 | 408 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 01/25/28 | 88347 |  |  |  | 53 | 379 | 88779 | 90000 | 712 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 03/20/28 | 143071 |  |  |  | (35)<br>| 1045 | 144081 | 150000 | 742 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 02/01/29 | 74998 |  |  |  | 155 | 135 | 75288 | 75000 | 742 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.64%, 05/19/29 | 156067 |  |  |  | (244)<br>| 7 | 155830 | 150000 | 2093 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 05/22/29 | 72995 |  |  |  | (91)<br>| 199 | 73103 | 75000 | 602 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 10/01/29 | 47547 |  |  |  | (45)<br>| 198 | 47700 | 50000 | 340 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.20%, 11/17/29 | 186272 |  |  |  | (339)<br>| (185)<br>| 185748 | 175000 | 2681 |

---

**117**

------

Schwab Short-Term Bond Index Fund

**Portfolio Holdings** (Unaudited) continued

------

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| SECURITY<br> RATE, MATURITY DATE<br>| VALUE AT<br> 8/31/25<br>| PURCHASES | SALES | REALIZED<br> GAINS (LOSSES)<br>| NET CHANGE IN<br> UNREALIZED<br> APPRECIATION<br> (DEPRECIATION)<br>| ACCRETION OF<br> DISCOUNTS<br> (AMORTIZATION<br> OF PREMIUMS)<br>| VALUE AT<br> 11/30/25<br>| FACE AMOUNT<br> AT 11/30/25<br>| INTEREST<br> INCOME EARNED<br>|
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 03/22/30 | $51116 | $— | $— | $— | $139 | ($33)<br>| $51222 | $50000 | $572 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.34%, 11/14/31 |  | 120365 |  |  | 35 |  | 120400 | 120000 |  |
| **Total** | **$1114707** | **$120365** | **$—** | **$—** | **$234** | **$2447** | **$1237753** |  | **$10498** |

---

------

The following is a summary of the inputs used to value the fund's investments as of November 30, 2025 (see notes to portfolio holdings for additional information):

---

| | | | | |
|:---|:---|:---|:---|:---|
| 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; $388444213 | &nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp; $388444213 |
| Treasuries <sup>1</sup> <br>|  | &nbsp;&nbsp;&nbsp; 1081792029 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1081792029 |
| Government Related <sup>1</sup> <br>|  | &nbsp;&nbsp;&nbsp; 93077927 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 93077927 |
| Short-Term Investments <sup>1</sup> <br>| 9139847 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 9139847 |
| **Total** | **$9139847** | &nbsp;&nbsp; **$1563314169** | &nbsp;&nbsp; **$—** | &nbsp;&nbsp; **$1572454016** |

---

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

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

**118**

------

Schwab Taxable Bond Funds

**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 (the Board) has designated authority to a Valuation Designee, the funds' investment adviser, to make fair valuation determinations under adopted procedures, subject to Board oversight. The investment adviser has formed a Pricing Committee to administer the pricing and valuation of portfolio securities and other assets and liabilities 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 funds' portfolio are valued every business day. The following valuation policies and procedures are used by the Valuation Designee to value various types of securities:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;● **Bonds and notes:** Fixed income investments are generally valued using an evaluated price at the mid-point of the bid/ask spread provided by an approved, independent pricing service (mid-price). To determine the evaluated mid-price, a pricing service may use a variety of techniques and inputs. Techniques may include, but are not limited to, spread models that calculate an investment-specific price relative to a benchmark or yield curve models that establish a price based on yields of comparable bonds along a range of maturities. Inputs differ by valuation approach and 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 (NAVs).

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;● **Securities for which no quoted value is available:** The Valuation Designee has adopted procedures to fair value a fund's securities when market prices are not "readily available" or are unreliable. For example, a security may be fair valued when it'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 a fund could obtain the fair value assigned to the security upon the sale of such security.

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

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

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;● Level 1 — quoted prices in active markets for identical investments — Investments whose values are based on quoted market prices in active markets. These generally include active listed equities, mutual funds, exchange-traded funds (ETFs) and futures contracts. Mutual funds and ETFs 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

**119**

------

Schwab Taxable Bond Funds

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

------

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

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

The levels associated with valuing the funds' investments as of November 30, 2025, are disclosed in each fund's Portfolio Holdings.

REG89450NOV25

**120**

------

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

  - **Street Address 1:** 9800 Schwab Way

  - **City:** Lone Tree

  - **State:** CO

  - **Foreign country:** US

  - **Zip / Postal Code:** 80124

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

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

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

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

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

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $5708905692.52

**Total Liabilities:** $85040448.56

**Net Assets:** $5623865243.96

**Delayed Delivery Securities:** $66401820.59

**Cash Not Reported:** $837500.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 39739.80000000 | **1-Year:** 21856.87000000 | **5-Year:** 171638.13000000 | **10-Year:** 394080.24000000 | **30-Year:** 1184327.19000000

**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:** 1312.35000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000176960 | 1.12%                | 0.56%                | 0.67%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1799348.26             | $41596815.39                               |
| Month 2  | $-1127671.29             | $16183512.87                               |
| Month 3  | $-135698.99              | $16766267.49                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ABB FINANCE USA INC                                                              | ABB Finance USA Inc                                                                   | CUSIP: 00037BAC6<br>LEI: 5493002Y01YAFV45F528 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91081.00     | 0.00%             | 2042-05-08      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ABB FINANCE USA INC                                                              | ABB Finance USA Inc                                                                   | CUSIP: 00037BAF9<br>LEI: 5493002Y01YAFV45F528 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100600.00    | 0.00%             | 2028-04-03      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AFLAC INC                                                                        | Aflac Inc                                                                             | CUSIP: 001055AR3<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |     75000 | PA      | $61214.25     | 0.00%             | 2046-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AFLAC INC                                                                        | Aflac Inc                                                                             | CUSIP: 001055AY8<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89720.00     | 0.00%             | 2049-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AFLAC INC                                                                        | Aflac Inc                                                                             | CUSIP: 001055BJ0<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246182.50    | 0.00%             | 2030-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AGCO CORP                                                                        | AGCO Corp                                                                             | CUSIP: 001084AR3<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76016.25     | 0.00%             | 2027-03-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AGCO CORP                                                                        | AGCO Corp                                                                             | CUSIP: 001084AS1<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |    125000 | PA      | $130741.25    | 0.00%             | 2034-03-21      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                    | AEP Texas Inc                                                                         | CUSIP: 00108WAF7<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     75000 | PA      | $56487.00     | 0.00%             | 2047-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                    | AEP Texas Inc                                                                         | CUSIP: 00108WAH3<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99586.00     | 0.00%             | 2028-06-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                    | AEP Texas Inc                                                                         | CUSIP: 00108WAJ9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78751.00     | 0.00%             | 2049-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                    | AEP Texas Inc                                                                         | CUSIP: 00108WAM2<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    175000 | PA      | $159750.50    | 0.00%             | 2030-07-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                    | AEP Texas Inc                                                                         | CUSIP: 00108WAN0<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    100000 | PA      | $69080.00     | 0.00%             | 2051-05-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                    | AEP Texas Inc                                                                         | CUSIP: 00108WAQ3<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93138.00     | 0.00%             | 2052-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                    | AEP Texas Inc                                                                         | CUSIP: 00108WAR1<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103722.00    | 0.00%             | 2033-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                    | AEP Texas Inc                                                                         | CUSIP: 00108WAS9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104059.00    | 0.00%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                    | AEP Texas Inc                                                                         | CUSIP: 00108WAT7<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104844.00    | 0.00%             | 2034-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                    | AEP Texas Inc                                                                         | CUSIP: 00108WAU4<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129577.50    | 0.00%             | 2055-10-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                          | AEP Transmission Co LLC                                                               | CUSIP: 00115AAH2<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    150000 | PA      | $117046.50    | 0.00%             | 2047-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                          | AEP Transmission Co LLC                                                               | CUSIP: 00115AAJ8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83644.00     | 0.00%             | 2048-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                          | AEP Transmission Co LLC                                                               | CUSIP: 00115AAK5<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77277.00     | 0.00%             | 2049-06-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                          | AEP Transmission Co LLC                                                               | CUSIP: 00115AAL3<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     75000 | PA      | $51842.25     | 0.00%             | 2049-09-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                          | AEP Transmission Co LLC                                                               | CUSIP: 00115AAM1<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $75795.00     | 0.00%             | 2050-04-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                          | AEP Transmission Co LLC                                                               | CUSIP: 00115AAP4<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86604.00     | 0.00%             | 2052-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                          | AEP Transmission Co LLC                                                               | CUSIP: 00115AAQ2<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99134.00     | 0.00%             | 2053-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                          | AEP Transmission Co LLC                                                               | CUSIP: 00115AAR0<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77034.00     | 0.00%             | 2034-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                          | AEP Transmission Co LLC                                                               | CUSIP: 00115AAS8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104046.00    | 0.00%             | 2035-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                          | Southern Co Gas Capital Corp                                                          | CUSIP: 001192AH6<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    125000 | PA      | $130892.50    | 0.00%             | 2041-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                          | Southern Co Gas Capital Corp                                                          | CUSIP: 001192AK9<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     75000 | PA      | $65456.25     | 0.00%             | 2043-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AHS HOSPITAL CORP                                                                | AHS Hospital Corp                                                                     | CUSIP: 001306AB5<br>LEI: 549300D7W3C9Z4RGJG34 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48286.00     | 0.00%             | 2045-07-01      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| AHS HOSPITAL CORP                                                                | AHS Hospital Corp                                                                     | CUSIP: 001306AC3<br>LEI: 549300D7W3C9Z4RGJG34 | Long             | DBT              | CORP              | US        |    100000 | PA      | $64010.00     | 0.00%             | 2051-07-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                                                     | AES Corp/The                                                                          | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    200000 | PA      | $181610.00    | 0.00%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                                                     | AES Corp/The                                                                          | CUSIP: 00130HCH6<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204608.00    | 0.00%             | 2028-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                                                     | AES Corp/The                                                                          | CUSIP: 00130HCM5<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154393.50    | 0.00%             | 2032-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AON GLOBAL LTD                                                                   | Aon Global Ltd                                                                        | CUSIP: 00185AAG9<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $88676.00     | 0.00%             | 2044-06-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AON GLOBAL LTD                                                                   | Aon Global Ltd                                                                        | CUSIP: 00185AAH7<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $90169.00     | 0.00%             | 2045-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                              | CUSIP: 00206RAG7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    100000 | PA      | $109798.00    | 0.00%             | 2038-01-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                              | CUSIP: 00206RAS1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     75000 | PA      | $84014.25     | 0.00%             | 2039-02-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                              | CUSIP: 00206RBA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75917.25     | 0.00%             | 2041-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                              | CUSIP: 00206RBH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    275000 | PA      | $237239.75    | 0.00%             | 2042-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                              | CUSIP: 00206RBK7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    200000 | PA      | $168680.00    | 0.00%             | 2045-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                              | CUSIP: 00206RCG5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90227.00     | 0.00%             | 2044-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                              | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    475000 | PA      | $461719.00    | 0.01%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                              | CUSIP: 00206RCQ3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    375000 | PA      | $333195.00    | 0.01%             | 2046-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                              | CUSIP: 00206RCU4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154423.50    | 0.00%             | 2047-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                              | CUSIP: 00206RDF6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52834.50     | 0.00%             | 2040-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                              | CUSIP: 00206RDG4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    100000 | PA      | $109024.00    | 0.00%             | 2041-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                              | CUSIP: 00206RDH2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48337.00     | 0.00%             | 2042-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                              | CUSIP: 00206RDJ8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    350000 | PA      | $295498.00    | 0.01%             | 2048-03-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                              | CUSIP: 00206RDK5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    200000 | PA      | $169506.00    | 0.00%             | 2049-03-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                              | CUSIP: 00206RDQ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300702.00    | 0.01%             | 2027-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                              | CUSIP: 00206RDR0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    175000 | PA      | $179238.50    | 0.00%             | 2037-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                              | CUSIP: 00206RDS8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72826.50     | 0.00%             | 2047-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                              | CUSIP: 00206RDT6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73683.75     | 0.00%             | 2057-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                              | CUSIP: 00206RFU1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91875.00     | 0.00%             | 2050-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                              | CUSIP: 00206RFW7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147853.50    | 0.00%             | 2037-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                              | CUSIP: 00206RGL0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    327000 | PA      | $327209.28    | 0.01%             | 2028-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                              | CUSIP: 00206RGQ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    547000 | PA      | $550221.83    | 0.01%             | 2030-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                              | CUSIP: 00206RHA3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140236.50    | 0.00%             | 2046-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                              | CUSIP: 00206RHJ4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    575000 | PA      | $578507.50    | 0.01%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                              | CUSIP: 00206RHK1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192838.00    | 0.00%             | 2039-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                              | CUSIP: 00206RHW5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149595.00    | 0.00%             | 2027-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                              | CUSIP: 00206RJK9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88244.00     | 0.00%             | 2044-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                              | CUSIP: 00206RJL7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90375.00     | 0.00%             | 2045-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                              | CUSIP: 00206RJX1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    300000 | PA      | $292497.00    | 0.01%             | 2027-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                              | CUSIP: 00206RJY9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    550000 | PA      | $507199.00    | 0.01%             | 2031-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                              | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    450000 | PA      | $359185.50    | 0.01%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                              | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    550000 | PA      | $395565.50    | 0.01%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                              | CUSIP: 00206RKB7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    275000 | PA      | $195071.25    | 0.00%             | 2060-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                              | CUSIP: 00206RKD3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    100000 | PA      | $74635.00     | 0.00%             | 2043-02-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                              | CUSIP: 00206RKE1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    150000 | PA      | $100126.50    | 0.00%             | 2052-02-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                              | CUSIP: 00206RKF8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    100000 | PA      | $65460.00     | 0.00%             | 2061-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                              | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    400000 | PA      | $380444.00    | 0.01%             | 2028-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                              | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    450000 | PA      | $397075.50    | 0.01%             | 2032-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                              | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $850828.55    | 0.02%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                              | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1373000 | PA      | $941713.24    | 0.02%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                              | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1049000 | PA      | $715722.21    | 0.01%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                              | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    707000 | PA      | $606818.10    | 0.01%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                              | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1086000 | PA      | $771863.64    | 0.01%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                              | CUSIP: 00206RMT6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    500000 | PA      | $522695.00    | 0.01%             | 2034-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                              | CUSIP: 00206RMX7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254915.00    | 0.00%             | 2030-08-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                              | CUSIP: 00206RMY5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207090.00    | 0.00%             | 2035-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                              | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258265.00    | 0.00%             | 2056-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                              | CUSIP: 00206RNB4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200416.00    | 0.00%             | 2032-11-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                              | CUSIP: 00206RNC2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    220000 | PA      | $219463.20    | 0.00%             | 2035-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                              | CUSIP: 00206RND0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    190000 | PA      | $186908.70    | 0.00%             | 2045-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                              | CUSIP: 00206RNE8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    260000 | PA      | $255288.80    | 0.00%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                                         | Aptiv Swiss Holdings Ltd                                                              | CUSIP: 00217GAB9<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |    200000 | PA      | $186496.00    | 0.00%             | 2032-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                                         | Aptiv Swiss Holdings Ltd                                                              | CUSIP: 00217GAC7<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |    200000 | PA      | $156338.00    | 0.00%             | 2052-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                              | Abbott Laboratories                                                                   | CUSIP: 002819AC4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    150000 | PA      | $170089.50    | 0.00%             | 2037-11-30      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                              | Abbott Laboratories                                                                   | CUSIP: 002824AV2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    100000 | PA      | $112082.00    | 0.00%             | 2039-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                              | Abbott Laboratories                                                                   | CUSIP: 002824AY6<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    125000 | PA      | $130571.25    | 0.00%             | 2040-05-27      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                              | Abbott Laboratories                                                                   | CUSIP: 002824BF6<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199982.00    | 0.00%             | 2026-11-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                              | Abbott Laboratories                                                                   | CUSIP: 002824BG4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304848.00    | 0.01%             | 2036-11-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                              | Abbott Laboratories                                                                   | CUSIP: 002824BH2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    576000 | PA      | $552602.88    | 0.01%             | 2046-11-30      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                              | Abbott Laboratories                                                                   | CUSIP: 002824BN9<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96227.00     | 0.00%             | 2043-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                              | Abbott Laboratories                                                                   | CUSIP: 002824BP4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47384.00     | 0.00%             | 2028-01-30      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                              | Abbott Laboratories                                                                   | CUSIP: 002824BQ2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    150000 | PA      | $134706.00    | 0.00%             | 2030-06-30      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                            | CUSIP: 00287YAM1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    475000 | PA      | $431523.25    | 0.01%             | 2042-11-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                            | CUSIP: 00287YAR0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    450000 | PA      | $446895.00    | 0.01%             | 2035-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                            | CUSIP: 00287YAS8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    500000 | PA      | $461365.00    | 0.01%             | 2045-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                            | CUSIP: 00287YAV1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    175000 | PA      | $169758.75    | 0.00%             | 2036-05-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                            | CUSIP: 00287YAW9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    350000 | PA      | $310586.50    | 0.01%             | 2046-05-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                            | CUSIP: 00287YBD0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    300000 | PA      | $279711.00    | 0.00%             | 2048-11-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                            | CUSIP: 00287YBF5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303324.00    | 0.01%             | 2028-11-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                            | CUSIP: 00287YBV0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    700000 | PA      | $693651.00    | 0.01%             | 2026-11-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                            | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $970540.00    | 0.02%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                            | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    700000 | PA      | $633584.00    | 0.01%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                            | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $887071.50    | 0.02%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                            | CUSIP: 00287YCY3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298917.00    | 0.01%             | 2035-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                            | CUSIP: 00287YCZ0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     70000 | PA      | $64821.40     | 0.00%             | 2042-10-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                            | CUSIP: 00287YDA4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189248.00    | 0.00%             | 2044-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                            | CUSIP: 00287YDB2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    161000 | PA      | $149557.73    | 0.00%             | 2045-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                            | CUSIP: 00287YDR7<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    400000 | PA      | $404496.00    | 0.01%             | 2027-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                            | CUSIP: 00287YDS5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    450000 | PA      | $462019.50    | 0.01%             | 2029-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                            | CUSIP: 00287YDT3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    350000 | PA      | $363636.00    | 0.01%             | 2031-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                            | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    525000 | PA      | $544566.75    | 0.01%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                            | CUSIP: 00287YDV8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150903.00    | 0.00%             | 2044-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                            | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    550000 | PA      | $548498.50    | 0.01%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                            | CUSIP: 00287YDX4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    275000 | PA      | $274554.50    | 0.00%             | 2064-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                            | CUSIP: 00287YDY2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    225000 | PA      | $228791.25    | 0.00%             | 2028-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                            | CUSIP: 00287YDZ9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    175000 | PA      | $180876.50    | 0.00%             | 2030-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                            | CUSIP: 00287YEA3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    175000 | PA      | $182742.00    | 0.00%             | 2035-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                            | CUSIP: 00287YEB1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153949.50    | 0.00%             | 2055-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                           | Chubb INA Holdings LLC                                                                | CUSIP: 00440EAQ0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     75000 | PA      | $65727.75     | 0.00%             | 2043-03-13      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                           | Chubb INA Holdings LLC                                                                | CUSIP: 00440EAW7<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    250000 | PA      | $221895.00    | 0.00%             | 2045-11-03      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                                                            | Accenture Capital Inc                                                                 | CUSIP: 00440KAA1<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200662.00    | 0.00%             | 2027-10-04      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                                                            | Accenture Capital Inc                                                                 | CUSIP: 00440KAB9<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200488.00    | 0.00%             | 2029-10-04      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                                                            | Accenture Capital Inc                                                                 | CUSIP: 00440KAC7<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200616.00    | 0.00%             | 2031-10-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                                                            | Accenture Capital Inc                                                                 | CUSIP: 00440KAD5<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297861.00    | 0.01%             | 2034-10-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ACUITY BRANDS LIGHTING                                                           | Acuity Brands Lighting Inc                                                            | CUSIP: 00510RAD5<br>LEI: 549300OTPVPFLUC38K21 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90643.00     | 0.00%             | 2030-12-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                                                        | Adobe Inc                                                                             | CUSIP: 00724PAC3<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196486.00    | 0.00%             | 2027-02-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                                                        | Adobe Inc                                                                             | CUSIP: 00724PAD1<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187666.00    | 0.00%             | 2030-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                                                        | Adobe Inc                                                                             | CUSIP: 00724PAE9<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101431.00    | 0.00%             | 2027-04-04      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                                                        | Adobe Inc                                                                             | CUSIP: 00724PAF6<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128618.75    | 0.00%             | 2029-04-04      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                                                        | Adobe Inc                                                                             | CUSIP: 00724PAG4<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155944.50    | 0.00%             | 2034-04-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                                                        | Adobe Inc                                                                             | CUSIP: 00724PAH2<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102114.00    | 0.00%             | 2028-01-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                                                        | Adobe Inc                                                                             | CUSIP: 00724PAJ8<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103663.00    | 0.00%             | 2030-01-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                                                        | Adobe Inc                                                                             | CUSIP: 00724PAK5<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106066.00    | 0.00%             | 2035-01-17      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ADVOCATE HEALTH CORP                                                             | Advocate Health & Hospitals Corp                                                      | CUSIP: 007589AA2<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49924.50     | 0.00%             | 2028-08-15      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| ADVOCATE HEALTH CORP                                                             | Advocate Health & Hospitals Corp                                                      | CUSIP: 007589AB0<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |    150000 | PA      | $128077.50    | 0.00%             | 2048-08-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| ADVOCATE HEALTH CORP                                                             | Advocate Health & Hospitals Corp                                                      | CUSIP: 007589AC8<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |    100000 | PA      | $73875.00     | 0.00%             | 2049-10-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                             | CUSIP: 00774MAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    250000 | PA      | $248110.00    | 0.00%             | 2027-07-21      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                             | CUSIP: 00774MAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $149209.50    | 0.00%             | 2028-01-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                             | CUSIP: 00774MAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $151188.00    | 0.00%             | 2027-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                             | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    600000 | PA      | $581112.00    | 0.01%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                             | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    700000 | PA      | $649173.00    | 0.01%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                             | CUSIP: 00774MAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    300000 | PA      | $272307.00    | 0.00%             | 2033-10-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                             | CUSIP: 00774MAZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    300000 | PA      | $247356.00    | 0.00%             | 2041-10-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                             | CUSIP: 00774MBC8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    200000 | PA      | $207382.00    | 0.00%             | 2028-06-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                             | CUSIP: 00774MBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $152968.50    | 0.00%             | 2027-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                             | CUSIP: 00774MBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $161269.50    | 0.00%             | 2030-09-30      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                             | CUSIP: 00774MBG9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    200000 | PA      | $205776.00    | 0.00%             | 2027-04-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                             | CUSIP: 00774MBH7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $154326.00    | 0.00%             | 2034-01-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                             | CUSIP: 00774MBJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $153808.50    | 0.00%             | 2029-01-19      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                             | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $157528.50    | 0.00%             | 2055-03-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                             | CUSIP: 00774MBL8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    200000 | PA      | $202500.00    | 0.00%             | 2029-09-10      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                             | CUSIP: 00774MBM6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    200000 | PA      | $199986.00    | 0.00%             | 2034-09-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                             | CUSIP: 00774MBN4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    100000 | PA      | $101689.00    | 0.00%             | 2028-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                             | CUSIP: 00774MBP9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    250000 | PA      | $259700.00    | 0.00%             | 2031-12-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AERCAP IRELAND CAP/GLOBA                                                              | CUSIP: 00774MBQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $154477.50    | 0.00%             | 2056-01-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                             | CUSIP: 00774MBS3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $149286.00    | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ADVENTHEALTH OBL GRP                                                             | AdventHealth Obligated Group                                                          | CUSIP: 00778XAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $48212.25     | 0.00%             | 2051-11-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ADVANCED MICRO DEVICES                                                           | Advanced Micro Devices Inc                                                            | CUSIP: 007903BF3<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98479.00     | 0.00%             | 2032-06-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| ADVANCED MICRO DEVICES                                                           | Advanced Micro Devices Inc                                                            | CUSIP: 007903BG1<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |     75000 | PA      | $64242.75     | 0.00%             | 2052-06-01      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| ADVANCED MICRO DEVICES                                                           | Advanced Micro Devices Inc                                                            | CUSIP: 007903BJ5<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101098.00    | 0.00%             | 2028-03-24      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| AEGON LTD                                                                        | Aegon Ltd                                                                             | CUSIP: 007924AJ2<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | DBT              | CORP              | BM        |    200000 | PA      | $202662.00    | 0.00%             | 2048-04-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ADVENT HEALTH SYSTEM                                                             | Adventist Health System/West                                                          | CUSIP: 007944AG6<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $70257.00     | 0.00%             | 2049-03-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ADVENTIST HEALTH SYS/W                                                           | Adventist Health System/West                                                          | CUSIP: 007944AH4<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77368.50     | 0.00%             | 2032-03-01      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| ADVENTIST HEALTH SYS/W                                                           | Adventist Health System/West                                                          | CUSIP: 007944AK7<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51965.50     | 0.00%             | 2034-12-01      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| ADVENTIST HEALTH SYS/W                                                           | Adventist Health System/West                                                          | CUSIP: 007944AN1<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80961.60     | 0.00%             | 2030-12-01      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| AETNA INC                                                                        | Aetna Inc                                                                             | CUSIP: 00817YAF5<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    100000 | PA      | $110584.00    | 0.00%             | 2036-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| AETNA INC                                                                        | Aetna Inc                                                                             | CUSIP: 00817YAG3<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    150000 | PA      | $167650.50    | 0.00%             | 2037-12-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AETNA INC                                                                        | Aetna Inc                                                                             | CUSIP: 00817YAJ7<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86890.00     | 0.00%             | 2042-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AETNA INC                                                                        | Aetna Inc                                                                             | CUSIP: 00817YAP3<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44135.50     | 0.00%             | 2044-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AETNA INC                                                                        | Aetna Inc                                                                             | CUSIP: 00817YAZ1<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |     75000 | PA      | $57171.75     | 0.00%             | 2047-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AFFILIATED MANAGERS GROU                                                         | Affiliated Managers Group Inc                                                         | CUSIP: 008252AP3<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47877.00     | 0.00%             | 2030-06-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AFFILIATED MANAGERS GROU                                                         | Affiliated Managers Group Inc                                                         | CUSIP: 008252AR9<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77133.00     | 0.00%             | 2034-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                                         | African Development Bank                                                              | CUSIP: 008281BF3<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |    200000 | PA      | $201492.00    | 0.00%             | N/A             | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                                         | African Development Bank                                                              | CUSIP: 00828EEP0<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $507475.00    | 0.01%             | 2027-11-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                                         | African Development Bank                                                              | CUSIP: 00828EER6<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |    250000 | PA      | $254500.00    | 0.00%             | 2028-03-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                                         | African Development Bank                                                              | CUSIP: 00828EEY1<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |    350000 | PA      | $353524.50    | 0.01%             | 2027-01-04      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                                         | African Development Bank                                                              | CUSIP: 00828EEZ8<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $502860.00    | 0.01%             | 2027-02-25      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                                         | African Development Bank                                                              | CUSIP: 00828EFD6<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |    400000 | PA      | $398520.00    | 0.01%             | 2029-09-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                                         | African Development Bank                                                              | CUSIP: 00828EFH7<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |    360000 | PA      | $362858.40    | 0.01%             | 2028-06-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                                         | African Development Bank                                                              | CUSIP: 00828EFJ3<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |    180000 | PA      | $186022.80    | 0.00%             | 2035-06-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                                                         | Agilent Technologies Inc                                                              | CUSIP: 00846UAL5<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95196.00     | 0.00%             | 2029-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                                                         | Agilent Technologies Inc                                                              | CUSIP: 00846UAM3<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91457.00     | 0.00%             | 2030-06-04      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                                                         | Agilent Technologies Inc                                                              | CUSIP: 00846UAN1<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90647.00     | 0.00%             | 2031-03-12      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                                                         | Agilent Technologies Inc                                                              | CUSIP: 00846UAQ4<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100327.00    | 0.00%             | 2027-09-09      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                                                         | Agilent Technologies Inc                                                              | CUSIP: 00846UAR2<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100465.00    | 0.00%             | 2034-09-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AGREE LP                                                                         | Agree LP                                                                              | CUSIP: 008513AA1<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              |  | US        |    100000 | PA      | $93855.00     | 0.00%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| AGREE LP                                                                         | Agree LP                                                                              | CUSIP: 008513AD5<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              |  | US        |    100000 | PA      | $101482.00    | 0.00%             | 2032-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AGREE LP                                                                         | Agree LP                                                                              | CUSIP: 008513AE3<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              |  | US        |    100000 | PA      | $105015.00    | 0.00%             | 2034-06-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| AGREE LP                                                                         | Agree LP                                                                              | CUSIP: 008513AF0<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              |  | US        |    100000 | PA      | $105336.00    | 0.00%             | 2035-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AHOLD FINANCE USA LLC                                                            | Ahold Finance USA LLC                                                                 | CUSIP: 008685AB5<br>LEI: 549300XB4647UBM7K822 | Long             | DBT              | CORP              | US        |     75000 | PA      | $81656.25     | 0.00%             | 2029-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | Air Lease Corp                                                                        | CUSIP: 00912XAV6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99135.00     | 0.00%             | 2027-04-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | Air Lease Corp                                                                        | CUSIP: 00912XAY0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148003.50    | 0.00%             | 2027-12-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | Air Lease Corp                                                                        | CUSIP: 00912XBF0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100581.00    | 0.00%             | 2028-10-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | Air Lease Corp                                                                        | CUSIP: 00914AAE2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95576.00     | 0.00%             | 2029-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | Air Lease Corp                                                                        | CUSIP: 00914AAG7<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93669.00     | 0.00%             | 2030-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | Air Lease Corp                                                                        | CUSIP: 00914AAK8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139356.00    | 0.00%             | 2030-12-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | Air Lease Corp                                                                        | CUSIP: 00914AAR3<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146620.50    | 0.00%             | 2027-01-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | Air Lease Corp                                                                        | CUSIP: 00914AAS1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    150000 | PA      | $134838.00    | 0.00%             | 2032-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | Air Lease Corp                                                                        | CUSIP: 00914AAT9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154453.50    | 0.00%             | 2027-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | Air Lease Corp                                                                        | CUSIP: 00914AAV4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152448.00    | 0.00%             | 2029-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | Air Lease Corp                                                                        | CUSIP: 00914AAX0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102074.00    | 0.00%             | 2031-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                                         | Air Products and Chemicals Inc                                                        | CUSIP: 009158AY2<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97286.00     | 0.00%             | 2027-05-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                                         | Air Products and Chemicals Inc                                                        | CUSIP: 009158AZ9<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    150000 | PA      | $114156.00    | 0.00%             | 2040-05-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                                         | Air Products and Chemicals Inc                                                        | CUSIP: 009158BA3<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    170000 | PA      | $111258.20    | 0.00%             | 2050-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                                         | Air Products and Chemicals Inc                                                        | CUSIP: 009158BC9<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    150000 | PA      | $138099.00    | 0.00%             | 2030-05-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                                         | Air Products and Chemicals Inc                                                        | CUSIP: 009158BF2<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102574.00    | 0.00%             | 2033-03-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                                         | Air Products and Chemicals Inc                                                        | CUSIP: 009158BH8<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    225000 | PA      | $229560.75    | 0.00%             | 2029-02-08      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                                         | Air Products and Chemicals Inc                                                        | CUSIP: 009158BJ4<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102884.00    | 0.00%             | 2031-02-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                                         | Air Products and Chemicals Inc                                                        | CUSIP: 009158BK1<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204598.00    | 0.00%             | 2034-02-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                                         | Air Products and Chemicals Inc                                                        | CUSIP: 009158BN5<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111178.10    | 0.00%             | 2028-06-11      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                                         | Air Products and Chemicals Inc                                                        | CUSIP: 009158BP0<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |     90000 | PA      | $93205.80     | 0.00%             | 2032-10-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT                                                            | Svensk Exportkredit AB                                                                | CUSIP: 01021NAA0<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |    200000 | PA      | $203624.00    | 0.00%             | 2029-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT                                                            | Svensk Exportkredit AB                                                                | CUSIP: 01021NAD4<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |    500000 | PA      | $501710.00    | 0.01%             | 2028-05-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT                                                            | Svensk Exportkredit AB                                                                | CUSIP: 01021NAE2<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |    200000 | PA      | $200716.00    | 0.00%             | 2027-08-04      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT                                                            | Svensk Exportkredit AB                                                                | CUSIP: 01021NAF9<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |    200000 | PA      | $200384.00    | 0.00%             | 2030-07-29      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                      | CUSIP: 010392FB9<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    100000 | PA      | $108952.00    | 0.00%             | 2039-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                      | CUSIP: 010392FJ2<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     75000 | PA      | $62682.00     | 0.00%             | 2042-12-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                      | CUSIP: 010392FL7<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85331.00     | 0.00%             | 2044-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                      | CUSIP: 010392FM5<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80001.00     | 0.00%             | 2045-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                      | CUSIP: 010392FR4<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77647.00     | 0.00%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                      | CUSIP: 010392FS2<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    150000 | PA      | $127834.50    | 0.00%             | 2048-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                      | CUSIP: 010392FT0<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    100000 | PA      | $72963.00     | 0.00%             | 2049-10-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                      | CUSIP: 010392FU7<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    150000 | PA      | $133114.50    | 0.00%             | 2030-09-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                      | CUSIP: 010392FV5<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    100000 | PA      | $67783.00     | 0.00%             | 2051-07-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                      | CUSIP: 010392FW3<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    150000 | PA      | $99369.00     | 0.00%             | 2052-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                      | CUSIP: 010392FX1<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139633.50    | 0.00%             | 2032-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                      | CUSIP: 010392FY9<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100000.00    | 0.00%             | 2027-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                      | CUSIP: 010392FZ6<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73275.00     | 0.00%             | 2032-09-01      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                      | CUSIP: 010392GB8<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     75000 | PA      | $81066.75     | 0.00%             | 2033-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                      | CUSIP: 010392GC6<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102856.00    | 0.00%             | 2035-04-02      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                      | CUSIP: 010392GE2<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90408.60     | 0.00%             | 2031-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ALBEMARLE CORP                                                                   | Albemarle Corp                                                                        | CUSIP: 012653AD3<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100323.00    | 0.00%             | 2027-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ALBEMARLE CORP                                                                   | Albemarle Corp                                                                        | CUSIP: 012653AE1<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100493.00    | 0.00%             | 2032-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ALBEMARLE CORP                                                                   | Albemarle Corp                                                                        | CUSIP: 012653AF8<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90855.00     | 0.00%             | 2052-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ALBEMARLE CORP                                                                   | Albemarle Corp                                                                        | CUSIP: 012725AD9<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46099.50     | 0.00%             | 2044-12-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                      | Ovintiv Inc                                                                           | CUSIP: 012873AK1<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    200000 | PA      | $223924.00    | 0.00%             | 2031-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                                              | Province of Alberta Canada                                                            | CUSIP: 013051EA1<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    200000 | PA      | $198500.00    | 0.00%             | 2028-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                                              | Province of Alberta Canada                                                            | CUSIP: 013051EM5<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    450000 | PA      | $403506.00    | 0.01%             | 2030-07-22      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                                              | Province of Alberta Canada                                                            | CUSIP: 013051ET0<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    200000 | PA      | $204552.00    | 0.00%             | 2034-01-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                                              | Province of Alberta Canada                                                            | CUSIP: 013051EV5<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    250000 | PA      | $256737.50    | 0.00%             | 2029-06-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                                              | Province of Alberta Canada                                                            | CUSIP: 013051EY9<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    300000 | PA      | $299670.00    | 0.01%             | 2035-11-02      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| RIO TINTO ALCAN INC                                                              | Rio Tinto Alcan Inc                                                                   | CUSIP: 013716AQ8<br>LEI: 2138007ZSQ7B17SKOX77 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $114735.00    | 0.00%             | 2031-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| RIO TINTO ALCAN INC                                                              | Rio Tinto Alcan Inc                                                                   | CUSIP: 013716AU9<br>LEI: 2138007ZSQ7B17SKOX77 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $165520.50    | 0.00%             | 2033-12-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| RIO TINTO ALCAN INC                                                              | Rio Tinto Alcan Inc                                                                   | CUSIP: 013716AW5<br>LEI: 2138007ZSQ7B17SKOX77 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $80681.25     | 0.00%             | 2035-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                                             | Howmet Aerospace Inc                                                                  | CUSIP: 013817AJ0<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102434.00    | 0.00%             | 2027-02-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                                             | Howmet Aerospace Inc                                                                  | CUSIP: 013817AK7<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    100000 | PA      | $109472.00    | 0.00%             | 2037-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                                   | CUSIP: 015271AG4<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |     50000 | PA      | $50172.50     | 0.00%             | 2029-07-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                                   | CUSIP: 015271AK5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    100000 | PA      | $99505.00     | 0.00%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                                   | CUSIP: 015271AN9<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    100000 | PA      | $101083.00    | 0.00%             | 2030-07-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                                   | CUSIP: 015271AQ2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |     50000 | PA      | $42963.50     | 0.00%             | 2049-04-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                                   | CUSIP: 015271AR0<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    150000 | PA      | $140803.50    | 0.00%             | 2031-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                                   | CUSIP: 015271AS8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    150000 | PA      | $112438.50    | 0.00%             | 2050-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                                   | CUSIP: 015271AT6<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    100000 | PA      | $94137.00     | 0.00%             | 2029-12-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                                   | CUSIP: 015271AU3<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    150000 | PA      | $152664.00    | 0.00%             | 2030-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                                   | CUSIP: 015271AV1<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    150000 | PA      | $123432.00    | 0.00%             | 2033-02-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                                   | CUSIP: 015271AW9<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    175000 | PA      | $148457.75    | 0.00%             | 2032-05-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                                   | CUSIP: 015271AX7<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    150000 | PA      | $92505.00     | 0.00%             | 2051-05-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                                   | CUSIP: 015271AY5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    150000 | PA      | $129472.50    | 0.00%             | 2034-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                                   | CUSIP: 015271AZ2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    175000 | PA      | $119229.25    | 0.00%             | 2052-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                                   | CUSIP: 015271BA6<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    100000 | PA      | $97111.00     | 0.00%             | 2035-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                                   | CUSIP: 015271BB4<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    100000 | PA      | $88578.00     | 0.00%             | 2053-04-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                                   | CUSIP: 015271BC2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |     75000 | PA      | $74717.25     | 0.00%             | 2036-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                                   | CUSIP: 015271BD0<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    100000 | PA      | $94194.00     | 0.00%             | 2054-05-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                                   | CUSIP: 015271BE8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    100000 | PA      | $102161.00    | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                                            | Alibaba Group Holding Ltd                                                             | CUSIP: 01609WAR3<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $199322.00    | 0.00%             | 2034-11-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                                            | Alibaba Group Holding Ltd                                                             | CUSIP: 01609WAT9<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    300000 | PA      | $297204.00    | 0.01%             | 2027-12-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                                            | Alibaba Group Holding Ltd                                                             | CUSIP: 01609WAU6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $185794.00    | 0.00%             | 2037-12-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                                            | Alibaba Group Holding Ltd                                                             | CUSIP: 01609WAV4<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $171284.00    | 0.00%             | 2047-12-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                                            | Alibaba Group Holding Ltd                                                             | CUSIP: 01609WAW2<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $171406.00    | 0.00%             | 2057-12-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                                            | Alibaba Group Holding Ltd                                                             | CUSIP: 01609WAX0<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $182454.00    | 0.00%             | 2031-02-09      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                                            | Alibaba Group Holding Ltd                                                             | CUSIP: 01609WAY8<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $148976.00    | 0.00%             | 2041-02-09      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                                            | Alibaba Group Holding Ltd                                                             | CUSIP: 01609WAZ5<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    300000 | PA      | $210177.00    | 0.00%             | 2051-02-09      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                                            | Alibaba Group Holding Ltd                                                             | CUSIP: 01609WBA9<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $133958.00    | 0.00%             | 2061-02-09      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                                            | Alibaba Group Holding Ltd                                                             | CUSIP: 01609WBM3<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    250000 | PA      | $258827.50    | 0.00%             | 2030-05-26      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                                            | Alibaba Group Holding Ltd                                                             | CUSIP: 01609WBP6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    250000 | PA      | $261500.00    | 0.00%             | 2035-05-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                                            | Alibaba Group Holding Ltd                                                             | CUSIP: 01609WBQ4<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $207960.00    | 0.00%             | 2054-11-26      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ALLEGHANY CORP                                                                   | Alleghany Corp                                                                        | CUSIP: 017175AD2<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93153.00     | 0.00%             | 2044-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ALLEGHANY CORP                                                                   | Alleghany Corp                                                                        | CUSIP: 017175AE0<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98060.00     | 0.00%             | 2030-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ALLEGHANY CORP                                                                   | Alleghany Corp                                                                        | CUSIP: 017175AF7<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |    100000 | PA      | $69206.00     | 0.00%             | 2051-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ALLEGION US HOLDING CO                                                           | Allegion US Holding Co Inc                                                            | CUSIP: 01748NAE4<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74274.75     | 0.00%             | 2027-10-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ALLEGION US HOLDING CO                                                           | Allegion US Holding Co Inc                                                            | CUSIP: 01748NAF1<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |     75000 | PA      | $79053.00     | 0.00%             | 2034-05-29      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ALLEGION PLC                                                                     | Allegion plc                                                                          | CUSIP: 01748TAB7<br>LEI: 984500560CAC2E6FB757 | Long             | DBT              | CORP              | IE        |    100000 | PA      | $97221.00     | 0.00%             | 2029-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALLEGION US HOLDING CO                                                           | Allegion US Holding Co Inc                                                            | CUSIP: 01748TAC5<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104788.00    | 0.00%             | 2032-07-01      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY CORP                                                              | Alliant Energy Corp                                                                   | CUSIP: 018802AF5<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129598.30    | 0.00%             | 2056-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALLINA HEALTH SYSTEM                                                             | Allina Health System                                                                  | CUSIP: 01959LAC6<br>LEI: 5493001V00JCD7SQ0G44 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79416.00     | 0.00%             | 2049-04-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                                 | CUSIP: 01F0306C7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6000000 | PA      | $5330001.00   | 0.09%             | 2055-12-11      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                                 | CUSIP: 01F0326C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  12500000 | PA      | $11565706.25  | 0.21%             | 2055-12-11      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                                 | CUSIP: 01F0406C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  16000000 | PA      | $15245560.00  | 0.27%             | 2055-12-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                                 | CUSIP: 01F0426C2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  16000000 | PA      | $15664360.00  | 0.28%             | 2055-12-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                                 | CUSIP: 01F0506C5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3000000 | PA      | $2993923.50   | 0.05%             | 2055-12-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                                 | CUSIP: 01F0526C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9000000 | PA      | $9113895.00   | 0.16%             | 2054-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                    | Allstate Corp/The                                                                     | CUSIP: 020002AQ4<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104676.00    | 0.00%             | 2033-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                    | Allstate Corp/The                                                                     | CUSIP: 020002AS0<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |     75000 | PA      | $79110.00     | 0.00%             | 2035-05-09      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                    | Allstate Corp/The                                                                     | CUSIP: 020002AT8<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |     75000 | PA      | $80837.25     | 0.00%             | 2036-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                    | Allstate Corp/The                                                                     | CUSIP: 020002AU5<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105281.00    | 0.00%             | 2057-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                    | Allstate Corp/The                                                                     | CUSIP: 020002BA8<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    125000 | PA      | $111532.50    | 0.00%             | 2043-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                    | Allstate Corp/The                                                                     | CUSIP: 020002BC4<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83904.00     | 0.00%             | 2046-12-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                    | Allstate Corp/The                                                                     | CUSIP: 020002BD2<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74533.50     | 0.00%             | 2026-12-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                    | Allstate Corp/The                                                                     | CUSIP: 020002BG5<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77726.00     | 0.00%             | 2049-08-10      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                    | Allstate Corp/The                                                                     | CUSIP: 020002BJ9<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |     75000 | PA      | $65565.75     | 0.00%             | 2030-12-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                    | Allstate Corp/The                                                                     | CUSIP: 020002BK6<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156546.00    | 0.00%             | 2033-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                    | Allstate Corp/The                                                                     | CUSIP: 020002BL4<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103405.00    | 0.00%             | 2029-06-24      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | Ally Financial Inc                                                                    | CUSIP: 02005NBP4<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94024.00     | 0.00%             | 2028-11-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | Ally Financial Inc                                                                    | CUSIP: 02005NBQ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150921.00    | 0.00%             | 2027-06-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | Ally Financial Inc                                                                    | CUSIP: 02005NBR0<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    150000 | PA      | $157239.00    | 0.00%             | 2027-11-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | Ally Financial Inc                                                                    | CUSIP: 02005NBT6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    150000 | PA      | $158010.00    | 0.00%             | 2029-06-13      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | Ally Financial Inc                                                                    | CUSIP: 02005NBU3<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    150000 | PA      | $158686.50    | 0.00%             | 2030-01-03      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | Ally Financial Inc                                                                    | CUSIP: 02005NBV1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155497.50    | 0.00%             | 2035-07-26      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | Ally Financial Inc                                                                    | CUSIP: 02005NBW9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153211.50    | 0.00%             | 2031-01-17      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | Ally Financial Inc                                                                    | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102290.00    | 0.00%             | 2029-05-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | Ally Financial Inc                                                                    | CUSIP: 02005NCA6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100789.00    | 0.00%             | 2033-07-31      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                          | CUSIP: 02079KAD9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    450000 | PA      | $397602.00    | 0.01%             | 2030-08-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                          | CUSIP: 02079KAE7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    250000 | PA      | $173517.50    | 0.00%             | 2040-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                          | CUSIP: 02079KAF4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    450000 | PA      | $255222.00    | 0.00%             | 2050-08-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                          | CUSIP: 02079KAG2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    375000 | PA      | $200512.50    | 0.00%             | 2060-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                          | CUSIP: 02079KAJ6<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143253.00    | 0.00%             | 2027-08-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                          | CUSIP: 02079KAK3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150982.50    | 0.00%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                          | CUSIP: 02079KAL1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252100.00    | 0.00%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                          | CUSIP: 02079KAM9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248662.50    | 0.00%             | 2055-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                          | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246137.50    | 0.00%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                      | CUSIP: 02209SAM5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    150000 | PA      | $127372.50    | 0.00%             | 2042-08-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                      | CUSIP: 02209SAQ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86808.00     | 0.00%             | 2043-05-02      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                      | CUSIP: 02209SAR4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    295000 | PA      | $289651.65    | 0.01%             | 2044-01-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                      | CUSIP: 02209SAV5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    275000 | PA      | $210166.00    | 0.00%             | 2046-09-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                      | CUSIP: 02209SBD4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305322.00    | 0.01%             | 2029-02-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                      | CUSIP: 02209SBE2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    375000 | PA      | $390510.00    | 0.01%             | 2039-02-14      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                      | CUSIP: 02209SBF9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    500000 | PA      | $510425.00    | 0.01%             | 2049-02-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                      | CUSIP: 02209SBJ1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144724.50    | 0.00%             | 2030-05-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                      | CUSIP: 02209SBK8<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81357.00     | 0.00%             | 2050-05-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                      | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    300000 | PA      | $265896.00    | 0.00%             | 2032-02-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                      | CUSIP: 02209SBM4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    275000 | PA      | $214379.00    | 0.00%             | 2041-02-04      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                      | CUSIP: 02209SBN2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    225000 | PA      | $162000.00    | 0.00%             | 2051-02-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                      | CUSIP: 02209SBP7<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    200000 | PA      | $147152.00    | 0.00%             | 2061-02-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                      | CUSIP: 02209SBQ5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105837.00    | 0.00%             | 2028-11-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                      | CUSIP: 02209SBR3<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    100000 | PA      | $113652.00    | 0.00%             | 2033-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                      | CUSIP: 02209SBS1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96656.80     | 0.00%             | 2028-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                      | CUSIP: 02209SBT9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     95000 | PA      | $99131.55     | 0.00%             | 2035-02-06      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                      | CUSIP: 02209SBU6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100870.00    | 0.00%             | 2030-08-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                      | CUSIP: 02209SBV4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101861.00    | 0.00%             | 2035-08-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                                             | Howmet Aerospace Inc                                                                  | CUSIP: 022249AU0<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105684.00    | 0.00%             | 2028-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                        | CUSIP: 023135AP1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    225000 | PA      | $233583.75    | 0.00%             | 2034-12-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                        | CUSIP: 023135AQ9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    180000 | PA      | $177078.60    | 0.00%             | 2044-12-05      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                        | CUSIP: 023135BC9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    675000 | PA      | $669384.00    | 0.01%             | 2027-08-22      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                        | CUSIP: 023135BF2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    500000 | PA      | $465025.00    | 0.01%             | 2037-08-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                        | CUSIP: 023135BJ4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    650000 | PA      | $547852.50    | 0.01%             | 2047-08-22      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                        | CUSIP: 023135BM7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    400000 | PA      | $331556.00    | 0.01%             | 2057-08-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                        | CUSIP: 023135BR6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192824.00    | 0.00%             | 2027-06-03      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                        | CUSIP: 023135BS4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    350000 | PA      | $315997.50    | 0.01%             | 2030-06-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                        | CUSIP: 023135BT2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    475000 | PA      | $292756.75    | 0.01%             | 2050-06-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                        | CUSIP: 023135BU9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    375000 | PA      | $218771.25    | 0.00%             | 2060-06-03      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                        | CUSIP: 023135BY1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    400000 | PA      | $381008.00    | 0.01%             | 2028-05-12      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                        | CUSIP: 023135BZ8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    525000 | PA      | $475340.25    | 0.01%             | 2031-05-12      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                        | CUSIP: 023135CA2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    425000 | PA      | $328478.25    | 0.01%             | 2041-05-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                        | CUSIP: 023135CB0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    650000 | PA      | $449234.50    | 0.01%             | 2051-05-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                        | CUSIP: 023135CC8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    275000 | PA      | $182333.25    | 0.00%             | 2061-05-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                        | CUSIP: 023135CF1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    350000 | PA      | $348148.50    | 0.01%             | 2027-04-13      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                        | CUSIP: 023135CG9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247312.50    | 0.00%             | 2029-04-13      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                        | CUSIP: 023135CH7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    450000 | PA      | $438106.50    | 0.01%             | 2032-04-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                        | CUSIP: 023135CJ3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    450000 | PA      | $362196.00    | 0.01%             | 2052-04-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                        | CUSIP: 023135CK0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    225000 | PA      | $178413.75    | 0.00%             | 2062-04-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                        | CUSIP: 023135CP9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    350000 | PA      | $355547.50    | 0.01%             | 2027-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                        | CUSIP: 023135CQ7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    300000 | PA      | $308382.00    | 0.01%             | 2029-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                        | CUSIP: 023135CR5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    400000 | PA      | $412572.00    | 0.01%             | 2032-12-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AMDOCS LTD                                                                       | Amdocs Ltd                                                                            | CUSIP: 02342TAE9<br>LEI: 549300HQV672RJ7RQV66 | Long             | DBT              | CORP              | GG        |    150000 | PA      | $137856.00    | 0.00%             | 2030-06-15      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| AMCOR FINANCE USA INC                                                            | Amcor Finance USA Inc                                                                 | CUSIP: 02343UAH8<br>LEI: 549300ZMT7FVT8R77U18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100607.00    | 0.00%             | 2028-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMCOR FINANCE USA INC                                                            | Amcor Finance USA Inc                                                                 | CUSIP: 02343UAJ4<br>LEI: 549300ZMT7FVT8R77U18 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78750.75     | 0.00%             | 2033-05-26      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                                                         | Amcor Flexibles North America Inc                                                     | CUSIP: 02344AAA6<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    150000 | PA      | $137278.50    | 0.00%             | 2031-05-25      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                                                         | Amcor Flexibles North America Inc                                                     | CUSIP: 02344AAF5<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152184.00    | 0.00%             | 2028-03-17      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                                                         | Amcor Flexibles North America Inc                                                     | CUSIP: 02344AAG3<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    120000 | PA      | $123262.80    | 0.00%             | 2030-03-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                                                         | Amcor Flexibles North America Inc                                                     | CUSIP: 02344AAH1<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207536.00    | 0.00%             | 2035-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                                        | Hess Corp                                                                             | CUSIP: 023551AF1<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    100000 | PA      | $113767.00    | 0.00%             | 2029-10-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                                        | Hess Corp                                                                             | CUSIP: 023551AJ3<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    100000 | PA      | $115820.00    | 0.00%             | 2031-08-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                                        | Hess Corp                                                                             | CUSIP: 023551AM6<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    100000 | PA      | $116857.00    | 0.00%             | 2033-03-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                                                      | Ameren Corp                                                                           | CUSIP: 023608AJ1<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192550.00    | 0.00%             | 2031-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                                                      | Ameren Corp                                                                           | CUSIP: 023608AK8<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47461.50     | 0.00%             | 2028-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                                                      | Ameren Corp                                                                           | CUSIP: 023608AL6<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146055.00    | 0.00%             | 2027-03-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                                                      | Ameren Corp                                                                           | CUSIP: 023608AQ5<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102502.00    | 0.00%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                                                      | Ameren Corp                                                                           | CUSIP: 023608AR3<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154693.50    | 0.00%             | 2035-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                                               | Ameren Illinois Co                                                                    | CUSIP: 02361DAQ3<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    150000 | PA      | $126973.50    | 0.00%             | 2046-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                                               | Ameren Illinois Co                                                                    | CUSIP: 02361DAR1<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77962.00     | 0.00%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                                               | Ameren Illinois Co                                                                    | CUSIP: 02361DAS9<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74874.75     | 0.00%             | 2028-05-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                                               | Ameren Illinois Co                                                                    | CUSIP: 02361DAT7<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86744.00     | 0.00%             | 2049-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                                               | Ameren Illinois Co                                                                    | CUSIP: 02361DAU4<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     75000 | PA      | $52857.75     | 0.00%             | 2050-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                                               | Ameren Illinois Co                                                                    | CUSIP: 02361DAX8<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    100000 | PA      | $65131.00     | 0.00%             | 2051-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                                               | Ameren Illinois Co                                                                    | CUSIP: 02361DAY6<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96605.00     | 0.00%             | 2032-09-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                                               | Ameren Illinois Co                                                                    | CUSIP: 02361DAZ3<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52831.50     | 0.00%             | 2052-12-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                                               | Ameren Illinois Co                                                                    | CUSIP: 02361DBA7<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102931.00    | 0.00%             | 2033-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                                               | Ameren Illinois Co                                                                    | CUSIP: 02361DBB5<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100979.00    | 0.00%             | 2054-07-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                                               | Ameren Illinois Co                                                                    | CUSIP: 02361DBC3<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127676.25    | 0.00%             | 2055-03-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                          | America Movil SAB de CV                                                               | CUSIP: 02364WAJ4<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $222258.00    | 0.00%             | 2035-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                          | America Movil SAB de CV                                                               | CUSIP: 02364WAW5<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    430000 | PA      | $464713.90    | 0.01%             | 2040-03-30      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                          | America Movil SAB de CV                                                               | CUSIP: 02364WBE4<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $176570.00    | 0.00%             | 2042-07-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                          | America Movil SAB de CV                                                               | CUSIP: 02364WBG9<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $171246.00    | 0.00%             | 2049-04-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                          | America Movil SAB de CV                                                               | CUSIP: 02364WBH7<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $196434.00    | 0.00%             | 2029-04-22      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                          | America Movil SAB de CV                                                               | CUSIP: 02364WBJ3<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $188970.00    | 0.00%             | 2030-05-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                          | America Movil SAB de CV                                                               | CUSIP: 02364WBK0<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $202304.00    | 0.00%             | 2032-07-21      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                          | America Movil SAB de CV                                                               | CUSIP: 02364WBM6<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $204652.00    | 0.00%             | 2033-01-20      | Fixed         | 5.00%                 | 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        |     88688 | PA      | $86993.57     | 0.00%             | 2029-02-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-2 AA PTT                                                         | American Airlines 2016-2 Class AA Pass Through Trust                                  | CUSIP: 023765AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    118365 | PA      | $115214.12    | 0.00%             | 2028-06-15      | Fixed         | 3.20%                 | 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        |    114387 | PA      | $112640.29    | 0.00%             | 2028-01-15      | Fixed         | 3.58%                 | 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        |    109983 | PA      | $108302.38    | 0.00%             | 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        |     84188 | PA      | $79189.87     | 0.00%             | 2032-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 25-1A PTT                                                           | American Airlines 2025-1 Class A Pass Through Trust                                   | CUSIP: 02377NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $150034.50    | 0.00%             | 2038-05-11      | Fixed         | 4.90%                 | 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        |    125870 | PA      | $115377.08    | 0.00%             | 2034-07-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN ASSETS TRUST LP                                                         | American Assets Trust LP                                                              | CUSIP: 02401LAA2<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              |  | US        |     75000 | PA      | $68750.25     | 0.00%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN ASSETS TRUST LP                                                         | American Assets Trust LP                                                              | CUSIP: 02401LAB0<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              |  | US        |    100000 | PA      | $102358.00    | 0.00%             | 2034-10-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                          | American Electric Power Co Inc                                                        | CUSIP: 025537AJ0<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147867.00    | 0.00%             | 2027-11-13      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                          | American Electric Power Co Inc                                                        | CUSIP: 025537AM3<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100670.00    | 0.00%             | 2028-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                          | American Electric Power Co Inc                                                        | CUSIP: 025537AN1<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92515.00     | 0.00%             | 2030-03-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                          | American Electric Power Co Inc                                                        | CUSIP: 025537AP6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     75000 | PA      | $50564.25     | 0.00%             | 2050-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                          | American Electric Power Co Inc                                                        | CUSIP: 025537AU5<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146256.00    | 0.00%             | 2062-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                          | American Electric Power Co Inc                                                        | CUSIP: 025537AV3<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51549.00     | 0.00%             | 2027-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                          | American Electric Power Co Inc                                                        | CUSIP: 025537AW1<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    100000 | PA      | $108134.00    | 0.00%             | 2032-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                          | American Electric Power Co Inc                                                        | CUSIP: 025537AX9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    150000 | PA      | $158679.00    | 0.00%             | 2033-03-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                          | American Electric Power Co Inc                                                        | CUSIP: 025537AY7<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155127.00    | 0.00%             | 2029-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                          | American Electric Power Co Inc                                                        | CUSIP: 025537AZ4<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78819.75     | 0.00%             | 2054-12-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                          | American Electric Power Co Inc                                                        | CUSIP: 025537BA8<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    100000 | PA      | $108053.00    | 0.00%             | 2054-12-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                          | American Electric Power Co Inc                                                        | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    190000 | PA      | $188761.20    | 0.00%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                          | American Electric Power Co Inc                                                        | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    160000 | PA      | $159942.40    | 0.00%             | 2056-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP                                                          | American National Group Inc                                                           | CUSIP: 025676AM9<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90639.90     | 0.00%             | 2027-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP                                                          | American National Group Inc                                                           | CUSIP: 025676AN7<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103588.00    | 0.00%             | 2029-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP                                                          | American National Group Inc                                                           | CUSIP: 025676AQ0<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101391.00    | 0.00%             | 2035-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                                   | CUSIP: 025816BF5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    200000 | PA      | $173772.00    | 0.00%             | 2042-12-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                                   | CUSIP: 025816CM9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244970.00    | 0.00%             | 2026-11-04      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                                   | CUSIP: 025816CP2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297861.00    | 0.01%             | 2027-05-03      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                                   | CUSIP: 025816CS6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    350000 | PA      | $344407.00    | 0.01%             | 2027-03-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                                   | CUSIP: 025816CW7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150969.00    | 0.00%             | 2029-05-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                                   | CUSIP: 025816CX5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102382.00    | 0.00%             | 2033-05-26      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                                   | CUSIP: 025816DA4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249525.00    | 0.00%             | 2033-08-03      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                                   | CUSIP: 025816DB2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    250000 | PA      | $259012.50    | 0.00%             | 2027-11-05      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                                   | CUSIP: 025816DF3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206638.00    | 0.00%             | 2034-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                                   | CUSIP: 025816DH9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258152.50    | 0.00%             | 2029-07-27      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                                   | CUSIP: 025816DK2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105186.00    | 0.00%             | 2034-07-28      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                                   | CUSIP: 025816DN6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    250000 | PA      | $274382.50    | 0.00%             | 2031-10-30      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                                   | CUSIP: 025816DP1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    350000 | PA      | $354609.50    | 0.01%             | 2028-02-16      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                                   | CUSIP: 025816DR7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107292.00    | 0.00%             | 2035-04-25      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                                   | CUSIP: 025816DU0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    250000 | PA      | $261702.50    | 0.00%             | 2030-04-25      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                                   | CUSIP: 025816DV8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203442.00    | 0.00%             | 2028-07-26      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                                   | CUSIP: 025816DW6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    300000 | PA      | $311535.00    | 0.01%             | 2035-07-26      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                                   | CUSIP: 025816DY2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258587.50    | 0.00%             | 2031-01-30      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                                   | CUSIP: 025816DZ9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    250000 | PA      | $261592.50    | 0.00%             | 2036-01-30      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                                   | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254197.50    | 0.00%             | 2029-04-25      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                                   | CUSIP: 025816EF2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258302.50    | 0.00%             | 2031-04-25      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                                   | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    250000 | PA      | $265612.50    | 0.00%             | 2036-04-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                                   | CUSIP: 025816EJ4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    270000 | PA      | $272365.20    | 0.00%             | 2029-07-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                                   | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    310000 | PA      | $317734.50    | 0.01%             | 2033-07-20      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                                   | CUSIP: 025816EM7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    350000 | PA      | $348712.00    | 0.01%             | 2036-10-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CREDIT                                                          | American Express Credit Corp                                                          | CUSIP: 0258M0EL9<br>LEI: 9ET6B8VCXWW51H8Z3M54 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99370.00     | 0.00%             | 2027-05-03      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN FINANCIAL GROUP                                                         | American Financial Group Inc/OH                                                       | CUSIP: 025932AL8<br>LEI: 549300AFOM7IVKIU1G39 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85148.00     | 0.00%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN FINANCIAL GROUP                                                         | American Financial Group Inc/OH                                                       | CUSIP: 025932AP9<br>LEI: 549300AFOM7IVKIU1G39 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78714.00     | 0.00%             | 2030-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN FINANCIAL GROUP                                                         | American Financial Group Inc/OH                                                       | CUSIP: 025932AQ7<br>LEI: 549300AFOM7IVKIU1G39 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58978.80     | 0.00%             | 2035-09-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                           | CUSIP: 02665WCE9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99013.00     | 0.00%             | 2028-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                           | CUSIP: 02665WDJ7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49094.50     | 0.00%             | 2027-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                           | CUSIP: 02665WDW8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    250000 | PA      | $238942.50    | 0.00%             | 2028-03-24      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                           | CUSIP: 02665WED9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101375.00    | 0.00%             | 2028-01-12      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                           | CUSIP: 02665WEH0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202834.00    | 0.00%             | 2030-04-17      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                           | CUSIP: 02665WEM9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205286.00    | 0.00%             | 2028-07-07      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                           | CUSIP: 02665WER8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106574.00    | 0.00%             | 2030-10-04      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                           | CUSIP: 02665WEV9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156684.00    | 0.00%             | 2028-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                           | CUSIP: 02665WEZ0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151509.00    | 0.00%             | 2034-01-10      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                           | CUSIP: 02665WFD8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151605.00    | 0.00%             | 2027-03-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                           | CUSIP: 02665WFE6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153724.50    | 0.00%             | 2029-03-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                           | CUSIP: 02665WFK2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152106.00    | 0.00%             | 2027-07-09      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                           | CUSIP: 02665WFL0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154542.00    | 0.00%             | 2031-07-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                           | CUSIP: 02665WFQ9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151587.00    | 0.00%             | 2029-09-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                           | CUSIP: 02665WFT3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151315.50    | 0.00%             | 2027-10-22      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                           | CUSIP: 02665WFU0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127778.75    | 0.00%             | 2031-10-23      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                           | CUSIP: 02665WFX4<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126473.75    | 0.00%             | 2028-03-03      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                           | CUSIP: 02665WGD7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    160000 | PA      | $161470.40    | 0.00%             | 2027-07-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                           | CUSIP: 02665WGF2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    140000 | PA      | $144383.40    | 0.00%             | 2032-07-09      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                           | CUSIP: 02665WGK1<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120610.80    | 0.00%             | 2028-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                           | CUSIP: 02665WGL9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120724.80    | 0.00%             | 2030-09-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                                            | American Homes 4 Rent LP                                                              | CUSIP: 02666TAA5<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |    100000 | PA      | $100263.00    | 0.00%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                                            | American Homes 4 Rent LP                                                              | CUSIP: 02666TAB3<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |    100000 | PA      | $101959.00    | 0.00%             | 2029-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                                            | American Homes 4 Rent LP                                                              | CUSIP: 02666TAC1<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |    100000 | PA      | $89486.00     | 0.00%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                                            | American Homes 4 Rent LP                                                              | CUSIP: 02666TAD9<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |     75000 | PA      | $51490.50     | 0.00%             | 2051-07-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                                            | American Homes 4 Rent LP                                                              | CUSIP: 02666TAE7<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |    150000 | PA      | $141696.00    | 0.00%             | 2032-04-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                                            | American Homes 4 Rent LP                                                              | CUSIP: 02666TAF4<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |     50000 | PA      | $40292.00     | 0.00%             | 2052-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                                            | American Homes 4 Rent LP                                                              | CUSIP: 02666TAG2<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |    100000 | PA      | $103698.00    | 0.00%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                                            | American Homes 4 Rent LP                                                              | CUSIP: 02666TAJ6<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |     75000 | PA      | $76513.50     | 0.00%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                                            | American Homes 4 Rent LP                                                              | CUSIP: 02666TAK3<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |    100000 | PA      | $102199.00    | 0.00%             | 2030-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                                                              | American International Group Inc                                                      | CUSIP: 026874DA2<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    145000 | PA      | $129348.70    | 0.00%             | 2044-07-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                                                              | American International Group Inc                                                      | CUSIP: 026874DC8<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     78000 | PA      | $73533.72     | 0.00%             | 2035-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL                                                           | American International Group Inc                                                      | CUSIP: 026874DL8<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $179966.00    | 0.00%             | 2048-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                                                              | American International Group Inc                                                      | CUSIP: 026874DP9<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $169332.00    | 0.00%             | 2050-06-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                                                              | American International Group Inc                                                      | CUSIP: 026874DR5<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144741.00    | 0.00%             | 2030-06-30      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL                                                           | American International Group Inc                                                      | CUSIP: 026874DS3<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155139.00    | 0.00%             | 2033-03-27      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL                                                           | American International Group Inc                                                      | CUSIP: 026874DW4<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102538.00    | 0.00%             | 2030-05-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL                                                           | American International Group Inc                                                      | CUSIP: 026874DX2<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104834.00    | 0.00%             | 2035-05-07      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| American Municipal Power Inc                                                     | American Municipal Power, Inc.                                                        | CUSIP: 02765UEK6<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |    250000 | PA      | $321571.75    | 0.01%             | 2050-02-15      | Fixed         | 8.08%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                                   | CUSIP: 03027XAM2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    130000 | PA      | $128653.20    | 0.00%             | 2027-01-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                                   | CUSIP: 03027XAP5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    175000 | PA      | $173547.50    | 0.00%             | 2027-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                                   | CUSIP: 03027XAR1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    100000 | PA      | $99013.00     | 0.00%             | 2028-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                                   | CUSIP: 03027XAU4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    100000 | PA      | $99207.00     | 0.00%             | 2029-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                                   | CUSIP: 03027XAW0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    350000 | PA      | $344900.50    | 0.01%             | 2029-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                                   | CUSIP: 03027XAX8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    150000 | PA      | $147873.00    | 0.00%             | 2027-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                                   | CUSIP: 03027XAY6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    100000 | PA      | $75054.00     | 0.00%             | 2049-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                                   | CUSIP: 03027XBA7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    150000 | PA      | $142084.50    | 0.00%             | 2030-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                                   | CUSIP: 03027XBC3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    100000 | PA      | $90925.00     | 0.00%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                                   | CUSIP: 03027XBD1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    200000 | PA      | $134516.00    | 0.00%             | 2050-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                                   | CUSIP: 03027XBG4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    150000 | PA      | $133894.50    | 0.00%             | 2030-10-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                                   | CUSIP: 03027XBJ8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    100000 | PA      | $94677.00     | 0.00%             | 2028-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                                   | CUSIP: 03027XBK5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    150000 | PA      | $97276.50     | 0.00%             | 2051-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                                   | CUSIP: 03027XBM1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    100000 | PA      | $91836.00     | 0.00%             | 2031-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                                   | CUSIP: 03027XBS8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    100000 | PA      | $89204.00     | 0.00%             | 2031-09-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                                   | CUSIP: 03027XBV1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    150000 | PA      | $149082.00    | 0.00%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                                   | CUSIP: 03027XBW9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    150000 | PA      | $146296.50    | 0.00%             | 2032-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                                   | CUSIP: 03027XBY5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    100000 | PA      | $102941.00    | 0.00%             | 2028-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                                   | CUSIP: 03027XBZ2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    150000 | PA      | $158523.00    | 0.00%             | 2033-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                                   | CUSIP: 03027XCC2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    100000 | PA      | $102779.00    | 0.00%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                                   | CUSIP: 03027XCD0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    200000 | PA      | $210148.00    | 0.00%             | 2033-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                                   | CUSIP: 03027XCE8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    150000 | PA      | $156718.50    | 0.00%             | 2028-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                                   | CUSIP: 03027XCF5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    150000 | PA      | $161034.00    | 0.00%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                                   | CUSIP: 03027XCG3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     75000 | PA      | $77202.75     | 0.00%             | 2029-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                                   | CUSIP: 03027XCH1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    175000 | PA      | $182511.00    | 0.00%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                                   | CUSIP: 03027XCL2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    100000 | PA      | $102500.00    | 0.00%             | 2030-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                                   | CUSIP: 03027XCM0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    100000 | PA      | $103644.00    | 0.00%             | 2035-01-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                                   | CUSIP: 03027XCN8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    100000 | PA      | $102375.00    | 0.00%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                                   | CUSIP: 03027XCP3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    100000 | PA      | $103161.00    | 0.00%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| AMERICAN UNIVERSITY                                                              | American University/The                                                               | CUSIP: 030360AD3<br>LEI: 549300ZMGVN6I2E7LS27 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77821.00     | 0.00%             | 2049-04-01      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                           | CUSIP: 03040WAD7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    150000 | PA      | $171741.00    | 0.00%             | 2037-10-15      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                           | CUSIP: 03040WAP0<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41243.50     | 0.00%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                           | CUSIP: 03040WAR6<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    200000 | PA      | $156568.00    | 0.00%             | 2047-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                           | CUSIP: 03040WAS4<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    240000 | PA      | $239222.40    | 0.00%             | 2028-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                           | CUSIP: 03040WAT2<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83176.00     | 0.00%             | 2048-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                           | CUSIP: 03040WAU9<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    300000 | PA      | $294654.00    | 0.01%             | 2029-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                           | CUSIP: 03040WAV7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    150000 | PA      | $123492.00    | 0.00%             | 2049-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                           | CUSIP: 03040WAX3<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $72765.00     | 0.00%             | 2050-05-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                           | CUSIP: 03040WAY1<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    200000 | PA      | $181110.00    | 0.00%             | 2031-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                           | CUSIP: 03040WAZ8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    200000 | PA      | $138698.00    | 0.00%             | 2051-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                           | CUSIP: 03040WBC8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99013.00     | 0.00%             | 2054-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                           | CUSIP: 03040WBD6<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103590.00    | 0.00%             | 2034-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                           | CUSIP: 03040WBG9<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203828.00    | 0.00%             | 2055-09-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AMERICOLD REALTY OPER PA                                                         | Americold Realty Operating Partnership LP                                             | CUSIP: 03063UAA9<br>LEI: 549300FKD9KVWNHSUU79 | Long             | DBT              |  | US        |    100000 | PA      | $98951.00     | 0.00%             | 2034-09-12      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| AMERICOLD REALTY OPER PA                                                         | Americold Realty Operating Partnership LP                                             | CUSIP: 03063UAB7<br>LEI: 549300FKD9KVWNHSUU79 | Long             | DBT              |  | US        |     75000 | PA      | $76215.00     | 0.00%             | 2032-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                      | Cencora Inc                                                                           | CUSIP: 03073EAN5<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85785.00     | 0.00%             | 2045-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                      | Cencora Inc                                                                           | CUSIP: 03073EAP0<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98922.00     | 0.00%             | 2027-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                      | Cencora Inc                                                                           | CUSIP: 03073EAQ8<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84498.00     | 0.00%             | 2047-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                      | Cencora Inc                                                                           | CUSIP: 03073EAR6<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94463.00     | 0.00%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                      | Cencora Inc                                                                           | CUSIP: 03073EAT2<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185132.00    | 0.00%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                      | Cencora Inc                                                                           | CUSIP: 03073EAU9<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103322.00    | 0.00%             | 2034-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                      | Cencora Inc                                                                           | CUSIP: 03073EAV7<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75980.25     | 0.00%             | 2027-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                      | Cencora Inc                                                                           | CUSIP: 03073EAW5<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102606.00    | 0.00%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                      | Cencora Inc                                                                           | CUSIP: 03073EAY1<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103051.00    | 0.00%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMERIPRISE FINANCIAL INC                                                         | Ameriprise Financial Inc                                                              | CUSIP: 03076CAL0<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101052.00    | 0.00%             | 2032-05-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERIPRISE FINANCIAL INC                                                         | Ameriprise Financial Inc                                                              | CUSIP: 03076CAM8<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156399.00    | 0.00%             | 2033-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMERIPRISE FINANCIAL INC                                                         | Ameriprise Financial Inc                                                              | CUSIP: 03076CAN6<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    150000 | PA      | $157188.00    | 0.00%             | 2028-12-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AMERIPRISE FINANCIAL INC                                                         | Ameriprise Financial Inc                                                              | CUSIP: 03076CAP1<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102710.00    | 0.00%             | 2035-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                             | CUSIP: 031162AW0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $112261.00    | 0.00%             | 2037-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                             | CUSIP: 031162BA7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     50000 | PA      | $55821.00     | 0.00%             | 2039-02-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                             | CUSIP: 031162BC3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     75000 | PA      | $79030.50     | 0.00%             | 2040-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                             | CUSIP: 031162BE9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95947.00     | 0.00%             | 2041-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                             | CUSIP: 031162BH2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77172.00     | 0.00%             | 2042-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                             | CUSIP: 031162BK5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98138.00     | 0.00%             | 2041-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                             | CUSIP: 031162BZ2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    375000 | PA      | $327146.25    | 0.01%             | 2045-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                             | CUSIP: 031162CD0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    250000 | PA      | $218212.50    | 0.00%             | 2048-06-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                             | CUSIP: 031162CF5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    625000 | PA      | $548168.75    | 0.01%             | 2051-06-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                             | CUSIP: 031162CQ1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147984.00    | 0.00%             | 2027-11-02      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                             | CUSIP: 031162CR9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    250000 | PA      | $200067.50    | 0.00%             | 2040-02-21      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                             | CUSIP: 031162CS7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    275000 | PA      | $200354.00    | 0.00%             | 2050-02-21      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                             | CUSIP: 031162CT5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    300000 | PA      | $293574.00    | 0.01%             | 2027-02-21      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                             | CUSIP: 031162CU2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186558.00    | 0.00%             | 2030-02-21      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                             | CUSIP: 031162CW8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    175000 | PA      | $158931.50    | 0.00%             | 2031-02-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                             | CUSIP: 031162CY4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    219000 | PA      | $133344.72    | 0.00%             | 2053-09-01      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                             | CUSIP: 031162CZ1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    200000 | PA      | $174712.00    | 0.00%             | 2032-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                             | CUSIP: 031162DA5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $74197.00     | 0.00%             | 2041-08-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                             | CUSIP: 031162DB3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188244.00    | 0.00%             | 2028-08-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                             | CUSIP: 031162DC1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    150000 | PA      | $99750.00     | 0.00%             | 2052-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                             | CUSIP: 031162DD9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145312.50    | 0.00%             | 2029-02-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                             | CUSIP: 031162DE7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189342.00    | 0.00%             | 2032-02-22      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                             | CUSIP: 031162DF4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    200000 | PA      | $161832.00    | 0.00%             | 2052-02-22      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                             | CUSIP: 031162DG2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    200000 | PA      | $160320.00    | 0.00%             | 2062-02-22      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                             | CUSIP: 031162DH0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199848.00    | 0.00%             | 2029-08-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                             | CUSIP: 031162DJ6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    125000 | PA      | $122896.25    | 0.00%             | 2033-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                             | CUSIP: 031162DK3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    200000 | PA      | $180246.00    | 0.00%             | 2053-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                             | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    700000 | PA      | $716562.00    | 0.01%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                             | CUSIP: 031162DQ0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    500000 | PA      | $519835.00    | 0.01%             | 2030-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                             | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    800000 | PA      | $834248.00    | 0.01%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                             | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    500000 | PA      | $510910.00    | 0.01%             | 2043-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                             | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    800000 | PA      | $803904.00    | 0.01%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                             | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501610.00    | 0.01%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                    | Amphenol Corp                                                                         | CUSIP: 032095AH4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101201.00    | 0.00%             | 2029-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                    | Amphenol Corp                                                                         | CUSIP: 032095AJ0<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142689.00    | 0.00%             | 2030-02-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                    | Amphenol Corp                                                                         | CUSIP: 032095AL5<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    200000 | PA      | $179186.00    | 0.00%             | 2031-09-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                    | Amphenol Corp                                                                         | CUSIP: 032095AN1<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76104.00     | 0.00%             | 2027-04-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                    | Amphenol Corp                                                                         | CUSIP: 032095AP6<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77357.25     | 0.00%             | 2029-04-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                    | Amphenol Corp                                                                         | CUSIP: 032095AQ4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104737.00    | 0.00%             | 2034-04-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                    | Amphenol Corp                                                                         | CUSIP: 032095AR2<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102828.00    | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                    | Amphenol Corp                                                                         | CUSIP: 032095AS0<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74455.50     | 0.00%             | 2054-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                    | Amphenol Corp                                                                         | CUSIP: 032095AT8<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    140000 | PA      | $141489.60    | 0.00%             | 2028-06-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                    | Amphenol Corp                                                                         | CUSIP: 032095AW1<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149920.50    | 0.00%             | 2027-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                    | Amphenol Corp                                                                         | CUSIP: 032095AX9<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150093.00    | 0.00%             | 2028-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                    | Amphenol Corp                                                                         | CUSIP: 032095AY7<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149769.00    | 0.00%             | 2030-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                    | Amphenol Corp                                                                         | CUSIP: 032095AZ4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199212.00    | 0.00%             | 2033-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                    | Amphenol Corp                                                                         | CUSIP: 032095BA8<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297357.00    | 0.01%             | 2036-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                    | Amphenol Corp                                                                         | CUSIP: 032095BB6<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    300000 | PA      | $292509.00    | 0.01%             | 2055-11-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                               | Analog Devices Inc                                                                    | CUSIP: 032654AN5<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99677.00     | 0.00%             | 2026-12-05      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                               | Analog Devices Inc                                                                    | CUSIP: 032654AU9<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188512.00    | 0.00%             | 2028-10-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                               | Analog Devices Inc                                                                    | CUSIP: 032654AV7<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178128.00    | 0.00%             | 2031-10-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                               | Analog Devices Inc                                                                    | CUSIP: 032654AW5<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    200000 | PA      | $149376.00    | 0.00%             | 2041-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                               | Analog Devices Inc                                                                    | CUSIP: 032654AX3<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    200000 | PA      | $132516.00    | 0.00%             | 2051-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                               | Analog Devices Inc                                                                    | CUSIP: 032654BA2<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99355.00     | 0.00%             | 2027-06-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                               | Analog Devices Inc                                                                    | CUSIP: 032654BB0<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104335.00    | 0.00%             | 2034-04-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                               | Analog Devices Inc                                                                    | CUSIP: 032654BC8<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98551.00     | 0.00%             | 2054-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                               | Analog Devices Inc                                                                    | CUSIP: 032654BD6<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    160000 | PA      | $161300.80    | 0.00%             | 2028-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                               | Analog Devices Inc                                                                    | CUSIP: 032654BE4<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122181.60    | 0.00%             | 2030-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ANDREW W MELLON FOUNDATI                                                         | Andrew W Mellon Foundation/The                                                        | CUSIP: 03444RAB4<br>LEI: HVIJIPOQ5TXYVD3NET54 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95703.00     | 0.00%             | 2027-08-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                                                           | AngloGold Ashanti Holdings PLC                                                        | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |    200000 | PA      | $191888.00    | 0.00%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                                                           | AngloGold Ashanti Holdings PLC                                                        | CUSIP: 03512TAF8<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |    200000 | PA      | $194526.00    | 0.00%             | 2028-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                                                          | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                           | CUSIP: 03522AAH3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    955000 | PA      | $954694.40    | 0.02%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                                                          | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                           | CUSIP: 03522AAJ9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1506752.00   | 0.03%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                                    | CUSIP: 03523TBF4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    250000 | PA      | $325410.00    | 0.01%             | 2039-01-15      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                                    | CUSIP: 03523TBJ6<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    150000 | PA      | $193875.00    | 0.00%             | 2039-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                                    | CUSIP: 03523TBT4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    350000 | PA      | $306810.00    | 0.01%             | 2048-10-06      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                                    | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    350000 | PA      | $366789.50    | 0.01%             | 2039-01-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                                    | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    750000 | PA      | $763192.50    | 0.01%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                                    | CUSIP: 03523TBW7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    350000 | PA      | $365333.50    | 0.01%             | 2059-01-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                                    | CUSIP: 03523TBY3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208236.00    | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                                    | CUSIP: 035240AF7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     75000 | PA      | $82740.75     | 0.00%             | 2035-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                                    | CUSIP: 035240AG5<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    300000 | PA      | $291270.00    | 0.01%             | 2042-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                                    | CUSIP: 035240AM2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144591.00    | 0.00%             | 2038-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                                    | CUSIP: 035240AN0<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    150000 | PA      | $135822.00    | 0.00%             | 2048-04-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                                    | CUSIP: 035240AP5<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    150000 | PA      | $134494.50    | 0.00%             | 2058-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                                    | CUSIP: 035240AQ3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    500000 | PA      | $511530.00    | 0.01%             | 2029-01-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                                    | CUSIP: 035240AR1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103956.00    | 0.00%             | 2031-01-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                                    | CUSIP: 035240AT7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183130.00    | 0.00%             | 2050-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                                    | CUSIP: 035240AV2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    300000 | PA      | $294054.00    | 0.01%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV FIN                                                         | Anheuser-Busch InBev Finance Inc                                                      | CUSIP: 035242AM8<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149832.00    | 0.00%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV FIN                                                         | Anheuser-Busch InBev Finance Inc                                                      | CUSIP: 035242AN6<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187764.00    | 0.00%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV FIN                                                         | Anheuser-Busch InBev Finance Inc                                                      | CUSIP: 03524BAF3<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45823.00     | 0.00%             | 2044-02-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                                   | CUSIP: 036752AB9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298056.00    | 0.01%             | 2027-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                                   | CUSIP: 036752AD5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    250000 | PA      | $210137.50    | 0.00%             | 2047-12-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                                   | CUSIP: 036752AG8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150139.50    | 0.00%             | 2028-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                                   | CUSIP: 036752AH6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    150000 | PA      | $129283.50    | 0.00%             | 2048-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                                   | CUSIP: 036752AK9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    150000 | PA      | $111483.00    | 0.00%             | 2049-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                                   | CUSIP: 036752AL7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143259.00    | 0.00%             | 2029-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                                   | CUSIP: 036752AM5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    200000 | PA      | $133120.00    | 0.00%             | 2050-05-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                                   | CUSIP: 036752AN3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    200000 | PA      | $184130.00    | 0.00%             | 2030-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                                   | CUSIP: 036752AP8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183084.00    | 0.00%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                                   | CUSIP: 036752AS2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    200000 | PA      | $144856.00    | 0.00%             | 2051-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                                   | CUSIP: 036752AT0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97685.00     | 0.00%             | 2032-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                                   | CUSIP: 036752AU7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    125000 | PA      | $105293.75    | 0.00%             | 2052-05-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                                   | CUSIP: 036752AW3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    150000 | PA      | $158427.00    | 0.00%             | 2032-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                                   | CUSIP: 036752AX1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156774.00    | 0.00%             | 2052-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                                   | CUSIP: 036752AY9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103186.00    | 0.00%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                                   | CUSIP: 036752AZ6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    175000 | PA      | $181678.00    | 0.00%             | 2034-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                                   | CUSIP: 036752BA0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    175000 | PA      | $172487.00    | 0.00%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                                   | CUSIP: 036752BB8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153258.00    | 0.00%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                                   | CUSIP: 036752BC6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153802.50    | 0.00%             | 2031-11-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                                   | CUSIP: 036752BD4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205280.00    | 0.00%             | 2035-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                                   | CUSIP: 036752BE2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247982.50    | 0.00%             | 2055-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                                   | CUSIP: 036752BF9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149209.50    | 0.00%             | 2064-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                                   | CUSIP: 036752BH5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    255000 | PA      | $254586.90    | 0.00%             | 2028-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                                   | CUSIP: 036752BJ1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    130000 | PA      | $130250.90    | 0.00%             | 2032-09-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                                   | CUSIP: 036752BK8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    205000 | PA      | $205336.20    | 0.00%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                                   | CUSIP: 036752BL6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89462.70     | 0.00%             | 2055-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AON CORP                                                                         | Aon Corp                                                                              | CUSIP: 037389AK9<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104163.00    | 0.00%             | 2027-01-01      | Fixed         | 8.21%                 | No            |                  2 | On Loan: No      |
| AON CORP                                                                         | Aon Corp                                                                              | CUSIP: 037389AU7<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |     50000 | PA      | $55369.00     | 0.00%             | 2040-09-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AON CORP                                                                         | Aon Corp                                                                              | CUSIP: 037389BB8<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101405.00    | 0.00%             | 2028-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AON CORP                                                                         | Aon Corp                                                                              | CUSIP: 037389BC6<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148224.00    | 0.00%             | 2029-05-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AON CORP                                                                         | Aon Corp                                                                              | CUSIP: 037389BE2<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188714.00    | 0.00%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                                                         | Aon Corp / Aon Global Holdings PLC                                                    | CUSIP: 03740LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    100000 | PA      | $88439.00     | 0.00%             | 2031-08-23      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                                                         | Aon Corp / Aon Global Holdings PLC                                                    | CUSIP: 03740LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    100000 | PA      | $63195.00     | 0.00%             | 2051-08-23      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                                                         | Aon Corp / Aon Global Holdings PLC                                                    | CUSIP: 03740LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    100000 | PA      | $90607.00     | 0.00%             | 2031-12-02      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                                                         | Aon Corp / Aon Global Holdings PLC                                                    | CUSIP: 03740LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    100000 | PA      | $98273.00     | 0.00%             | 2027-05-28      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                                                         | Aon Corp / Aon Global Holdings PLC                                                    | CUSIP: 03740LAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    200000 | PA      | $152298.00    | 0.00%             | 2052-02-28      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                                                         | Aon Corp / Aon Global Holdings PLC                                                    | CUSIP: 03740LAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    100000 | PA      | $102995.00    | 0.00%             | 2032-09-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                                                         | Aon Corp / Aon Global Holdings PLC                                                    | CUSIP: 03740LAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    100000 | PA      | $104577.00    | 0.00%             | 2033-02-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                                            | Aon North America Inc                                                                 | CUSIP: 03740MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $151858.50    | 0.00%             | 2027-03-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                                            | Aon North America Inc                                                                 | CUSIP: 03740MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $154570.50    | 0.00%             | 2029-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                                            | Aon North America Inc                                                                 | CUSIP: 03740MAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $130523.75    | 0.00%             | 2031-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                                            | Aon North America Inc                                                                 | CUSIP: 03740MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $313926.00    | 0.01%             | 2034-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                                            | Aon North America Inc                                                                 | CUSIP: 03740MAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $303927.00    | 0.01%             | 2054-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                                         | APA Corp                                                                              | CUSIP: 03743QAR9<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51578.50     | 0.00%             | 2035-02-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                                         | APA Corp                                                                              | CUSIP: 03743QAT5<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101149.00    | 0.00%             | 2055-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                                         | APA Corp                                                                              | CUSIP: 03743QAZ1<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98231.00     | 0.00%             | 2030-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                                         | APA Corp                                                                              | CUSIP: 03743QBA5<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75683.25     | 0.00%             | 2037-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                                         | APA Corp                                                                              | CUSIP: 03743QBB3<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    125000 | PA      | $111435.00    | 0.00%             | 2040-09-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                                         | APA Corp                                                                              | CUSIP: 03743QBG2<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21163.75     | 0.00%             | 2049-07-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT                                                         | Apollo Global Management Inc                                                          | CUSIP: 03769MAA4<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |    100000 | PA      | $110502.00    | 0.00%             | 2033-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT                                                         | Apollo Global Management Inc                                                          | CUSIP: 03769MAC0<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148689.00    | 0.00%             | 2054-05-21      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT                                                         | Apollo Global Management Inc                                                          | CUSIP: 03769MAD8<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73805.25     | 0.00%             | 2054-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT                                                         | Apollo Global Management Inc                                                          | CUSIP: 03769MAE6<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150460.50    | 0.00%             | 2035-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BD                                                         | Apollo Debt Solutions BDC                                                             | CUSIP: 03770DAB9<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    125000 | PA      | $131131.25    | 0.00%             | 2029-04-13      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BD                                                         | Apollo Debt Solutions BDC                                                             | CUSIP: 03770DAD5<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210256.00    | 0.00%             | 2031-07-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BD                                                         | Apollo Debt Solutions BDC                                                             | CUSIP: 03770DAE3<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104072.00    | 0.00%             | 2032-03-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BD                                                         | Apollo Debt Solutions BDC                                                             | CUSIP: 03770DAG8<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71006.60     | 0.00%             | 2030-08-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                                                             | Appalachian Power Co                                                                  | CUSIP: 037735CM7<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    100000 | PA      | $115315.00    | 0.00%             | 2038-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                                                             | Appalachian Power Co                                                                  | CUSIP: 037735CV7<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |     75000 | PA      | $64150.50     | 0.00%             | 2045-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                                                             | Appalachian Power Co                                                                  | CUSIP: 037735CW5<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98969.00     | 0.00%             | 2027-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                                                             | Appalachian Power Co                                                                  | CUSIP: 037735CX3<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84190.00     | 0.00%             | 2049-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                                                             | Appalachian Power Co                                                                  | CUSIP: 037735CY1<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    100000 | PA      | $73836.00     | 0.00%             | 2050-05-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                                                             | Appalachian Power Co                                                                  | CUSIP: 037735CZ8<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    150000 | PA      | $137568.00    | 0.00%             | 2031-04-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                                                             | Appalachian Power Co                                                                  | CUSIP: 037735DB0<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105439.00    | 0.00%             | 2034-04-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                             | CUSIP: 037833AL4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    530000 | PA      | $455397.20    | 0.01%             | 2043-05-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                             | CUSIP: 037833AT7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140329.50    | 0.00%             | 2044-05-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                             | CUSIP: 037833BA7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    400000 | PA      | $319056.00    | 0.01%             | 2045-02-09      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                             | CUSIP: 037833BH2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    350000 | PA      | $318419.50    | 0.01%             | 2045-05-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                             | CUSIP: 037833BW9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204504.00    | 0.00%             | 2036-02-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                             | CUSIP: 037833BX7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    725000 | PA      | $681391.25    | 0.01%             | 2046-02-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                             | CUSIP: 037833CD0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    350000 | PA      | $290370.50    | 0.01%             | 2046-08-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                             | CUSIP: 037833CH1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    195000 | PA      | $171406.95    | 0.00%             | 2047-02-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                             | CUSIP: 037833CJ7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298860.00    | 0.01%             | 2027-02-09      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                             | CUSIP: 037833CR9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    350000 | PA      | $347956.00    | 0.01%             | 2027-05-11      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                             | CUSIP: 037833CX6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198090.00    | 0.00%             | 2027-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                             | CUSIP: 037833DB3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    350000 | PA      | $345604.00    | 0.01%             | 2027-09-12      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                             | CUSIP: 037833DD9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    200000 | PA      | $161932.00    | 0.00%             | 2047-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                             | CUSIP: 037833DG2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    200000 | PA      | $162352.00    | 0.00%             | 2047-11-13      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                             | CUSIP: 037833DK3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297039.00    | 0.01%             | 2027-11-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                             | CUSIP: 037833DP2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    350000 | PA      | $330907.50    | 0.01%             | 2029-09-11      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                             | CUSIP: 037833DQ0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    300000 | PA      | $206946.00    | 0.00%             | 2049-09-11      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                             | CUSIP: 037833DU1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    300000 | PA      | $273489.00    | 0.00%             | 2030-05-11      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                             | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    475000 | PA      | $306132.75    | 0.01%             | 2050-05-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                             | CUSIP: 037833DY3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178062.00    | 0.00%             | 2030-08-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                             | CUSIP: 037833DZ0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    200000 | PA      | $122624.00    | 0.00%             | 2050-08-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                             | CUSIP: 037833EA4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    300000 | PA      | $174102.00    | 0.00%             | 2060-08-20      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                             | CUSIP: 037833EC0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    450000 | PA      | $426865.50    | 0.01%             | 2028-02-08      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                             | CUSIP: 037833ED8<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    500000 | PA      | $447445.00    | 0.01%             | 2031-02-08      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                             | CUSIP: 037833EE6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    300000 | PA      | $218385.00    | 0.00%             | 2041-02-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                             | CUSIP: 037833EF3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    575000 | PA      | $367206.50    | 0.01%             | 2051-02-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                             | CUSIP: 037833EG1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    325000 | PA      | $197119.00    | 0.00%             | 2061-02-08      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                             | CUSIP: 037833EH9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    400000 | PA      | $377416.00    | 0.01%             | 2028-08-05      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                             | CUSIP: 037833EJ5<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178000.00    | 0.00%             | 2031-08-05      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                             | CUSIP: 037833EK2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    250000 | PA      | $160390.00    | 0.00%             | 2051-08-05      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                             | CUSIP: 037833EL0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    275000 | PA      | $168272.50    | 0.00%             | 2061-08-05      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                             | CUSIP: 037833EN6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    225000 | PA      | $221481.00    | 0.00%             | 2029-08-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                             | CUSIP: 037833EP1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    225000 | PA      | $216742.50    | 0.00%             | 2032-08-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                             | CUSIP: 037833EQ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    350000 | PA      | $284459.00    | 0.01%             | 2052-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                             | CUSIP: 037833ER7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    200000 | PA      | $161776.00    | 0.00%             | 2062-08-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                             | CUSIP: 037833ET3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251985.00    | 0.00%             | 2028-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                             | CUSIP: 037833EU0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101584.00    | 0.00%             | 2030-05-10      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                             | CUSIP: 037833EV8<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    175000 | PA      | $178470.25    | 0.00%             | 2033-05-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                             | CUSIP: 037833EW6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    250000 | PA      | $242857.50    | 0.00%             | 2053-05-10      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                             | CUSIP: 037833EY2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302526.00    | 0.01%             | 2028-05-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                             | CUSIP: 037833EZ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203214.00    | 0.00%             | 2030-05-12      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                             | CUSIP: 037833FA3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205494.00    | 0.00%             | 2032-05-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                             | CUSIP: 037833FB1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206466.00    | 0.00%             | 2035-05-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                                                            | Applied Materials Inc                                                                 | CUSIP: 038222AG0<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107469.00    | 0.00%             | 2041-06-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                                                            | Applied Materials Inc                                                                 | CUSIP: 038222AK1<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78114.75     | 0.00%             | 2035-10-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                                                            | Applied Materials Inc                                                                 | CUSIP: 038222AL9<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    225000 | PA      | $223674.75    | 0.00%             | 2027-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                                                            | Applied Materials Inc                                                                 | CUSIP: 038222AM7<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    200000 | PA      | $176002.00    | 0.00%             | 2047-04-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                                                            | Applied Materials Inc                                                                 | CUSIP: 038222AN5<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    150000 | PA      | $135970.50    | 0.00%             | 2030-06-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                                                            | Applied Materials Inc                                                                 | CUSIP: 038222AP0<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    150000 | PA      | $98317.50     | 0.00%             | 2050-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                                                            | Applied Materials Inc                                                                 | CUSIP: 038222AS4<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154182.00    | 0.00%             | 2029-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                                                            | Applied Materials Inc                                                                 | CUSIP: 038222AT2<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99793.00     | 0.00%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                                                            | Applied Materials Inc                                                                 | CUSIP: 038222AU9<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79535.20     | 0.00%             | 2036-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                                    | AppLovin Corp                                                                         | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204808.00    | 0.00%             | 2029-12-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                                    | AppLovin Corp                                                                         | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208070.00    | 0.00%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                                    | AppLovin Corp                                                                         | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155362.50    | 0.00%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                                    | AppLovin Corp                                                                         | CUSIP: 03831WAE8<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100709.00    | 0.00%             | 2054-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| APTARGROUP INC                                                                   | AptarGroup Inc                                                                        | CUSIP: 038336AA1<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93660.00     | 0.00%             | 2032-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                                         | Aptiv Swiss Holdings Ltd                                                              | CUSIP: 03835VAF3<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |     50000 | PA      | $41002.50     | 0.00%             | 2046-10-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                                         | Aptiv Swiss Holdings Ltd                                                              | CUSIP: 03835VAG1<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |    100000 | PA      | $100714.00    | 0.00%             | 2029-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                                         | Aptiv Swiss Holdings Ltd                                                              | CUSIP: 03835VAH9<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |    100000 | PA      | $92875.00     | 0.00%             | 2049-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                                         | Aptiv Swiss Holdings Ltd                                                              | CUSIP: 03835VAJ5<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |    250000 | PA      | $163200.00    | 0.00%             | 2051-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                                          | Essential Utilities Inc                                                               | CUSIP: 03836WAB9<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73451.25     | 0.00%             | 2029-05-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                                          | Essential Utilities Inc                                                               | CUSIP: 03836WAC7<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81345.00     | 0.00%             | 2049-05-01      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                                         | Aptiv Swiss Holdings Ltd                                                              | CUSIP: 03837AAB6<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |    200000 | PA      | $202800.00    | 0.00%             | 2034-09-13      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ARCH CAPITAL GROUP LTD                                                           | Arch Capital Group Ltd                                                                | CUSIP: 03937LAA3<br>LEI: 549300AYR4P8AFKDCE43 | Long             | DBT              | CORP              | BM        |     75000 | PA      | $88076.25     | 0.00%             | 2034-05-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| ARCH CAPITAL GRP US INC                                                          | Arch Capital Group US Inc                                                             | CUSIP: 03938JAA7<br>LEI: 549300B4QKQFLY1XST28 | Long             | DBT              | CORP              | US        |     85000 | PA      | $82344.60     | 0.00%             | 2043-11-01      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL                                                                    | ArcelorMittal SA                                                                      | CUSIP: 03938LAP9<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $113503.00    | 0.00%             | 2039-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL                                                                    | ArcelorMittal SA                                                                      | CUSIP: 03938LAS3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $109577.00    | 0.00%             | 2041-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL                                                                    | ArcelorMittal SA                                                                      | CUSIP: 03938LBC7<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $100385.00    | 0.00%             | 2029-07-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA                                                                 | ArcelorMittal SA                                                                      | CUSIP: 03938LBE3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $208262.00    | 0.00%             | 2027-11-29      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA                                                                 | ArcelorMittal SA                                                                      | CUSIP: 03938LBF0<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    150000 | PA      | $168174.00    | 0.00%             | 2032-11-29      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA                                                                 | ArcelorMittal SA                                                                      | CUSIP: 03938LBG8<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $108084.00    | 0.00%             | 2034-06-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA                                                                 | ArcelorMittal SA                                                                      | CUSIP: 03938LBH6<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |     75000 | PA      | $78657.75     | 0.00%             | 2054-06-17      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ARCH CAPITAL GROUP LTD                                                           | Arch Capital Group Ltd                                                                | CUSIP: 03939AAA5<br>LEI: 549300AYR4P8AFKDCE43 | Long             | DBT              | CORP              | BM        |    200000 | PA      | $151706.00    | 0.00%             | 2050-06-30      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| ARCH CAPITAL FINANCE LLC                                                         | Arch Capital Finance LLC                                                              | CUSIP: 03939CAB9<br>LEI: 549300XG4URFY0200M65 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95256.00     | 0.00%             | 2046-12-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                                                         | Archer-Daniels-Midland Co                                                             | CUSIP: 039482AB0<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193500.00    | 0.00%             | 2030-03-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                                                         | Archer-Daniels-Midland Co                                                             | CUSIP: 039482AC8<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $62706.00     | 0.00%             | 2051-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                                                         | Archer-Daniels-Midland Co                                                             | CUSIP: 039482AD6<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    250000 | PA      | $230657.50    | 0.00%             | 2032-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                                                         | Archer-Daniels-Midland Co                                                             | CUSIP: 039482AE4<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100589.00    | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                                                         | Archer-Daniels-Midland Co                                                             | CUSIP: 039483AU6<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106321.00    | 0.00%             | 2035-09-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                                                         | Archer-Daniels-Midland Co                                                             | CUSIP: 039483BE1<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92447.00     | 0.00%             | 2042-03-26      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                                                         | Archer-Daniels-Midland Co                                                             | CUSIP: 039483BM3<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39373.00     | 0.00%             | 2047-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                                                         | Archer-Daniels-Midland Co                                                             | CUSIP: 039483BQ4<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87363.00     | 0.00%             | 2049-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ARES MANAGEMENT CORP                                                             | Ares Management Corp                                                                  | CUSIP: 03990BAA9<br>LEI: 529900JUV61FH7B8VW38 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105785.00    | 0.00%             | 2028-11-10      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ARES MANAGEMENT CORP                                                             | Ares Management Corp                                                                  | CUSIP: 03990BAB7<br>LEI: 529900JUV61FH7B8VW38 | Long             | DBT              | CORP              | US        |    125000 | PA      | $118707.50    | 0.00%             | 2054-10-11      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                                | Ares Capital Corp                                                                     | CUSIP: 04010LBB8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190950.00    | 0.00%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                                | Ares Capital Corp                                                                     | CUSIP: 04010LBC6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    150000 | PA      | $133116.00    | 0.00%             | 2031-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                                | Ares Capital Corp                                                                     | CUSIP: 04010LBD4<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97731.00     | 0.00%             | 2027-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                                | Ares Capital Corp                                                                     | CUSIP: 04010LBE2<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205248.00    | 0.00%             | 2027-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                                | Ares Capital Corp                                                                     | CUSIP: 04010LBF9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154066.50    | 0.00%             | 2029-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                                | Ares Capital Corp                                                                     | CUSIP: 04010LBG7<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154377.00    | 0.00%             | 2029-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                                | Ares Capital Corp                                                                     | CUSIP: 04010LBH5<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151813.50    | 0.00%             | 2032-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                                | Ares Capital Corp                                                                     | CUSIP: 04010LBK8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151384.50    | 0.00%             | 2030-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                                | Ares Capital Corp                                                                     | CUSIP: 04010LBL6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108819.70    | 0.00%             | 2031-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                                                         | Ares Strategic Income Fund                                                            | CUSIP: 04020EAB3<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128940.00    | 0.00%             | 2029-08-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                                                         | Ares Strategic Income Fund                                                            | CUSIP: 04020EAD9<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125730.00    | 0.00%             | 2030-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                                                         | Ares Strategic Income Fund                                                            | CUSIP: 04020EAG2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202672.00    | 0.00%             | 2028-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                                                         | Ares Strategic Income Fund                                                            | CUSIP: 04020EAJ6<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102574.00    | 0.00%             | 2032-03-21      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                                                         | Ares Strategic Income Fund                                                            | CUSIP: 04020EAK3<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91053.90     | 0.00%             | 2030-09-09      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                                                         | Ares Strategic Income Fund                                                            | CUSIP: 04020EAL1<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110574.20    | 0.00%             | 2028-09-09      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                                                         | Ares Strategic Income Fund                                                            | CUSIP: 04020EAP2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108664.60    | 0.00%             | 2029-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                                                         | Ares Strategic Income Fund                                                            | CUSIP: 04020EAR8<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88530.30     | 0.00%             | 2031-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                             | CUSIP: 040555CN2<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    150000 | PA      | $134373.00    | 0.00%             | 2042-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                             | CUSIP: 040555CY8<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82369.00     | 0.00%             | 2049-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                             | CUSIP: 040555CZ5<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94781.00     | 0.00%             | 2029-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                             | CUSIP: 040555DB7<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    150000 | PA      | $105435.00    | 0.00%             | 2050-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                             | CUSIP: 040555DC5<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    150000 | PA      | $92491.50     | 0.00%             | 2050-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                             | CUSIP: 040555DE1<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    100000 | PA      | $109962.00    | 0.00%             | 2032-12-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                             | CUSIP: 040555DG6<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    150000 | PA      | $157812.00    | 0.00%             | 2033-08-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                             | CUSIP: 040555DH4<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    150000 | PA      | $158517.00    | 0.00%             | 2034-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                             | CUSIP: 040555DJ0<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    210000 | PA      | $216428.10    | 0.00%             | 2055-08-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC                                                            | Arrow Electronics Inc                                                                 | CUSIP: 042735BF6<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99256.00     | 0.00%             | 2028-01-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC                                                            | Arrow Electronics Inc                                                                 | CUSIP: 04273WAC5<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89851.00     | 0.00%             | 2032-02-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC                                                            | Arrow Electronics Inc                                                                 | CUSIP: 04273WAE1<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104610.00    | 0.00%             | 2034-04-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC                                                            | Arrow Electronics Inc                                                                 | CUSIP: 04273WAF8<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102539.00    | 0.00%             | 2029-08-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                          | Arthur J Gallagher & Co                                                               | CUSIP: 04316JAA7<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89412.00     | 0.00%             | 2031-11-09      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                          | Arthur J Gallagher & Co                                                               | CUSIP: 04316JAB5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $64230.00     | 0.00%             | 2052-03-09      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                          | Arthur J Gallagher & Co                                                               | CUSIP: 04316JAD1<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78480.00     | 0.00%             | 2033-03-02      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                          | Arthur J Gallagher & Co                                                               | CUSIP: 04316JAE9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99604.00     | 0.00%             | 2053-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                          | Arthur J Gallagher & Co                                                               | CUSIP: 04316JAF6<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     50000 | PA      | $55443.00     | 0.00%             | 2034-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                          | Arthur J Gallagher & Co                                                               | CUSIP: 04316JAG4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $112184.00    | 0.00%             | 2054-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                          | Arthur J Gallagher & Co                                                               | CUSIP: 04316JAH2<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    102000 | PA      | $106220.76    | 0.00%             | 2034-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                          | Arthur J Gallagher & Co                                                               | CUSIP: 04316JAJ8<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74794.50     | 0.00%             | 2054-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                          | Arthur J Gallagher & Co                                                               | CUSIP: 04316JAK5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101003.00    | 0.00%             | 2027-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                          | Arthur J Gallagher & Co                                                               | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153397.50    | 0.00%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                          | Arthur J Gallagher & Co                                                               | CUSIP: 04316JAM1<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102385.00    | 0.00%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                          | Arthur J Gallagher & Co                                                               | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304740.00    | 0.01%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                          | Arthur J Gallagher & Co                                                               | CUSIP: 04316JAP4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    300000 | PA      | $292407.00    | 0.01%             | 2055-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEALTH                                                                 | Ascension Health                                                                      | CUSIP: 04351LAA8<br>LEI: 549300IMOY6ECI21DH68 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92374.00     | 0.00%             | 2053-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEALTH                                                                 | Ascension Health                                                                      | CUSIP: 04351LAB6<br>LEI: 549300IMOY6ECI21DH68 | Long             | DBT              | CORP              | US        |    200000 | PA      | $166954.00    | 0.00%             | 2046-11-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEALTH                                                                 | Ascension Health                                                                      | CUSIP: 04352EAA3<br>LEI: 549300IMOY6ECI21DH68 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142204.50    | 0.00%             | 2029-11-15      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEALTH                                                                 | Ascension Health                                                                      | CUSIP: 04352EAB1<br>LEI: 549300IMOY6ECI21DH68 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80566.00     | 0.00%             | 2039-11-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                                | CUSIP: 045167AW3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    250000 | PA      | $263417.50    | 0.00%             | 2028-06-16      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                                | CUSIP: 045167DU4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $494430.00    | 0.01%             | 2027-01-12      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                                | CUSIP: 045167EE9<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $490210.00    | 0.01%             | 2027-11-02      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                                | CUSIP: 045167EG4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $492090.00    | 0.01%             | 2028-01-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                                | CUSIP: 045167EP4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    250000 | PA      | $233745.00    | 0.00%             | 2029-09-19      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                                | CUSIP: 045167ER0<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    400000 | PA      | $373432.00    | 0.01%             | 2030-01-24      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                                | CUSIP: 045167EY5<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    450000 | PA      | $392323.50    | 0.01%             | 2030-10-08      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                                | CUSIP: 045167FB4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $448065.00    | 0.01%             | 2031-03-04      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                                | CUSIP: 045167FF5<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    250000 | PA      | $236347.50    | 0.00%             | 2028-06-09      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                                | CUSIP: 045167FH1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $488130.00    | 0.01%             | 2027-01-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                                | CUSIP: 045167FL2<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    300000 | PA      | $284391.00    | 0.01%             | 2029-03-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                                | CUSIP: 045167FP3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $496325.00    | 0.01%             | 2027-08-20      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                                | CUSIP: 045167FT5<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    450000 | PA      | $450985.50    | 0.01%             | 2032-09-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                                | CUSIP: 045167FV0<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    350000 | PA      | $352877.00    | 0.01%             | 2033-01-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                                | CUSIP: 045167FW8<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $502520.00    | 0.01%             | 2028-04-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                                | CUSIP: 045167FZ1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $512650.00    | 0.01%             | 2028-08-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                                | CUSIP: 045167GA5<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $502550.00    | 0.01%             | 2027-01-12      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                                | CUSIP: 045167GB3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    350000 | PA      | $354256.00    | 0.01%             | 2034-01-12      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                                | CUSIP: 045167GD9<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    600000 | PA      | $614826.00    | 0.01%             | 2029-03-06      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                                | CUSIP: 045167GH0<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    600000 | PA      | $600984.00    | 0.01%             | 2029-08-28      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                                | CUSIP: 045167GJ6<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    900000 | PA      | $915768.00    | 0.02%             | 2028-01-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                                | CUSIP: 045167GK3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    300000 | PA      | $307938.00    | 0.01%             | 2035-03-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                                | CUSIP: 045167GL1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    700000 | PA      | $714070.00    | 0.01%             | 2030-05-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                                | CUSIP: 045167GM9<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $502150.00    | 0.01%             | 2030-08-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                                | CUSIP: 04517PBT8<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    350000 | PA      | $349576.50    | 0.01%             | 2033-06-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                                | CUSIP: 04517PBW1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $504525.00    | 0.01%             | 2028-09-26      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                                                         | Asian Infrastructure Investment Bank/The                                              | CUSIP: 04522KAH9<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |    300000 | PA      | $300915.00    | 0.01%             | 2027-09-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                                                         | Asian Infrastructure Investment Bank/The                                              | CUSIP: 04522KAL0<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $508325.00    | 0.01%             | 2029-01-18      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                                                         | Asian Infrastructure Investment Bank/The                                              | CUSIP: 04522KAP1<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |   1050000 | PA      | $1084944.00   | 0.02%             | 2030-01-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                                                         | Asian Infrastructure Investment Bank/The                                              | CUSIP: 04522KAQ9<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |    200000 | PA      | $207458.00    | 0.00%             | 2035-05-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                                                         | Asian Infrastructure Investment Bank/The                                              | CUSIP: 04522KAR7<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |    750000 | PA      | $751672.50    | 0.01%             | 2028-09-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ASPEN INSURANCE HLDG LTD                                                         | Aspen Insurance Holdings Ltd                                                          | CUSIP: 04530DAE2<br>LEI: 549300YX6HECG9XQCQ75 | Long             | DBT              | CORP              | BM        |     60000 | PA      | $62870.40     | 0.00%             | 2030-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ASSOC BANC-CORP                                                                  | Associated Banc-Corp                                                                  | CUSIP: 045487AD7<br>LEI: 549300N3CIN473IW5094 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78100.50     | 0.00%             | 2030-08-29      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| ASSURED GUARANTY US HLDG                                                         | Assured Guaranty US Holdings Inc                                                      | CUSIP: 04621WAD2<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188900.00    | 0.00%             | 2031-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ASSURED GUARANTY US HLDG                                                         | Assured Guaranty US Holdings Inc                                                      | CUSIP: 04621WAE0<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |     50000 | PA      | $36095.00     | 0.00%             | 2051-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                                                                     | Assurant Inc                                                                          | CUSIP: 04621XAJ7<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101310.00    | 0.00%             | 2028-03-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                                                                     | Assurant Inc                                                                          | CUSIP: 04621XAM0<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97447.00     | 0.00%             | 2030-02-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                                                                     | Assurant Inc                                                                          | CUSIP: 04621XAQ1<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91688.40     | 0.00%             | 2036-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                  | AstraZeneca PLC                                                                       | CUSIP: 046353AD0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    530000 | PA      | $611455.70    | 0.01%             | 2037-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                  | AstraZeneca PLC                                                                       | CUSIP: 046353AG3<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    125000 | PA      | $109492.50    | 0.00%             | 2042-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                  | AstraZeneca PLC                                                                       | CUSIP: 046353AM0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    180000 | PA      | $161764.20    | 0.00%             | 2045-11-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                  | AstraZeneca PLC                                                                       | CUSIP: 046353AN8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $99094.00     | 0.00%             | 2027-06-12      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                  | AstraZeneca PLC                                                                       | CUSIP: 046353AT5<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    150000 | PA      | $150537.00    | 0.00%             | 2029-01-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                  | AstraZeneca PLC                                                                       | CUSIP: 046353AU2<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    150000 | PA      | $133648.50    | 0.00%             | 2048-08-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                  | AstraZeneca PLC                                                                       | CUSIP: 046353AW8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $222697.50    | 0.00%             | 2030-08-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                  | AstraZeneca PLC                                                                       | CUSIP: 046353AX6<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |     50000 | PA      | $28839.50     | 0.00%             | 2050-08-06      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                  | AstraZeneca PLC                                                                       | CUSIP: 046353AZ1<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $138434.00    | 0.00%             | 2051-05-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                          | Astrazeneca Finance LLC                                                               | CUSIP: 04636NAB9<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    150000 | PA      | $136965.00    | 0.00%             | 2031-05-28      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                          | Astrazeneca Finance LLC                                                               | CUSIP: 04636NAE3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    250000 | PA      | $238162.50    | 0.00%             | 2028-05-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                          | Astrazeneca Finance LLC                                                               | CUSIP: 04636NAF0<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204588.00    | 0.00%             | 2028-03-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                          | Astrazeneca Finance LLC                                                               | CUSIP: 04636NAG8<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155457.00    | 0.00%             | 2030-03-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                          | Astrazeneca Finance LLC                                                               | CUSIP: 04636NAH6<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51932.00     | 0.00%             | 2033-03-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                          | Astrazeneca Finance LLC                                                               | CUSIP: 04636NAK9<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202378.00    | 0.00%             | 2027-02-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                          | Astrazeneca Finance LLC                                                               | CUSIP: 04636NAL7<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205688.00    | 0.00%             | 2029-02-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                          | Astrazeneca Finance LLC                                                               | CUSIP: 04636NAM5<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207694.00    | 0.00%             | 2031-02-26      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                          | Astrazeneca Finance LLC                                                               | CUSIP: 04636NAN3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    300000 | PA      | $312654.00    | 0.01%             | 2034-02-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                              | CUSIP: 04650NAB0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149632.50    | 0.00%             | 2040-09-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                               | Athene Holding Ltd                                                                    | CUSIP: 04686JAA9<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99755.00     | 0.00%             | 2028-01-12      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                               | Athene Holding Ltd                                                                    | CUSIP: 04686JAB7<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106123.00    | 0.00%             | 2030-04-03      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                               | Athene Holding Ltd                                                                    | CUSIP: 04686JAC5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94804.00     | 0.00%             | 2031-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                               | Athene Holding Ltd                                                                    | CUSIP: 04686JAD3<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $71038.00     | 0.00%             | 2051-05-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                               | Athene Holding Ltd                                                                    | CUSIP: 04686JAE1<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    125000 | PA      | $80961.25     | 0.00%             | 2052-05-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                               | Athene Holding Ltd                                                                    | CUSIP: 04686JAF8<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $108141.00    | 0.00%             | 2033-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                               | Athene Holding Ltd                                                                    | CUSIP: 04686JAG6<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103802.00    | 0.00%             | 2034-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                               | Athene Holding Ltd                                                                    | CUSIP: 04686JAH4<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148290.00    | 0.00%             | 2054-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                               | Athene Holding Ltd                                                                    | CUSIP: 04686JAJ0<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97819.00     | 0.00%             | 2054-10-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                               | Athene Holding Ltd                                                                    | CUSIP: 04686JAL5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    175000 | PA      | $181632.50    | 0.00%             | 2055-05-19      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                               | Athene Holding Ltd                                                                    | CUSIP: 04686JAM3<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98419.00     | 0.00%             | 2055-06-28      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| City of Atlanta GA Water & Wastewater Revenue                                    | City of Atlanta Water & Wastewater Revenue                                            | CUSIP: 047870SN1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $107208.50    | 0.00%             | 2035-11-01      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| ATLANTIC CITY ELECTRIC                                                           | Atlantic City Electric Co                                                             | CUSIP: 048303CH2<br>LEI: 549300S5TW3VP5V06B73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100247.00    | 0.00%             | 2028-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ATLANTIC CITY ELECTRIC                                                           | Atlantic City Electric Co                                                             | CUSIP: 048303CJ8<br>LEI: 549300S5TW3VP5V06B73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90896.00     | 0.00%             | 2031-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ATLASSIAN CORPORATION                                                            | Atlassian Corp                                                                        | CUSIP: 049468AA9<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102678.00    | 0.00%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ATLASSIAN CORPORATION                                                            | Atlassian Corp                                                                        | CUSIP: 049468AB7<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103890.00    | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                                     | CUSIP: 049560AL9<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86459.00     | 0.00%             | 2043-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                                     | CUSIP: 049560AM7<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    175000 | PA      | $150739.75    | 0.00%             | 2044-10-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                                     | CUSIP: 049560AN5<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98898.00     | 0.00%             | 2027-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                                     | CUSIP: 049560AP0<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85154.00     | 0.00%             | 2048-10-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                                     | CUSIP: 049560AQ8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81964.00     | 0.00%             | 2049-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                                     | CUSIP: 049560AR6<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    125000 | PA      | $118956.25    | 0.00%             | 2029-09-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                                     | CUSIP: 049560AS4<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    100000 | PA      | $72393.00     | 0.00%             | 2049-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                                     | CUSIP: 049560AT2<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    150000 | PA      | $131839.50    | 0.00%             | 2031-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                                     | CUSIP: 049560AW5<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    150000 | PA      | $95514.00     | 0.00%             | 2052-02-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                                     | CUSIP: 049560AY1<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103649.00    | 0.00%             | 2052-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                                     | CUSIP: 049560AZ8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    150000 | PA      | $163650.00    | 0.00%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                                     | CUSIP: 049560BA2<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    100000 | PA      | $110089.00    | 0.00%             | 2053-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                                     | CUSIP: 049560BB0<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93109.00     | 0.00%             | 2054-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                                     | CUSIP: 049560BC8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     90000 | PA      | $93343.50     | 0.00%             | 2035-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                                     | CUSIP: 049560BE4<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98853.00     | 0.00%             | 2056-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                                       | Australia & New Zealand Banking Group Ltd.                                            | CUSIP: 05253JAZ4<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $252580.00    | 0.00%             | 2027-01-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                                       | Australia & New Zealand Banking Group Ltd.                                            | CUSIP: 05253JB34<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $254432.50    | 0.00%             | 2027-07-16      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                                       | Australia & New Zealand Banking Group Ltd.                                            | CUSIP: 05253JB42<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $250677.50    | 0.00%             | 2027-09-30      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                                       | Australia & New Zealand Banking Group Ltd.                                            | CUSIP: 05253JB59<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $256527.50    | 0.00%             | 2029-12-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AUTODESK INC                                                                     | Autodesk Inc                                                                          | CUSIP: 052769AE6<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99300.00     | 0.00%             | 2027-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AUTODESK INC                                                                     | Autodesk Inc                                                                          | CUSIP: 052769AG1<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94842.00     | 0.00%             | 2030-01-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| AUTODESK INC                                                                     | Autodesk Inc                                                                          | CUSIP: 052769AH9<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178882.00    | 0.00%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| AUTODESK INC                                                                     | Autodesk Inc                                                                          | CUSIP: 052769AJ5<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |     90000 | PA      | $93136.50     | 0.00%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AUTOMATIC DATA PROCESSNG                                                         | Automatic Data Processing Inc                                                         | CUSIP: 053015AF0<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |    200000 | PA      | $177162.00    | 0.00%             | 2030-09-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| AUTOMATIC DATA PROCESSNG                                                         | Automatic Data Processing Inc                                                         | CUSIP: 053015AG8<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190600.00    | 0.00%             | 2028-05-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| AUTOMATIC DATA PROCESSNG                                                         | Automatic Data Processing Inc                                                         | CUSIP: 053015AH6<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |    175000 | PA      | $175523.25    | 0.00%             | 2034-09-09      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AUTOMATIC DATA PROCESSNG                                                         | Automatic Data Processing Inc                                                         | CUSIP: 053015AJ2<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205708.00    | 0.00%             | 2032-05-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                                                   | AutoNation Inc                                                                        | CUSIP: 05329RAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $141271.50    | 0.00%             | 2032-03-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                                                   | AutoNation Inc                                                                        | CUSIP: 05329WAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $74398.50     | 0.00%             | 2027-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                                                   | AutoNation Inc                                                                        | CUSIP: 05329WAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $101115.00    | 0.00%             | 2030-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                                                   | AutoNation Inc                                                                        | CUSIP: 05329WAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $70608.75     | 0.00%             | 2028-08-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                                                   | AutoNation Inc                                                                        | CUSIP: 05329WAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $88298.00     | 0.00%             | 2031-08-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                                                   | AutoNation Inc                                                                        | CUSIP: 05329WAT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $104250.00    | 0.00%             | 2035-03-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                     | AutoZone Inc                                                                          | CUSIP: 053332AV4<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49799.50     | 0.00%             | 2027-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                     | AutoZone Inc                                                                          | CUSIP: 053332AW2<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148117.50    | 0.00%             | 2029-04-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                     | AutoZone Inc                                                                          | CUSIP: 053332AZ5<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148840.50    | 0.00%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                     | AutoZone Inc                                                                          | CUSIP: 053332BA9<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    150000 | PA      | $131587.50    | 0.00%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                     | AutoZone Inc                                                                          | CUSIP: 053332BB7<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151936.50    | 0.00%             | 2032-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                     | AutoZone Inc                                                                          | CUSIP: 053332BC5<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101165.00    | 0.00%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                     | AutoZone Inc                                                                          | CUSIP: 053332BD3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100701.00    | 0.00%             | 2033-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                     | AutoZone Inc                                                                          | CUSIP: 053332BF8<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77308.50     | 0.00%             | 2033-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                     | AutoZone Inc                                                                          | CUSIP: 053332BG6<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     75000 | PA      | $79535.25     | 0.00%             | 2028-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                     | AutoZone Inc                                                                          | CUSIP: 053332BH4<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $111931.00    | 0.00%             | 2033-11-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                     | AutoZone Inc                                                                          | CUSIP: 053332BJ0<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103169.00    | 0.00%             | 2029-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                     | AutoZone Inc                                                                          | CUSIP: 053332BK7<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    125000 | PA      | $130355.00    | 0.00%             | 2034-07-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                            | AvalonBay Communities Inc                                                             | CUSIP: 053484AB7<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    150000 | PA      | $132211.50    | 0.00%             | 2032-01-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                            | AvalonBay Communities Inc                                                             | CUSIP: 053484AC5<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |     50000 | PA      | $47164.50     | 0.00%             | 2028-12-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                            | AvalonBay Communities Inc                                                             | CUSIP: 053484AD3<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    100000 | PA      | $102907.00    | 0.00%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                            | AvalonBay Communities Inc                                                             | CUSIP: 053484AE1<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    100000 | PA      | $104613.00    | 0.00%             | 2033-12-07      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                            | AvalonBay Communities Inc                                                             | CUSIP: 053484AF8<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    100000 | PA      | $104502.00    | 0.00%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                            | AvalonBay Communities Inc                                                             | CUSIP: 053484AG6<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |     70000 | PA      | $71107.40     | 0.00%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                            | AvalonBay Communities Inc                                                             | CUSIP: 05348EAZ2<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    100000 | PA      | $81194.00     | 0.00%             | 2046-10-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                            | AvalonBay Communities Inc                                                             | CUSIP: 05348EBC2<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |     75000 | PA      | $73888.50     | 0.00%             | 2028-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                            | AvalonBay Communities Inc                                                             | CUSIP: 05348EBE8<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |     50000 | PA      | $43200.00     | 0.00%             | 2048-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                            | AvalonBay Communities Inc                                                             | CUSIP: 05348EBF5<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |     75000 | PA      | $73163.25     | 0.00%             | 2029-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                            | AvalonBay Communities Inc                                                             | CUSIP: 05348EBG3<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    100000 | PA      | $92861.00     | 0.00%             | 2030-03-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                            | AvalonBay Communities Inc                                                             | CUSIP: 05348EBH1<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    150000 | PA      | $137580.00    | 0.00%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AVANGRID INC                                                                     | Avangrid Inc                                                                          | CUSIP: 05351WAB9<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98815.00     | 0.00%             | 2029-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AVERY DENNISON CORP                                                              | Avery Dennison Corp                                                                   | CUSIP: 053611AK5<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93665.00     | 0.00%             | 2030-04-30      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| AVERY DENNISON CORP                                                              | Avery Dennison Corp                                                                   | CUSIP: 053611AM1<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87808.00     | 0.00%             | 2032-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AVERY DENNISON CORP                                                              | Avery Dennison Corp                                                                   | CUSIP: 053611AN9<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106305.00    | 0.00%             | 2033-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AVISTA CORP                                                                      | Avista Corp                                                                           | CUSIP: 05379BAQ0<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84286.00     | 0.00%             | 2048-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AVNET INC                                                                        | Avnet Inc                                                                             | CUSIP: 053807AU7<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45443.00     | 0.00%             | 2031-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AVNET INC                                                                        | Avnet Inc                                                                             | CUSIP: 053807AV5<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50989.50     | 0.00%             | 2032-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AVNET INC                                                                        | Avnet Inc                                                                             | CUSIP: 053807AW3<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103713.00    | 0.00%             | 2028-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                                           | AXA SA                                                                                | CUSIP: 054536AA5<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |    150000 | PA      | $177871.50    | 0.00%             | 2030-12-15      | Fixed         | 8.60%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                                           | Equitable Holdings Inc                                                                | CUSIP: 054561AJ4<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    275000 | PA      | $276232.00    | 0.00%             | 2028-04-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                                           | Equitable Holdings Inc                                                                | CUSIP: 054561AM7<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    250000 | PA      | $227457.50    | 0.00%             | 2048-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AXIS SPECIALTY FINANCE                                                           | AXIS Specialty Finance LLC                                                            | CUSIP: 05463HAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $98845.00     | 0.00%             | 2029-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AXIS SPECIALTY FINANCE                                                           | AXIS Specialty Finance LLC                                                            | CUSIP: 05463HAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $48258.50     | 0.00%             | 2040-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AXIS SPECIALTY FINAN PLC                                                         | AXIS Specialty Finance PLC                                                            | CUSIP: 05464HAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     50000 | PA      | $49838.00     | 0.00%             | 2027-12-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                      | BBCMS Mortgage Trust 2018-C2                                                          | CUSIP: 05491UBC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    449000 | PA      | $446068.48    | 0.01%             | 2051-12-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                      | CUSIP: 054989AA6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    200000 | PA      | $216612.00    | 0.00%             | 2030-08-02      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                      | CUSIP: 054989AB4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $110832.00    | 0.00%             | 2033-08-02      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                      | CUSIP: 054989AC2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    150000 | PA      | $170176.50    | 0.00%             | 2043-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                      | CUSIP: 054989AD0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    200000 | PA      | $229198.00    | 0.00%             | 2053-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                      | CUSIP: 054989AF5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129786.80    | 0.00%             | 2033-03-22      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                      | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    400000 | PA      | $396400.00    | 0.01%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                      | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    450000 | PA      | $417226.50    | 0.01%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                      | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    375000 | PA      | $316248.75    | 0.01%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                      | CUSIP: 05526DBH7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97381.00     | 0.00%             | 2029-09-06      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                      | CUSIP: 05526DBK0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    175000 | PA      | $150428.25    | 0.00%             | 2049-09-06      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                      | CUSIP: 05526DBN4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    175000 | PA      | $179247.25    | 0.00%             | 2030-04-02      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                      | CUSIP: 05526DBP9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150957.00    | 0.00%             | 2027-04-02      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                      | CUSIP: 05526DBQ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91631.00     | 0.00%             | 2050-04-02      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                      | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    275000 | PA      | $264046.75    | 0.00%             | 2028-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                      | CUSIP: 05526DBS3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    250000 | PA      | $230317.50    | 0.00%             | 2031-03-25      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                      | CUSIP: 05526DBT1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     75000 | PA      | $61500.00     | 0.00%             | 2040-09-25      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                      | CUSIP: 05526DBU8<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     75000 | PA      | $55880.25     | 0.00%             | 2050-09-25      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                      | CUSIP: 05526DBV6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    125000 | PA      | $120290.00    | 0.00%             | 2052-03-16      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                      | CUSIP: 05526DBW4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    175000 | PA      | $177392.25    | 0.00%             | 2032-03-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                      | CUSIP: 05526DBX2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $117268.00    | 0.00%             | 2032-10-19      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                      | CUSIP: 05526DBY0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    150000 | PA      | $159543.00    | 0.00%             | 2031-02-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                      | CUSIP: 05526DBZ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    175000 | PA      | $188382.25    | 0.00%             | 2034-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                      | CUSIP: 05526DCB9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    175000 | PA      | $182626.50    | 0.00%             | 2032-08-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                      | CUSIP: 05526DCC7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    175000 | PA      | $183575.00    | 0.00%             | 2035-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                      | CUSIP: 05526DCD5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78780.00     | 0.00%             | 2055-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                                                             | BAT International Finance PLC                                                         | CUSIP: 05530QAP5<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $201534.00    | 0.00%             | 2028-03-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                                                             | BAT International Finance PLC                                                         | CUSIP: 05530QAQ3<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $210256.00    | 0.00%             | 2029-02-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                                 | CUSIP: 05531GAB7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98965.00     | 0.00%             | 2029-03-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                         | BHP Billiton Finance USA Ltd                                                          | CUSIP: 055451AR9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    170000 | PA      | $149146.10    | 0.00%             | 2042-02-24      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                         | BHP Billiton Finance USA Ltd                                                          | CUSIP: 055451AV0<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    450000 | PA      | $433368.00    | 0.01%             | 2043-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                         | BHP Billiton Finance USA Ltd                                                          | CUSIP: 055451AZ1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $203398.00    | 0.00%             | 2028-02-28      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                         | BHP Billiton Finance USA Ltd                                                          | CUSIP: 055451BA5<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    150000 | PA      | $153787.50    | 0.00%             | 2033-02-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                         | BHP Billiton Finance USA Ltd                                                          | CUSIP: 055451BC1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    150000 | PA      | $154609.50    | 0.00%             | 2028-09-08      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                         | BHP Billiton Finance USA Ltd                                                          | CUSIP: 055451BD9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    150000 | PA      | $156783.00    | 0.00%             | 2030-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                         | BHP Billiton Finance USA Ltd                                                          | CUSIP: 055451BE7<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $261197.50    | 0.00%             | 2033-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                         | BHP Billiton Finance USA Ltd                                                          | CUSIP: 055451BF4<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    150000 | PA      | $152349.00    | 0.00%             | 2053-09-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                         | BHP Billiton Finance USA Ltd                                                          | CUSIP: 055451BJ6<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $206826.00    | 0.00%             | 2030-02-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                         | BHP Billiton Finance USA Ltd                                                          | CUSIP: 055451BK3<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    150000 | PA      | $155832.00    | 0.00%             | 2032-02-21      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                         | BHP Billiton Finance USA Ltd                                                          | CUSIP: 055451BL1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    225000 | PA      | $234393.75    | 0.00%             | 2035-02-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                         | BHP Billiton Finance USA Ltd                                                          | CUSIP: 055451BM9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    150000 | PA      | $156490.50    | 0.00%             | 2055-09-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                         | BHP Billiton Finance USA Ltd                                                          | CUSIP: 055451BN7<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    100000 | PA      | $101840.00    | 0.00%             | 2036-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                      | BBCMS Mortgage Trust 2023-C21                                                         | CUSIP: 05553WAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1629847.23   | 0.03%             | 2056-09-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                      | BBCMS Mortgage Trust 2024-C26                                                         | CUSIP: 05555AAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $974325.03    | 0.02%             | 2057-05-15      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| BGC GROUP INC                                                                    | BGC Group Inc                                                                         | CUSIP: 05555LAB7<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104391.00    | 0.00%             | 2029-06-10      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| BGC GROUP INC                                                                    | BGC Group Inc                                                                         | CUSIP: 05555LAD3<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103244.00    | 0.00%             | 2030-04-02      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                                           | BP Capital Markets PLC                                                                | CUSIP: 05565QDH8<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    150000 | PA      | $149167.50    | 0.00%             | 2028-11-28      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                                           | BP Capital Markets PLC                                                                | CUSIP: 05565QDN5<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    275000 | PA      | $272547.00    | 0.00%             | 2027-09-19      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA                                                                               | CUSIP: 05578DAX0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $248557.50    | 0.00%             | 2026-12-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                               | BMO 2024-C9 Mortgage Trust                                                            | CUSIP: 05593MAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4500000 | PA      | $4816147.91   | 0.09%             | 2057-07-15      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                               | BMO 2023-C5 Mortgage Trust                                                            | CUSIP: 055988AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $1252694.50   | 0.02%             | 2056-06-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| BAIDU INC                                                                        | Baidu Inc                                                                             | CUSIP: 056752AJ7<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |    100000 | PA      | $99544.00     | 0.00%             | 2027-07-06      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BAIDU INC                                                                        | Baidu Inc                                                                             | CUSIP: 056752AN8<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $204860.00    | 0.00%             | 2028-11-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BAIDU INC                                                                        | Baidu Inc                                                                             | CUSIP: 056752AU2<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $182800.00    | 0.00%             | 2031-08-23      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL SPECIALTY F                                                         | Bain Capital Specialty Finance Inc                                                    | CUSIP: 05684BAD9<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74982.75     | 0.00%             | 2030-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES HLDGS LLC                                                           | Baker Hughes Holdings LLC                                                             | CUSIP: 057224AZ0<br>LEI: 549300XU3XH6F05YEQ93 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198048.00    | 0.00%             | 2040-09-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                                                          | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                               | CUSIP: 05723KAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $197824.00    | 0.00%             | 2027-12-15      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                                                          | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                               | CUSIP: 05723KAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $202470.00    | 0.00%             | 2047-12-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                                                          | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                               | CUSIP: 05723KAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $96739.00     | 0.00%             | 2029-11-07      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                                                          | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                               | CUSIP: 05724BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $151962.00    | 0.00%             | 2030-05-01      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                                                          | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                               | CUSIP: 05724BAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $98065.00     | 0.00%             | 2026-12-15      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                         | Baltimore Gas and Electric Co                                                         | CUSIP: 059165EC0<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    100000 | PA      | $112707.00    | 0.00%             | 2036-10-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                         | Baltimore Gas and Electric Co                                                         | CUSIP: 059165EH9<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    150000 | PA      | $113344.50    | 0.00%             | 2046-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                         | Baltimore Gas and Electric Co                                                         | CUSIP: 059165EK2<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83958.00     | 0.00%             | 2048-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                         | Baltimore Gas and Electric Co                                                         | CUSIP: 059165EL0<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     75000 | PA      | $52239.00     | 0.00%             | 2049-09-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                         | Baltimore Gas and Electric Co                                                         | CUSIP: 059165EN6<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90615.00     | 0.00%             | 2031-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                         | Baltimore Gas and Electric Co                                                         | CUSIP: 059165EP1<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86582.00     | 0.00%             | 2052-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                         | Baltimore Gas and Electric Co                                                         | CUSIP: 059165EQ9<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147198.00    | 0.00%             | 2053-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                         | Baltimore Gas and Electric Co                                                         | CUSIP: 059165ER7<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78503.25     | 0.00%             | 2034-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                         | Baltimore Gas and Electric Co                                                         | CUSIP: 059165ES5<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76222.50     | 0.00%             | 2054-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                         | Baltimore Gas and Electric Co                                                         | CUSIP: 059165ET3<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104704.00    | 0.00%             | 2035-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 059438AK7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    150000 | PA      | $158479.50    | 0.00%             | 2027-04-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                                         | Banco Bilbao Vizcaya Argentaria SA                                                    | CUSIP: 05946KAN1<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $234938.00    | 0.00%             | 2034-11-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                                         | Banco Bilbao Vizcaya Argentaria SA                                                    | CUSIP: 05946KAQ4<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $207644.00    | 0.00%             | 2029-03-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                                         | Banco Bilbao Vizcaya Argentaria SA                                                    | CUSIP: 05946KAR2<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $214264.00    | 0.00%             | 2035-03-13      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                                    | CUSIP: 05964HAB1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $200390.00    | 0.00%             | 2027-04-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                                    | CUSIP: 05964HAF2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $198436.00    | 0.00%             | 2028-02-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                                    | CUSIP: 05964HAJ4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $200998.00    | 0.00%             | 2028-04-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                                    | CUSIP: 05964HAM7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $186358.00    | 0.00%             | 2031-03-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                                    | CUSIP: 05964HAQ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $199926.00    | 0.00%             | 2028-03-24      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                                    | CUSIP: 05964HAS4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $407432.00    | 0.01%             | 2027-08-18      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                                    | CUSIP: 05964HAU9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $415280.00    | 0.01%             | 2028-08-08      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                                    | CUSIP: 05964HAV7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $446808.00    | 0.01%             | 2033-08-08      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                                    | CUSIP: 05964HAX3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $204428.00    | 0.00%             | 2027-11-07      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                                    | CUSIP: 05964HAY1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $214040.00    | 0.00%             | 2028-11-07      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                                    | CUSIP: 05964HAZ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $230534.00    | 0.00%             | 2033-11-07      | Fixed         | 6.94%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                                    | CUSIP: 05964HBA2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $203504.00    | 0.00%             | 2028-03-14      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                                    | CUSIP: 05964HBB0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $207508.00    | 0.00%             | 2030-03-14      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                                    | CUSIP: 05964HBD6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $216584.00    | 0.00%             | 2034-03-14      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                                    | CUSIP: 05964HBF1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $203930.00    | 0.00%             | 2028-07-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                                    | CUSIP: 05964HBG9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $210864.00    | 0.00%             | 2031-07-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                                    | CUSIP: 05964HBJ3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $209208.00    | 0.00%             | 2030-01-17      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                                    | CUSIP: 05964HBK0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $216458.00    | 0.00%             | 2035-01-17      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                                    | CUSIP: 05971KAC3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $194762.00    | 0.00%             | 2029-06-27      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                                    | CUSIP: 05971KAF6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $193200.00    | 0.00%             | 2030-05-28      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                                    | CUSIP: 05971KAG4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $182740.00    | 0.00%             | 2030-12-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                                    | CUSIP: 05971KAL3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $183712.00    | 0.00%             | 2032-11-22      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                                               | Bank of America NA                                                                    | CUSIP: 06050TJZ6<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DBT              | CORP              | US        |    168000 | PA      | $184433.76    | 0.00%             | 2036-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                  | CUSIP: 06051GEN5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    275000 | PA      | $296848.75    | 0.01%             | 2042-02-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                  | CUSIP: 06051GFC8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    350000 | PA      | $345373.00    | 0.01%             | 2044-01-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                  | CUSIP: 06051GFG9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96759.00     | 0.00%             | 2044-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                  | CUSIP: 06051GFQ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91334.00     | 0.00%             | 2045-04-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                  | CUSIP: 06051GGA1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    500000 | PA      | $494880.00    | 0.01%             | 2027-10-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                  | CUSIP: 06051GGC7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    350000 | PA      | $350542.50    | 0.01%             | 2027-11-25      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                  | CUSIP: 06051GGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498620.00    | 0.01%             | 2028-01-20      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                  | CUSIP: 06051GGG8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    425000 | PA      | $377744.25    | 0.01%             | 2048-01-20      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                  | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    350000 | PA      | $348288.50    | 0.01%             | 2028-04-24      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                  | CUSIP: 06051GGM5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    350000 | PA      | $331117.50    | 0.01%             | 2038-04-24      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                  | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    400000 | PA      | $397020.00    | 0.01%             | 2028-07-21      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                  | CUSIP: 06051GHA0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    250000 | PA      | $204285.00    | 0.00%             | 2049-01-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                  | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1087130.00   | 0.02%             | 2028-12-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                  | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499245.00    | 0.01%             | 2029-03-05      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                  | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    550000 | PA      | $553245.00    | 0.01%             | 2029-07-23      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                  | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    575000 | PA      | $572901.25    | 0.01%             | 2030-02-07      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                  | CUSIP: 06051GHS1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    500000 | PA      | $430740.00    | 0.01%             | 2050-03-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                  | CUSIP: 06051GHU6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    250000 | PA      | $226490.00    | 0.00%             | 2040-04-23      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                  | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    450000 | PA      | $435960.00    | 0.01%             | 2030-07-23      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                  | CUSIP: 06051GHX0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    350000 | PA      | $334232.50    | 0.01%             | 2030-10-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                  | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    650000 | PA      | $607899.50    | 0.01%             | 2031-02-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                  | CUSIP: 06051GJA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $824500.00    | 0.01%             | 2051-03-20      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                  | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    550000 | PA      | $514657.00    | 0.01%             | 2031-04-29      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                  | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    900000 | PA      | $677583.00    | 0.01%             | 2041-06-19      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                  | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    525000 | PA      | $473534.25    | 0.01%             | 2031-07-23      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                  | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    450000 | PA      | $403569.00    | 0.01%             | 2031-10-24      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                  | CUSIP: 06051GJM2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    200000 | PA      | $130638.00    | 0.00%             | 2051-10-24      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                  | CUSIP: 06051GJN0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    200000 | PA      | $148448.00    | 0.00%             | 2052-03-13      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                  | CUSIP: 06051GJP5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    400000 | PA      | $368928.00    | 0.01%             | 2032-03-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                  | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    800000 | PA      | $736864.00    | 0.01%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                  | CUSIP: 06051GJW0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    650000 | PA      | $521514.50    | 0.01%             | 2042-04-22      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                  | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    500000 | PA      | $476540.00    | 0.01%             | 2029-06-14      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                  | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    650000 | PA      | $583297.00    | 0.01%             | 2032-07-21      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                  | CUSIP: 06051GKB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    350000 | PA      | $235910.50    | 0.00%             | 2052-07-21      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                  | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    400000 | PA      | $352236.00    | 0.01%             | 2036-09-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                  | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    600000 | PA      | $544668.00    | 0.01%             | 2032-10-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                  | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    425000 | PA      | $417549.75    | 0.01%             | 2028-02-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                  | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    650000 | PA      | $598000.00    | 0.01%             | 2033-02-04      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                  | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    425000 | PA      | $401965.00    | 0.01%             | 2037-03-08      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                  | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    400000 | PA      | $401600.00    | 0.01%             | 2028-04-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                  | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    700000 | PA      | $703136.00    | 0.01%             | 2033-04-27      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                  | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    500000 | PA      | $507225.00    | 0.01%             | 2028-07-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                  | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    900000 | PA      | $925776.00    | 0.02%             | 2033-07-22      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                  | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    400000 | PA      | $416016.00    | 0.01%             | 2028-11-10      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                  | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    600000 | PA      | $615516.00    | 0.01%             | 2029-04-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                  | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    950000 | PA      | $989301.50    | 0.02%             | 2034-04-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                  | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    450000 | PA      | $470466.00    | 0.01%             | 2029-09-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                  | CUSIP: 06051GLU1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    700000 | PA      | $754474.00    | 0.01%             | 2034-09-15      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                  | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    900000 | PA      | $947943.00    | 0.02%             | 2035-01-23      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                  | CUSIP: 06051GMB2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    450000 | PA      | $464116.50    | 0.01%             | 2035-08-15      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                  | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    600000 | PA      | $620130.00    | 0.01%             | 2035-10-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                  | CUSIP: 06051GMK2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    450000 | PA      | $458586.00    | 0.01%             | 2029-01-24      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                  | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    500000 | PA      | $518825.00    | 0.01%             | 2031-01-24      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                  | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    650000 | PA      | $686367.50    | 0.01%             | 2036-01-24      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                  | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    450000 | PA      | $472599.00    | 0.01%             | 2036-02-12      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                  | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    400000 | PA      | $405624.00    | 0.01%             | 2029-05-09      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                  | CUSIP: 06051GMW6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    350000 | PA      | $368938.50    | 0.01%             | 2036-05-09      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | Bank of Montreal                                                                      | CUSIP: 06368BGS1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $197304.00    | 0.00%             | 2032-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | Bank of Montreal                                                                      | CUSIP: 06368DH72<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $180094.00    | 0.00%             | 2037-01-10      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | Bank of Montreal                                                                      | CUSIP: 06368FAJ8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $246132.50    | 0.00%             | 2027-03-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | Bank of Montreal                                                                      | CUSIP: 06368L3K0<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $153189.00    | 0.00%             | 2027-06-04      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | Bank of Montreal                                                                      | CUSIP: 06368L3L8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $158757.00    | 0.00%             | 2031-06-04      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | Bank of Montreal                                                                      | CUSIP: 06368L8L3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $152278.50    | 0.00%             | 2030-09-10      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | Bank of Montreal                                                                      | CUSIP: 06368LAQ9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $202684.00    | 0.00%             | 2027-09-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | Bank of Montreal                                                                      | CUSIP: 06368LC53<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $202730.00    | 0.00%             | 2026-12-11      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | Bank of Montreal                                                                      | CUSIP: 06368LGV2<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $256515.00    | 0.00%             | 2028-02-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | Bank of Montreal                                                                      | CUSIP: 06368LWU6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $208954.00    | 0.00%             | 2028-09-25      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | Bank of Montreal                                                                      | CUSIP: 06368MJG0<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $102025.00    | 0.00%             | 2029-01-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | Bank of Montreal                                                                      | CUSIP: 06368MXU3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    130000 | PA      | $130093.60    | 0.00%             | 2028-09-22      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | Bank of Montreal                                                                      | CUSIP: 06368MXV1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    180000 | PA      | $180441.00    | 0.00%             | 2031-09-22      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON                                                          | Bank of New York Mellon/The                                                           | CUSIP: 06405LAH4<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254460.00    | 0.00%             | 2029-04-20      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                      | CUSIP: 06406GAA9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146028.00    | 0.00%             | 2028-10-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                      | CUSIP: 06406RAB3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149116.50    | 0.00%             | 2028-02-07      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                      | CUSIP: 06406RAD9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248202.50    | 0.00%             | 2027-05-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                      | CUSIP: 06406RAF4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198508.00    | 0.00%             | 2028-01-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                      | CUSIP: 06406RAH0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150513.00    | 0.00%             | 2028-04-28      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                      | CUSIP: 06406RAR8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88738.00     | 0.00%             | 2031-01-28      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                      | CUSIP: 06406RAW7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88514.00     | 0.00%             | 2031-07-28      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                      | CUSIP: 06406RAZ0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94312.00     | 0.00%             | 2029-01-25      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                      | CUSIP: 06406RBB2<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91431.00     | 0.00%             | 2032-01-26      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                      | CUSIP: 06406RBD8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100114.00    | 0.00%             | 2029-04-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                      | CUSIP: 06406RBH9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198398.00    | 0.00%             | 2033-06-13      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                      | CUSIP: 06406RBK2<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101947.00    | 0.00%             | 2030-07-26      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                      | CUSIP: 06406RBL0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258482.50    | 0.00%             | 2028-10-25      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                      | CUSIP: 06406RBM8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    250000 | PA      | $270715.00    | 0.00%             | 2033-10-25      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                      | CUSIP: 06406RBN6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151828.50    | 0.00%             | 2029-02-01      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                      | CUSIP: 06406RBP1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151776.00    | 0.00%             | 2034-02-01      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                      | CUSIP: 06406RBR7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205290.00    | 0.00%             | 2034-04-26      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                      | CUSIP: 06406RBT3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    200000 | PA      | $212722.00    | 0.00%             | 2029-10-25      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                      | CUSIP: 06406RBU0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    100000 | PA      | $112303.00    | 0.00%             | 2034-10-25      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                      | CUSIP: 06406RBV8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154624.50    | 0.00%             | 2030-03-14      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                      | CUSIP: 06406RBW6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207562.00    | 0.00%             | 2035-03-14      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                      | CUSIP: 06406RBZ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207784.00    | 0.00%             | 2032-07-22      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                      | CUSIP: 06406RCA3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156130.50    | 0.00%             | 2035-11-20      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                      | CUSIP: 06406RCB1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257572.50    | 0.00%             | 2031-02-11      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                      | CUSIP: 06406RCH8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    140000 | PA      | $141010.80    | 0.00%             | 2028-06-09      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                      | CUSIP: 06406RCJ4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    140000 | PA      | $146209.00    | 0.00%             | 2036-06-06      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                      | CUSIP: 06406YAA0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146017.50    | 0.00%             | 2029-08-23      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                      | CUSIP: 06406YAB8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105042.00    | 0.00%             | 2039-07-21      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                               | CUSIP: 0641594B9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $134011.50    | 0.00%             | 2031-08-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                               | CUSIP: 06417XAD3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $146758.50    | 0.00%             | 2027-02-02      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                               | CUSIP: 06417XAE1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $134418.00    | 0.00%             | 2032-02-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                               | CUSIP: 06417XAG6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $195410.00    | 0.00%             | 2037-05-04      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                               | CUSIP: 06417XAP6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $205202.00    | 0.00%             | 2030-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                               | CUSIP: 06418BAE8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $148263.00    | 0.00%             | 2027-03-11      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                               | CUSIP: 06418GAD9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $154716.00    | 0.00%             | 2028-06-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                               | CUSIP: 06418GAH0<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $153319.50    | 0.00%             | 2027-06-04      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                               | CUSIP: 06418GAK3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    125000 | PA      | $130685.00    | 0.00%             | 2029-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                               | CUSIP: 06418GAL1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $201120.00    | 0.00%             | 2028-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                               | CUSIP: 06418GAN7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $152427.00    | 0.00%             | 2032-11-10      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                               | CUSIP: 06418GAP2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $203700.00    | 0.00%             | 2029-02-14      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                               | CUSIP: 06418GAQ0<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $154870.50    | 0.00%             | 2031-02-14      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                               | CUSIP: 06418GAU1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    140000 | PA      | $139900.60    | 0.00%             | 2028-09-15      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                               | CUSIP: 06418GAW7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $150019.50    | 0.00%             | 2031-09-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                               | CUSIP: 06418JAA9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $202782.00    | 0.00%             | 2026-12-07      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                               | CUSIP: 06418JAC5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $160636.50    | 0.00%             | 2034-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 06423AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    150000 | PA      | $177180.00    | 0.00%             | 2030-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Bank                                                                             | BANK 2025-BNK50                                                                       | CUSIP: 064908AH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $427230.46    | 0.01%             | 2068-05-15      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Bank                                                                             | BANK 2020-BNK26                                                                       | CUSIP: 06540JBG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $276286.07    | 0.00%             | 2063-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Bank                                                                             | BANK 2017-BNK9                                                                        | CUSIP: 06540RAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    940912 | PA      | $928742.33    | 0.02%             | 2054-11-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Bank                                                                             | Bank 2019-BNK19                                                                       | CUSIP: 06540WBD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $570679.09    | 0.01%             | 2061-08-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| Bank                                                                             | BANK 2017-BNK7                                                                        | CUSIP: 06541XAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $147971.15    | 0.00%             | 2060-09-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Bank                                                                             | BANK 2017-BNK8                                                                        | CUSIP: 06650AAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1190000 | PA      | $1160909.77   | 0.02%             | 2050-11-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| BANKUNITED INC                                                                   | BankUnited Inc                                                                        | CUSIP: 06652KAB9<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75394.50     | 0.00%             | 2030-06-11      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BANNER HEALTH                                                                    | Banner Health                                                                         | CUSIP: 06654DAB3<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93785.00     | 0.00%             | 2030-01-01      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| BANNER HEALTH                                                                    | Banner Health                                                                         | CUSIP: 06654DAC1<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $70042.00     | 0.00%             | 2050-01-01      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| BANNER HEALTH                                                                    | Banner Health                                                                         | CUSIP: 06654DAD9<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90037.00     | 0.00%             | 2031-01-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| BAPTIST HLTH FOUNDATION                                                          | Baptist Health South Florida Obligated Group                                          | CUSIP: 066836AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $30306.00     | 0.00%             | 2071-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BAPTIST HEALTHCARE                                                               | Baptist Healthcare System Obligated Group                                             | CUSIP: 06684QAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $110017.50    | 0.00%             | 2050-08-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                          | CUSIP: 06738EAJ4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $388832.00    | 0.01%             | 2045-08-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                          | CUSIP: 06738EAU9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $200412.00    | 0.00%             | 2028-01-10      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                          | CUSIP: 06738EAV7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $186322.00    | 0.00%             | 2047-01-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                          | CUSIP: 06738EAW5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $251630.00    | 0.00%             | 2028-05-09      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                          | CUSIP: 06738EBD6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $254380.00    | 0.00%             | 2029-05-16      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                          | CUSIP: 06738EBK0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $305559.00    | 0.01%             | 2030-06-20      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                          | CUSIP: 06738EBM6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $92695.00     | 0.00%             | 2031-06-24      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                          | CUSIP: 06738EBP9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    150000 | PA      | $141831.00    | 0.00%             | 2035-09-23      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                          | CUSIP: 06738EBR5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $182572.00    | 0.00%             | 2032-03-10      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                          | CUSIP: 06738EBS3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $161270.00    | 0.00%             | 2042-03-10      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                          | CUSIP: 06738EBU8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $392680.00    | 0.01%             | 2027-11-24      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                          | CUSIP: 06738EBV6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $227702.50    | 0.00%             | 2032-11-24      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                          | CUSIP: 06738EBW4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $156426.00    | 0.00%             | 2042-11-24      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                          | CUSIP: 06738EBY0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $306288.00    | 0.01%             | 2028-08-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                          | CUSIP: 06738ECA1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $211490.00    | 0.00%             | 2033-08-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                          | CUSIP: 06738ECD5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $264582.50    | 0.00%             | 2028-11-02      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                          | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    350000 | PA      | $403189.50    | 0.01%             | 2033-11-02      | Fixed         | 7.44%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                          | CUSIP: 06738ECG8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $432976.00    | 0.01%             | 2034-05-09      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                          | CUSIP: 06738ECH6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $281012.50    | 0.00%             | 2034-06-27      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                          | CUSIP: 06738ECK9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $211780.00    | 0.00%             | 2029-09-13      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                          | CUSIP: 06738ECL7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $278245.00    | 0.00%             | 2034-09-13      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                          | CUSIP: 06738ECP8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $203690.00    | 0.00%             | 2028-03-12      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                          | CUSIP: 06738ECR4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    350000 | PA      | $364707.00    | 0.01%             | 2030-03-12      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                          | CUSIP: 06738ECS2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $213432.00    | 0.00%             | 2055-03-12      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                          | CUSIP: 06738ECT0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $202318.00    | 0.00%             | 2028-09-10      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                          | CUSIP: 06738ECU7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $255185.00    | 0.00%             | 2030-09-10      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                          | CUSIP: 06738ECV5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $408972.00    | 0.01%             | 2035-09-10      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                          | CUSIP: 06738ECX1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $254822.50    | 0.00%             | 2029-02-25      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                          | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    350000 | PA      | $362554.50    | 0.01%             | 2031-02-25      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                          | CUSIP: 06738ECZ6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    350000 | PA      | $369722.50    | 0.01%             | 2036-02-25      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                          | CUSIP: 06738EDD4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $301896.00    | 0.01%             | 2029-11-11      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                          | CUSIP: 06738EDE2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $259640.00    | 0.00%             | 2046-08-11      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| BARINGS BDC INC                                                                  | Barings BDC Inc                                                                       | CUSIP: 06759LAC7<br>LEI: 549300GSF4KFZP6ONG49 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98600.00     | 0.00%             | 2026-11-23      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BARINGS BDC INC                                                                  | Barings BDC Inc                                                                       | CUSIP: 06759LAE3<br>LEI: 549300GSF4KFZP6ONG49 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49817.00     | 0.00%             | 2028-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BARINGS PRIVATE CREDIT                                                           | Barings Private Credit Corp                                                           | CUSIP: 06763AAA9<br>LEI: 549300K2GGNA2FQFQL45 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69605.20     | 0.00%             | 2030-06-11      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| BARRICK MINING CORP                                                              | Barrick Mining Corp                                                                   | CUSIP: 067901AH1<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $74547.75     | 0.00%             | 2042-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BARRICK NA FINANCE LLC                                                           | Barrick North America Finance LLC                                                     | CUSIP: 06849RAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $103118.00    | 0.00%             | 2041-05-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BARRICK NA FINANCE LLC                                                           | Barrick North America Finance LLC                                                     | CUSIP: 06849RAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $155098.50    | 0.00%             | 2043-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BARRICK PD AU FIN PTY LT                                                         | Barrick PD Australia Finance Pty Ltd                                                  | CUSIP: 06849UAD7<br>LEI: 5493008DX0TK7OFLV260 | Long             | DBT              | CORP              | AU        |    150000 | PA      | $160411.50    | 0.00%             | 2039-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BASIN ELECTRIC PWR COOP                                                          | Basin Electric Power Cooperative                                                      | CUSIP: 070101AJ9<br>LEI: 5493002CLOJ5KYT5GB16 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125093.75    | 0.00%             | 2055-10-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BAXALTA INC                                                                      | Baxalta Inc                                                                           | CUSIP: 07177MAN3<br>LEI: 5493000JW8DCO3T45R55 | Long             | DBT              | CORP              | US        |     99000 | PA      | $96069.60     | 0.00%             | 2045-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                         | Baxter International Inc                                                              | CUSIP: 071813BP3<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     85000 | PA      | $61806.90     | 0.00%             | 2046-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                         | Baxter International Inc                                                              | CUSIP: 071813BY4<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97465.00     | 0.00%             | 2030-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                         | Baxter International Inc                                                              | CUSIP: 071813CB3<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    150000 | PA      | $128686.50    | 0.00%             | 2031-04-01      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                         | Baxter International Inc                                                              | CUSIP: 071813CL1<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    225000 | PA      | $219240.00    | 0.00%             | 2027-02-01      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                         | Baxter International Inc                                                              | CUSIP: 071813CP2<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    250000 | PA      | $235432.50    | 0.00%             | 2028-12-01      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                         | Baxter International Inc                                                              | CUSIP: 071813CS6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    250000 | PA      | $218630.00    | 0.00%             | 2032-02-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                         | Baxter International Inc                                                              | CUSIP: 071813CV9<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    125000 | PA      | $80513.75     | 0.00%             | 2051-12-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                          | Bay Area Toll Authority                                                               | CUSIP: 072024ND0<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    400000 | PA      | $430248.40    | 0.01%             | 2049-04-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                          | Bay Area Toll Authority                                                               | CUSIP: 072024PY2<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    230000 | PA      | $265678.52    | 0.00%             | 2050-10-01      | Fixed         | 6.91%                 | No            |                  2 | On Loan: No      |
| BAYCARE HEALTH SYSTEM                                                            | BayCare Health System Inc                                                             | CUSIP: 072722AE1<br>LEI: 1H90SRZU22X0SF1UZR52 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79158.00     | 0.00%             | 2050-11-15      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| BAYLOR SCOTT & WHITE HOL                                                         | Baylor Scott & White Holdings                                                         | CUSIP: 072863AC7<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86250.00     | 0.00%             | 2045-11-15      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| BAYLOR SCOTT & WHITE HOL                                                         | Baylor Scott & White Holdings                                                         | CUSIP: 072863AH6<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89901.00     | 0.00%             | 2030-11-15      | Fixed         | 1.78%                 | No            |                  2 | On Loan: No      |
| BAYLOR SCOTT & WHITE HOL                                                         | Baylor Scott & White Holdings                                                         | CUSIP: 072863AJ2<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |    200000 | PA      | $130582.00    | 0.00%             | 2050-11-15      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                      | BBCMS Mortgage Trust 2024-C28                                                         | CUSIP: 07336WAZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1455000 | PA      | $1495744.28   | 0.03%             | 2057-09-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                      | BBCMS Mortgage Trust 2024-C28                                                         | CUSIP: 07336WBA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1051489.65   | 0.02%             | 2057-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                      | BBCMS Mortgage Trust 2025-C32                                                         | CUSIP: 07337AAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1049165.10   | 0.02%             | 2062-02-15      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                      | BBCMS Mortgage Trust 2025-C32                                                         | CUSIP: 07337AAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1073827.26   | 0.02%             | 2062-02-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                                            | Becton Dickinson & Co                                                                 | CUSIP: 075887BG3<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    150000 | PA      | $134593.50    | 0.00%             | 2044-12-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                                            | Becton Dickinson & Co                                                                 | CUSIP: 075887BW8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    298000 | PA      | $296390.80    | 0.01%             | 2027-06-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                                            | Becton Dickinson & Co                                                                 | CUSIP: 075887BX6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    250000 | PA      | $221522.50    | 0.00%             | 2047-06-06      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                                            | Becton Dickinson & Co                                                                 | CUSIP: 075887CJ6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141579.00    | 0.00%             | 2030-05-20      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                                            | Becton Dickinson & Co                                                                 | CUSIP: 075887CK3<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    150000 | PA      | $114424.50    | 0.00%             | 2050-05-20      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                                            | Becton Dickinson & Co                                                                 | CUSIP: 075887CL1<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178132.00    | 0.00%             | 2031-02-11      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                                            | Becton Dickinson & Co                                                                 | CUSIP: 075887CP2<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98977.00     | 0.00%             | 2032-08-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                                            | Becton Dickinson & Co                                                                 | CUSIP: 075887CQ0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151989.00    | 0.00%             | 2028-02-13      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                                            | Becton Dickinson & Co                                                                 | CUSIP: 075887CR8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102122.00    | 0.00%             | 2029-02-08      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                                            | Becton Dickinson & Co                                                                 | CUSIP: 075887CS6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102724.00    | 0.00%             | 2034-02-08      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                                            | Becton Dickinson & Co                                                                 | CUSIP: 075887CU1<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102939.00    | 0.00%             | 2029-06-07      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                                      | Bell Telephone Co of Canada or Bell Canada                                            | CUSIP: 0778FPAA7<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $167170.00    | 0.00%             | 2048-04-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                                      | Bell Telephone Co of Canada or Bell Canada                                            | CUSIP: 0778FPAB5<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $80477.00     | 0.00%             | 2049-07-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                                      | Bell Telephone Co of Canada or Bell Canada                                            | CUSIP: 0778FPAF6<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $72958.00     | 0.00%             | 2051-03-17      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                                      | Bell Telephone Co of Canada or Bell Canada                                            | CUSIP: 0778FPAG4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $86845.00     | 0.00%             | 2032-02-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                                      | Bell Telephone Co of Canada or Bell Canada                                            | CUSIP: 0778FPAJ8<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $53819.25     | 0.00%             | 2052-08-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                                      | Bell Telephone Co of Canada or Bell Canada                                            | CUSIP: 0778FPAL3<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    175000 | PA      | $178645.25    | 0.00%             | 2033-05-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                                      | Bell Telephone Co of Canada or Bell Canada                                            | CUSIP: 0778FPAM1<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $153172.50    | 0.00%             | 2034-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                                      | Bell Telephone Co of Canada or Bell Canada                                            | CUSIP: 0778FPAN9<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $145335.00    | 0.00%             | 2054-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                                                         | Amcor Flexibles North America Inc                                                     | CUSIP: 081437AT2<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92916.00     | 0.00%             | 2030-06-19      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2019-B9 Mortgage Trust                                                      | CUSIP: 08160JAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $591818.75    | 0.01%             | 2052-03-15      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2020-B16 Mortgage Trust                                                     | CUSIP: 08161NAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $936210.63    | 0.02%             | 2053-02-15      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2019-B13 Mortgage Trust                                                     | CUSIP: 08162DAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3500000 | PA      | $3325953.02   | 0.06%             | 2057-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2019-B12 Mortgage Trust                                                     | CUSIP: 08162FAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $671375.61    | 0.01%             | 2052-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2019-B10 Mortgage Trust                                                     | CUSIP: 08162VAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5090000 | PA      | $4997455.45   | 0.09%             | 2062-03-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| BERKLEY (WR) CORPORATION                                                         | W R Berkley Corp                                                                      | CUSIP: 084423AU6<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39186.50     | 0.00%             | 2050-05-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BERKLEY (WR) CORPORATION                                                         | W R Berkley Corp                                                                      | CUSIP: 084423AV4<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |    100000 | PA      | $72129.00     | 0.00%             | 2052-03-30      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| BERKLEY (WR) CORPORATION                                                         | W R Berkley Corp                                                                      | CUSIP: 084423AW2<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |    100000 | PA      | $63257.00     | 0.00%             | 2061-09-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                          | CUSIP: 084659AF8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    150000 | PA      | $131955.00    | 0.00%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                          | CUSIP: 084659AM3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147679.50    | 0.00%             | 2028-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                          | CUSIP: 084659AP6<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    150000 | PA      | $115432.50    | 0.00%             | 2048-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                          | CUSIP: 084659AR2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    175000 | PA      | $148111.25    | 0.00%             | 2049-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                          | CUSIP: 084659AV3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147783.00    | 0.00%             | 2030-07-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                          | CUSIP: 084659AX9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    175000 | PA      | $143279.50    | 0.00%             | 2050-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                          | CUSIP: 084659BC4<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    250000 | PA      | $158660.00    | 0.00%             | 2051-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                          | CUSIP: 084659BD2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     75000 | PA      | $65548.50     | 0.00%             | 2031-05-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                          | CUSIP: 084659BF7<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    200000 | PA      | $171632.00    | 0.00%             | 2053-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                           | Berkshire Hathaway Finance Corp                                                       | CUSIP: 084664BL4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    200000 | PA      | $219620.00    | 0.00%             | 2040-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                           | Berkshire Hathaway Finance Corp                                                       | CUSIP: 084664BU4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93654.00     | 0.00%             | 2042-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                           | Berkshire Hathaway Finance Corp                                                       | CUSIP: 084664BV2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    150000 | PA      | $135594.00    | 0.00%             | 2043-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                           | Berkshire Hathaway Finance Corp                                                       | CUSIP: 084664CQ2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    350000 | PA      | $299120.50    | 0.01%             | 2048-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                           | Berkshire Hathaway Finance Corp                                                       | CUSIP: 084664CR0<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    350000 | PA      | $301542.50    | 0.01%             | 2049-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                           | Berkshire Hathaway Finance Corp                                                       | CUSIP: 084664CU3<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92075.00     | 0.00%             | 2030-03-12      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                           | Berkshire Hathaway Finance Corp                                                       | CUSIP: 084664CV1<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    300000 | PA      | $198261.00    | 0.00%             | 2050-10-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                           | Berkshire Hathaway Finance Corp                                                       | CUSIP: 084664CW9<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    150000 | PA      | $133657.50    | 0.00%             | 2030-10-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                           | Berkshire Hathaway Finance Corp                                                       | CUSIP: 084664CX7<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    100000 | PA      | $61508.00     | 0.00%             | 2051-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                           | Berkshire Hathaway Finance Corp                                                       | CUSIP: 084664CZ2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147513.00    | 0.00%             | 2027-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                           | Berkshire Hathaway Finance Corp                                                       | CUSIP: 084664DA6<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93988.00     | 0.00%             | 2032-03-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                           | Berkshire Hathaway Finance Corp                                                       | CUSIP: 084664DB4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    525000 | PA      | $414414.00    | 0.01%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY INC                                                           | Berkshire Hathaway Inc                                                                | CUSIP: 084670BK3<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |    175000 | PA      | $166825.75    | 0.00%             | 2043-02-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                                 | Berry Global Inc                                                                      | CUSIP: 08576BAB8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105992.00    | 0.00%             | 2031-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                                 | Berry Global Inc                                                                      | CUSIP: 08576PAL5<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102932.00    | 0.00%             | 2028-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                                 | Berry Global Inc                                                                      | CUSIP: 08576PAQ4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    150000 | PA      | $157353.00    | 0.00%             | 2034-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BEST BUY CO INC                                                                  | Best Buy Co Inc                                                                       | CUSIP: 08652BAA7<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101099.00    | 0.00%             | 2028-10-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BEST BUY CO INC                                                                  | Best Buy Co Inc                                                                       | CUSIP: 08652BAB5<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | DBT              | CORP              | US        |    150000 | PA      | $134557.50    | 0.00%             | 2030-10-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| BETH ISRAEL LAHEY HEALTH                                                         | Beth Israel Lahey Health Inc                                                          | CUSIP: 08661UAB2<br>LEI: 549300QPZ5W3279DU141 | Long             | DBT              | CORP              | US        |     50000 | PA      | $33280.00     | 0.00%             | 2051-07-01      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| BGC GROUP INC                                                                    | BGC Group Inc                                                                         | CUSIP: 088929AC8<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |     75000 | PA      | $80146.50     | 0.00%             | 2028-05-25      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Bio-Rad Laboratories Inc                                                         | Bio-Rad Laboratories Inc                                                              | CUSIP: 090572AQ1<br>LEI: 549300ZC1GPV35XYDK53 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141723.00    | 0.00%             | 2032-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BIO-RAD LABS                                                                     | Bio-Rad Laboratories Inc                                                              | CUSIP: 090572AR9<br>LEI: 549300ZC1GPV35XYDK53 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98974.00     | 0.00%             | 2027-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                                       | Biogen Inc                                                                            | CUSIP: 09062XAD5<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187762.00    | 0.00%             | 2045-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                                       | Biogen Inc                                                                            | CUSIP: 09062XAG8<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    300000 | PA      | $198969.00    | 0.00%             | 2050-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                                       | Biogen Inc                                                                            | CUSIP: 09062XAH6<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    300000 | PA      | $276210.00    | 0.00%             | 2030-05-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                                       | Biogen Inc                                                                            | CUSIP: 09062XAK9<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    167000 | PA      | $112087.06    | 0.00%             | 2051-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                                       | Biogen Inc                                                                            | CUSIP: 09062XAL7<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106392.00    | 0.00%             | 2035-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                                       | Biogen Inc                                                                            | CUSIP: 09062XAM5<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107462.00    | 0.00%             | 2055-05-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                                       | Biogen Inc                                                                            | CUSIP: 09062XAN3<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103547.00    | 0.00%             | 2031-01-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                                 | Black Hills Corp                                                                      | CUSIP: 092113AM1<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148362.00    | 0.00%             | 2027-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                                 | Black Hills Corp                                                                      | CUSIP: 092113AQ2<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145582.50    | 0.00%             | 2033-05-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                                 | Black Hills Corp                                                                      | CUSIP: 092113AS8<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    100000 | PA      | $75564.00     | 0.00%             | 2049-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                                 | Black Hills Corp                                                                      | CUSIP: 092113AT6<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46268.00     | 0.00%             | 2030-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                                 | Black Hills Corp                                                                      | CUSIP: 092113AV1<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77820.00     | 0.00%             | 2028-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                                 | Black Hills Corp                                                                      | CUSIP: 092113AW9<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |     75000 | PA      | $80904.00     | 0.00%             | 2034-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                                 | Black Hills Corp                                                                      | CUSIP: 092113AX7<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |     75000 | PA      | $80361.00     | 0.00%             | 2035-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                                 | Black Hills Corp                                                                      | CUSIP: 092113AY5<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80275.20     | 0.00%             | 2031-01-31      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BLACKROCK INC                                                                    | Blackrock Inc                                                                         | CUSIP: 09247XAN1<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99366.00     | 0.00%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BLACKROCK INC                                                                    | Blackrock Inc                                                                         | CUSIP: 09247XAP6<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245395.00    | 0.00%             | 2029-04-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BLACKROCK INC                                                                    | Blackrock Inc                                                                         | CUSIP: 09247XAQ4<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187428.00    | 0.00%             | 2030-04-30      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BLACKROCK INC                                                                    | Blackrock Inc                                                                         | CUSIP: 09247XAR2<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    250000 | PA      | $225222.50    | 0.00%             | 2031-01-28      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| BLACKROCK INC                                                                    | Blackrock Inc                                                                         | CUSIP: 09247XAS0<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    200000 | PA      | $176862.00    | 0.00%             | 2032-02-25      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| BLACKROCK INC                                                                    | Blackrock Inc                                                                         | CUSIP: 09247XAT8<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205570.00    | 0.00%             | 2033-05-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                           | Blackstone Private Credit Fund                                                        | CUSIP: 09261HAK3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196522.00    | 0.00%             | 2027-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                           | Blackstone Private Credit Fund                                                        | CUSIP: 09261HAR8<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97232.00     | 0.00%             | 2029-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                           | Blackstone Private Credit Fund                                                        | CUSIP: 09261HBC0<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    150000 | PA      | $159534.00    | 0.00%             | 2028-11-27      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                           | Blackstone Private Credit Fund                                                        | CUSIP: 09261HBN6<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102291.00    | 0.00%             | 2029-07-16      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                           | Blackstone Private Credit Fund                                                        | CUSIP: 09261HBR7<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    175000 | PA      | $176074.50    | 0.00%             | 2027-09-26      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                           | Blackstone Private Credit Fund                                                        | CUSIP: 09261HBS5<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74836.50     | 0.00%             | 2030-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                           | Blackstone Private Credit Fund                                                        | CUSIP: 09261HBU0<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202498.00    | 0.00%             | 2029-11-22      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                           | Blackstone Private Credit Fund                                                        | CUSIP: 09261HBW6<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    225000 | PA      | $228971.25    | 0.00%             | 2034-11-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                           | Blackstone Private Credit Fund                                                        | CUSIP: 09261HBX4<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204608.00    | 0.00%             | 2032-01-29      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                           | Blackstone Private Credit Fund                                                        | CUSIP: 09261HBY2<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88835.40     | 0.00%             | 2030-09-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                                                          | Blackstone Secured Lending Fund                                                       | CUSIP: 09261XAD4<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96995.00     | 0.00%             | 2027-02-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                                                          | Blackstone Secured Lending Fund                                                       | CUSIP: 09261XAG7<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94562.00     | 0.00%             | 2028-09-30      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                                                          | Blackstone Secured Lending Fund                                                       | CUSIP: 09261XAH5<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102102.00    | 0.00%             | 2027-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                                                          | Blackstone Secured Lending Fund                                                       | CUSIP: 09261XAJ1<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101054.00    | 0.00%             | 2028-04-13      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                                                          | Blackstone Secured Lending Fund                                                       | CUSIP: 09261XAK8<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75254.25     | 0.00%             | 2030-06-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BLACKROCK FUNDING INC                                                            | BlackRock Funding Inc                                                                 | CUSIP: 09290DAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $102501.00    | 0.00%             | 2029-03-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BLACKROCK FUNDING INC                                                            | BlackRock Funding Inc                                                                 | CUSIP: 09290DAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $207504.00    | 0.00%             | 2034-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BLACKROCK FUNDING INC                                                            | BlackRock Funding Inc                                                                 | CUSIP: 09290DAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $195744.00    | 0.00%             | 2054-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BLACKROCK FUNDING INC                                                            | BlackRock Funding Inc                                                                 | CUSIP: 09290DAH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $151965.00    | 0.00%             | 2027-07-26      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BLACKROCK FUNDING INC                                                            | BlackRock Funding Inc                                                                 | CUSIP: 09290DAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $102896.00    | 0.00%             | 2035-01-08      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BLACKROCK FUNDING INC                                                            | BlackRock Funding Inc                                                                 | CUSIP: 09290DAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $199040.00    | 0.00%             | 2055-01-08      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE REG FINANCE                                                           | Blackstone Reg Finance Co LLC                                                         | CUSIP: 092914AA8<br>LEI: 254900S2G1V55FTA4590 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151393.50    | 0.00%             | 2034-12-06      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE REG FINANCE                                                           | Blackstone Reg Finance Co LLC                                                         | CUSIP: 092914AB6<br>LEI: 254900S2G1V55FTA4590 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100181.00    | 0.00%             | 2030-11-03      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BLOCK FINANCIAL LLC                                                              | Block Financial LLC                                                                   | CUSIP: 093662AH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $145323.00    | 0.00%             | 2030-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BLOCK FINANCIAL LLC                                                              | Block Financial LLC                                                                   | CUSIP: 093662AK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $101427.00    | 0.00%             | 2032-09-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                                                           | Blue Owl Credit Income Corp                                                           | CUSIP: 09581CAB7<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    175000 | PA      | $179977.00    | 0.00%             | 2029-09-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                                                           | Blue Owl Credit Income Corp                                                           | CUSIP: 09581CAD3<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    275000 | PA      | $274747.00    | 0.00%             | 2030-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BLUE OWL FINANCE LLC                                                             | Blue Owl Finance LLC                                                                  | CUSIP: 09581JAR7<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |    125000 | PA      | $113665.00    | 0.00%             | 2031-06-10      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BLUE OWL FINANCE LLC                                                             | Blue Owl Finance LLC                                                                  | CUSIP: 09581JAS5<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71916.00     | 0.00%             | 2032-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BLUE OWL FINANCE LLC                                                             | Blue Owl Finance LLC                                                                  | CUSIP: 09581JAT3<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206494.00    | 0.00%             | 2034-04-18      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BLUE OWL FINANCE LLC                                                             | Blue Owl Finance LLC                                                                  | CUSIP: 09581JAU0<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |     75000 | PA      | $52270.50     | 0.00%             | 2051-10-07      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BLUE OWL TECHNOLOGY FINA                                                         | Blue Owl Technology Finance Corp                                                      | CUSIP: 095924AA4<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100334.00    | 0.00%             | 2028-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| STANFORD UNIVERSITY                                                              | Leland Stanford Junior University/The                                                 | CUSIP: 09659DAC0<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151338.00    | 0.00%             | 2030-08-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP                                                           | Boardwalk Pipelines LP                                                                | CUSIP: 096630AF5<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100318.00    | 0.00%             | 2027-07-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP                                                           | Boardwalk Pipelines LP                                                                | CUSIP: 096630AG3<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101342.00    | 0.00%             | 2029-05-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP                                                           | Boardwalk Pipelines LP                                                                | CUSIP: 096630AH1<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94077.00     | 0.00%             | 2031-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP                                                           | Boardwalk Pipelines LP                                                                | CUSIP: 096630AJ7<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92691.00     | 0.00%             | 2032-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP                                                           | Boardwalk Pipelines LP                                                                | CUSIP: 096630AK4<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104496.00    | 0.00%             | 2034-08-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | Boeing Co/The                                                                         | CUSIP: 097023AS4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $112784.00    | 0.00%             | 2038-02-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | Boeing Co/The                                                                         | CUSIP: 097023AU9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     75000 | PA      | $81546.75     | 0.00%             | 2033-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                         | CUSIP: 097023AX3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     80000 | PA      | $90826.40     | 0.00%             | 2039-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                         | CUSIP: 097023BA2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104447.00    | 0.00%             | 2040-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                         | CUSIP: 097023BS3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     75000 | PA      | $53946.00     | 0.00%             | 2046-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                         | CUSIP: 097023BU8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98344.00     | 0.00%             | 2027-03-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                         | CUSIP: 097023BV6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     50000 | PA      | $37012.50     | 0.00%             | 2047-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                         | CUSIP: 097023BX2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73484.25     | 0.00%             | 2028-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                         | CUSIP: 097023BY0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84736.00     | 0.00%             | 2038-03-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                         | CUSIP: 097023BZ7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     50000 | PA      | $36221.50     | 0.00%             | 2048-03-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                         | CUSIP: 097023CA1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49091.00     | 0.00%             | 2028-11-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                         | CUSIP: 097023CB9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $75030.00     | 0.00%             | 2048-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                         | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145158.00    | 0.00%             | 2029-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                         | CUSIP: 097023CE3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41326.00     | 0.00%             | 2039-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                         | CUSIP: 097023CF0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     50000 | PA      | $35343.00     | 0.00%             | 2059-03-01      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                         | CUSIP: 097023CJ2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91321.00     | 0.00%             | 2034-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                         | CUSIP: 097023CK9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $75712.00     | 0.00%             | 2049-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                         | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196654.00    | 0.00%             | 2027-02-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                         | CUSIP: 097023CN3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142024.50    | 0.00%             | 2030-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                         | CUSIP: 097023CP8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $131502.00    | 0.00%             | 2035-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                         | CUSIP: 097023CQ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    250000 | PA      | $185605.00    | 0.00%             | 2050-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                         | CUSIP: 097023CR4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $108250.50    | 0.00%             | 2059-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                         | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303054.00    | 0.01%             | 2027-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                         | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    550000 | PA      | $565669.50    | 0.01%             | 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        |   1000000 | PA      | $997520.00    | 0.02%             | 2050-05-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                         | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    625000 | PA      | $620643.75    | 0.01%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                         | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    800000 | PA      | $824936.00    | 0.01%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                         | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245585.00    | 0.00%             | 2028-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                         | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    250000 | PA      | $240410.00    | 0.00%             | 2031-02-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | Boeing Co/The                                                                         | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205488.00    | 0.00%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | Boeing Co/The                                                                         | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    250000 | PA      | $265960.00    | 0.00%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | Boeing Co/The                                                                         | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    175000 | PA      | $190701.00    | 0.00%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | Boeing Co/The                                                                         | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    475000 | PA      | $528394.75    | 0.01%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | Boeing Co/The                                                                         | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    475000 | PA      | $541580.75    | 0.01%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | Boeing Co/The                                                                         | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    250000 | PA      | $286890.00    | 0.01%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| BON SECOURS MERCY                                                                | Bon Secours Mercy Health Inc                                                          | CUSIP: 09778PAA3<br>LEI: 5493006NA7JSVYYYF398 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97859.00     | 0.00%             | 2030-06-01      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                                                          | Booz Allen Hamilton Inc                                                               | CUSIP: 09951LAC7<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    150000 | PA      | $157918.50    | 0.00%             | 2033-08-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                                                          | Booz Allen Hamilton Inc                                                               | CUSIP: 09951LAD5<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156166.50    | 0.00%             | 2035-04-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BORGWARNER INC                                                                   | BorgWarner Inc                                                                        | CUSIP: 099724AH9<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85227.00     | 0.00%             | 2045-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BORGWARNER INC                                                                   | BorgWarner Inc                                                                        | CUSIP: 099724AL0<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195868.00    | 0.00%             | 2027-07-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BORGWARNER INC                                                                   | BorgWarner Inc                                                                        | CUSIP: 099724AP1<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76803.00     | 0.00%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BORGWARNER INC                                                                   | BorgWarner Inc                                                                        | CUSIP: 099724AQ9<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103664.00    | 0.00%             | 2034-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                             | Boston Properties LP                                                                  | CUSIP: 10112RBA1<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    150000 | PA      | $150747.00    | 0.00%             | 2028-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                             | Boston Properties LP                                                                  | CUSIP: 10112RBB9<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    200000 | PA      | $193282.00    | 0.00%             | 2029-06-21      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                             | Boston Properties LP                                                                  | CUSIP: 10112RBC7<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    100000 | PA      | $93777.00     | 0.00%             | 2030-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                             | Boston Properties LP                                                                  | CUSIP: 10112RBD5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    200000 | PA      | $187706.00    | 0.00%             | 2031-01-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                             | Boston Properties LP                                                                  | CUSIP: 10112RBE3<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    150000 | PA      | $130846.50    | 0.00%             | 2032-04-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                             | Boston Properties LP                                                                  | CUSIP: 10112RBF0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    150000 | PA      | $124428.00    | 0.00%             | 2033-10-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                             | Boston Properties LP                                                                  | CUSIP: 10112RBG8<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    150000 | PA      | $157099.50    | 0.00%             | 2027-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                             | Boston Properties LP                                                                  | CUSIP: 10112RBH6<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    150000 | PA      | $162264.00    | 0.00%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                             | Boston Properties LP                                                                  | CUSIP: 10112RBJ2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    150000 | PA      | $154437.00    | 0.00%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                                           | Boston Scientific Corp                                                                | CUSIP: 101137AE7<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    100000 | PA      | $112688.00    | 0.00%             | 2035-11-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                                           | Boston Scientific Corp                                                                | CUSIP: 101137AL1<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |     75000 | PA      | $91871.25     | 0.00%             | 2040-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                                           | Boston Scientific Corp                                                                | CUSIP: 101137AT4<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72454.50     | 0.00%             | 2039-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                                           | Boston Scientific Corp                                                                | CUSIP: 101137AU1<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    150000 | PA      | $137673.00    | 0.00%             | 2049-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                                           | Boston Scientific Corp                                                                | CUSIP: 101137BA4<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141549.00    | 0.00%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                        | CUSIP: 10373QAC4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150160.50    | 0.00%             | 2028-09-21      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                        | CUSIP: 10373QAE0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    350000 | PA      | $353017.00    | 0.01%             | 2028-11-06      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                        | CUSIP: 10373QAV2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99069.00     | 0.00%             | 2027-01-16      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                        | CUSIP: 10373QAZ3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99582.00     | 0.00%             | 2027-04-14      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                        | CUSIP: 10373QBG4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    325000 | PA      | $217278.75    | 0.00%             | 2050-02-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                        | CUSIP: 10373QBK5<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99695.00     | 0.00%             | 2027-04-06      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                        | CUSIP: 10373QBL3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    300000 | PA      | $295347.00    | 0.01%             | 2030-04-06      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                        | CUSIP: 10373QBM1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    200000 | PA      | $179960.00    | 0.00%             | 2030-08-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                        | CUSIP: 10373QBN9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    250000 | PA      | $158425.00    | 0.00%             | 2050-11-10      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                        | CUSIP: 10373QBP4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    400000 | PA      | $261024.00    | 0.00%             | 2051-06-04      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                        | CUSIP: 10373QBQ2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    300000 | PA      | $201663.00    | 0.00%             | 2061-02-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                        | CUSIP: 10373QBR0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    300000 | PA      | $231579.00    | 0.00%             | 2041-06-17      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                        | CUSIP: 10373QBS8<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    250000 | PA      | $164155.00    | 0.00%             | 2052-03-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                        | CUSIP: 10373QBT6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    350000 | PA      | $320232.50    | 0.01%             | 2032-01-12      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                        | CUSIP: 10373QBU3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    400000 | PA      | $407484.00    | 0.01%             | 2033-02-13      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                        | CUSIP: 10373QBV1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256072.50    | 0.00%             | 2033-09-11      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                        | CUSIP: 10373QBW9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256900.00    | 0.00%             | 2034-04-10      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                        | CUSIP: 10373QBX7<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204190.00    | 0.00%             | 2029-04-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                        | CUSIP: 10373QBY5<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153169.50    | 0.00%             | 2027-11-17      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                        | CUSIP: 10373QBZ2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154884.00    | 0.00%             | 2029-10-17      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                        | CUSIP: 10373QCA6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    425000 | PA      | $442743.75    | 0.01%             | 2034-11-17      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                        | CUSIP: 10373QCB4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102921.00    | 0.00%             | 2029-11-25      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN                                                         | Brighthouse Financial Inc                                                             | CUSIP: 10922NAC7<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147016.50    | 0.00%             | 2027-06-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN                                                         | Brighthouse Financial Inc                                                             | CUSIP: 10922NAF0<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |    175000 | PA      | $131080.25    | 0.00%             | 2047-06-22      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN                                                         | Brighthouse Financial Inc                                                             | CUSIP: 10922NAG8<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151497.00    | 0.00%             | 2030-05-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN                                                         | Brighthouse Financial Inc                                                             | CUSIP: 10922NAH6<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |     75000 | PA      | $46846.50     | 0.00%             | 2051-12-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                               | CUSIP: 110122AU2<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78274.00     | 0.00%             | 2042-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                               | CUSIP: 110122AX6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     75000 | PA      | $67625.25     | 0.00%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                               | CUSIP: 110122BB3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74595.75     | 0.00%             | 2027-02-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                               | CUSIP: 110122CP1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    450000 | PA      | $441522.00    | 0.01%             | 2029-07-26      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                               | CUSIP: 110122CQ9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    525000 | PA      | $483477.75    | 0.01%             | 2039-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                               | CUSIP: 110122CR7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    850000 | PA      | $712096.00    | 0.01%             | 2049-10-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                               | CUSIP: 110122DD7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99428.00     | 0.00%             | 2027-11-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                               | CUSIP: 110122DH8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    150000 | PA      | $137743.50    | 0.00%             | 2044-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                               | CUSIP: 110122DJ4<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    300000 | PA      | $288276.00    | 0.01%             | 2045-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                               | CUSIP: 110122DK1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    250000 | PA      | $216175.00    | 0.00%             | 2047-11-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                               | CUSIP: 110122DL9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    250000 | PA      | $220657.50    | 0.00%             | 2048-02-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                               | CUSIP: 110122DP0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142882.50    | 0.00%             | 2027-11-13      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                               | CUSIP: 110122DQ8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    250000 | PA      | $221637.50    | 0.00%             | 2030-11-13      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                               | CUSIP: 110122DR6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    150000 | PA      | $107800.50    | 0.00%             | 2040-11-13      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                               | CUSIP: 110122DS4<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    275000 | PA      | $167252.25    | 0.00%             | 2050-11-13      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                               | CUSIP: 110122DU9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    350000 | PA      | $325570.00    | 0.01%             | 2032-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                               | CUSIP: 110122DV7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    250000 | PA      | $204592.50    | 0.00%             | 2042-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                               | CUSIP: 110122DW5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    350000 | PA      | $264222.00    | 0.00%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                               | CUSIP: 110122DX3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    200000 | PA      | $148380.00    | 0.00%             | 2062-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                               | CUSIP: 110122DY1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    150000 | PA      | $161050.50    | 0.00%             | 2031-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                               | CUSIP: 110122DZ8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    200000 | PA      | $220568.00    | 0.00%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                               | CUSIP: 110122EF1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    300000 | PA      | $308910.00    | 0.01%             | 2029-02-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                               | CUSIP: 110122EG9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    225000 | PA      | $235444.50    | 0.00%             | 2031-02-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                               | CUSIP: 110122EH7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    500000 | PA      | $524885.00    | 0.01%             | 2034-02-22      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                               | CUSIP: 110122EJ3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101970.00    | 0.00%             | 2044-02-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                               | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505050.00    | 0.01%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                                         | Province of British Columbia Canada                                                   | CUSIP: 110709AE2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    500000 | PA      | $441180.00    | 0.01%             | 2031-01-29      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                                         | Province of British Columbia Canada                                                   | CUSIP: 110709AJ1<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    400000 | PA      | $412748.00    | 0.01%             | 2028-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                                         | Province of British Columbia Canada                                                   | CUSIP: 110709AL6<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    400000 | PA      | $415572.00    | 0.01%             | 2029-04-24      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                                         | Province of British Columbia Canada                                                   | CUSIP: 110709AN2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    350000 | PA      | $362348.00    | 0.01%             | 2034-06-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                                         | Province of British Columbia Canada                                                   | CUSIP: 110709AQ5<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    500000 | PA      | $516440.00    | 0.01%             | 2035-06-11      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                                         | Province of British Columbia Canada                                                   | CUSIP: 110709GQ9<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    500000 | PA      | $502740.00    | 0.01%             | 2030-08-27      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                                         | Province of British Columbia Canada                                                   | CUSIP: 11070TAM0<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    450000 | PA      | $451759.50    | 0.01%             | 2033-07-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                                         | Province of British Columbia Canada                                                   | CUSIP: 11070TAN8<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    700000 | PA      | $715533.00    | 0.01%             | 2028-01-24      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                                                         | British Telecommunications PLC                                                        | CUSIP: 111021AE1<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    450000 | PA      | $554058.00    | 0.01%             | 2030-12-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                                                         | British Telecommunications PLC                                                        | CUSIP: 111021AL5<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $256635.00    | 0.00%             | 2028-12-04      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                                           | Brixmor Operating Partnership LP                                                      | CUSIP: 11120BAA5<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |     50000 | PA      | $52694.50     | 0.00%             | 2035-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                                           | Brixmor Operating Partnership LP                                                      | CUSIP: 11120VAE3<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |    100000 | PA      | $99714.00     | 0.00%             | 2027-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                                           | Brixmor Operating Partnership LP                                                      | CUSIP: 11120VAH6<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |    150000 | PA      | $149250.00    | 0.00%             | 2029-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                                           | Brixmor Operating Partnership LP                                                      | CUSIP: 11120VAJ2<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |    150000 | PA      | $148135.50    | 0.00%             | 2030-07-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                                           | Brixmor Operating Partnership LP                                                      | CUSIP: 11120VAL7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |    100000 | PA      | $89959.00     | 0.00%             | 2031-08-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                                           | Brixmor Operating Partnership LP                                                      | CUSIP: 11120VAM5<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |    100000 | PA      | $103431.00    | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                                           | Brixmor Operating Partnership LP                                                      | CUSIP: 11120VAN3<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |     75000 | PA      | $77020.50     | 0.00%             | 2032-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                                           | Brixmor Operating Partnership LP                                                      | CUSIP: 11120VAP8<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |     70000 | PA      | $70222.60     | 0.00%             | 2033-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BROADRIDGE FINANCIAL SOL                                                         | Broadridge Financial Solutions Inc                                                    | CUSIP: 11133TAD5<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142513.50    | 0.00%             | 2029-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BROADRIDGE FINANCIAL SOL                                                         | Broadridge Financial Solutions Inc                                                    | CUSIP: 11133TAE3<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182238.00    | 0.00%             | 2031-05-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BROADSTONE NET LEASE LLC                                                         | Broadstone Net Lease LLC                                                              | CUSIP: 11134GAA8<br>LEI: 54930089IBT6J4WBTI50 | Long             | DBT              |  | US        |     60000 | PA      | $60183.60     | 0.00%             | 2032-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM CRP / CAYMN FI                                                          | Broadcom Corp / Broadcom Cayman Finance Ltd                                           | CUSIP: 11134LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    150000 | PA      | $148750.50    | 0.00%             | 2028-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BROADSTONE NET LEASE LLC                                                         | Broadstone Net Lease LLC                                                              | CUSIP: 11135EAA2<br>LEI: 54930089IBT6J4WBTI50 | Long             | DBT              |  | US        |     75000 | PA      | $66424.50     | 0.00%             | 2031-09-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                          | CUSIP: 11135FAL5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200840.00    | 0.00%             | 2028-09-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                          | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    350000 | PA      | $349972.00    | 0.01%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                          | CUSIP: 11135FAS0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    350000 | PA      | $348208.00    | 0.01%             | 2032-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                          | CUSIP: 11135FBA8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    300000 | PA      | $306510.00    | 0.01%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                          | CUSIP: 11135FBD2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155134.50    | 0.00%             | 2030-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                          | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    575000 | PA      | $504062.25    | 0.01%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                          | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    525000 | PA      | $453505.50    | 0.01%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                          | CUSIP: 11135FBR1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149841.00    | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                          | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246897.50    | 0.00%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                          | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    463000 | PA      | $465208.51    | 0.01%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                          | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    400000 | PA      | $413148.00    | 0.01%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                          | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    250000 | PA      | $261050.00    | 0.00%             | 2031-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                          | CUSIP: 11135FBZ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    225000 | PA      | $228957.75    | 0.00%             | 2027-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                          | CUSIP: 11135FCA7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150763.50    | 0.00%             | 2028-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                          | CUSIP: 11135FCB5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252225.00    | 0.00%             | 2030-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                          | CUSIP: 11135FCC3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151737.00    | 0.00%             | 2032-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                          | CUSIP: 11135FCD1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304230.00    | 0.01%             | 2034-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                          | CUSIP: 11135FCE9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203926.00    | 0.00%             | 2028-04-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                          | CUSIP: 11135FCF6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155361.00    | 0.00%             | 2030-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                          | CUSIP: 11135FCG4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209178.00    | 0.00%             | 2032-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                          | CUSIP: 11135FCK5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    310000 | PA      | $316134.90    | 0.01%             | 2030-07-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                          | CUSIP: 11135FCL3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    310000 | PA      | $318934.20    | 0.01%             | 2032-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                          | CUSIP: 11135FCM1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    450000 | PA      | $468931.50    | 0.01%             | 2035-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                          | CUSIP: 11135FCP4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95959.00     | 0.00%             | 2028-02-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                          | CUSIP: 11135FCQ2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    525000 | PA      | $482952.75    | 0.01%             | 2031-02-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                          | CUSIP: 11135FCR0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    300000 | PA      | $266901.00    | 0.00%             | 2033-02-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                          | CUSIP: 11135FCS8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    325000 | PA      | $252557.50    | 0.00%             | 2051-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                          | CUSIP: 11135FCT6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    600000 | PA      | $554040.00    | 0.01%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                          | CUSIP: 11135FCU3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    400000 | PA      | $374876.00    | 0.01%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                          | CUSIP: 11135FCV1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    525000 | PA      | $436789.50    | 0.01%             | 2041-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                          | CUSIP: 11135FCW9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    180000 | PA      | $180588.60    | 0.00%             | 2030-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                          | CUSIP: 11135FCX7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    310000 | PA      | $309603.20    | 0.01%             | 2038-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                          | CUSIP: 11135FCY5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    400000 | PA      | $401140.00    | 0.01%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD ASSET MANAGEM                                                         | Brookfield Asset Management Ltd                                                       | CUSIP: 112586AB8<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |    265000 | PA      | $273570.10    | 0.00%             | 2055-09-15      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD CAPITAL FIN                                                           | Brookfield Capital Finance LLC                                                        | CUSIP: 11259NAA2<br>LEI: 254900P8CLQEIJ039941 | Long             | DBT              | CORP              | US        |     75000 | PA      | $80563.50     | 0.00%             | 2033-06-14      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                           | Brookfield Finance Inc                                                                | CUSIP: 11271LAB8<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    175000 | PA      | $152003.25    | 0.00%             | 2047-09-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                           | Brookfield Finance Inc                                                                | CUSIP: 11271LAC6<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $199378.00    | 0.00%             | 2028-01-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                           | Brookfield Finance Inc                                                                | CUSIP: 11271LAD4<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $152760.00    | 0.00%             | 2029-03-29      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                           | Brookfield Finance Inc                                                                | CUSIP: 11271LAE2<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $150757.50    | 0.00%             | 2030-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                           | Brookfield Finance Inc                                                                | CUSIP: 11271LAF9<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $105150.00    | 0.00%             | 2051-03-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                           | Brookfield Finance Inc                                                                | CUSIP: 11271LAH5<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $91760.00     | 0.00%             | 2031-04-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                           | Brookfield Finance Inc                                                                | CUSIP: 11271LAJ1<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $71398.00     | 0.00%             | 2052-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                           | Brookfield Finance Inc                                                                | CUSIP: 11271LAK8<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $108794.00    | 0.00%             | 2034-01-05      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                           | Brookfield Finance Inc                                                                | CUSIP: 11271LAL6<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $152961.00    | 0.00%             | 2054-03-04      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                           | Brookfield Finance Inc                                                                | CUSIP: 11271LAM4<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $77875.50     | 0.00%             | 2035-01-15      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                           | Brookfield Finance Inc                                                                | CUSIP: 11271LAP7<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $74701.50     | 0.00%             | 2055-03-03      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                           | Brookfield Finance Inc                                                                | CUSIP: 11271LAQ5<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    190000 | PA      | $191660.60    | 0.00%             | 2036-01-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| BROOKFLD FIN LLC/FIN INC                                                         | Brookfield Finance LLC / Brookfield Finance Inc                                       | CUSIP: 11271RAB5<br>LEI: 549300E643C5WZF8BL44 | Long             | DBT              | CORP              | US        |    100000 | PA      | $69654.00     | 0.00%             | 2050-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FIN I UK PLC                                                          | Brookfield Finance I UK Plc / Brookfield Finance Inc                                  | CUSIP: 11272BAA1<br>LEI: 213800JCKNPJE9FDCJ76 | Long             | DBT              | CORP              | GB        |    125000 | PA      | $109636.25    | 0.00%             | 2032-01-30      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD ASSET MANAGEM                                                         | Brookfield Asset Management Ltd                                                       | CUSIP: 113004AA3<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $105077.00    | 0.00%             | 2035-04-24      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| County of Broward FL Airport System Revenue                                      | County of Broward Airport System Revenue                                              | CUSIP: 114894ZW1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $85606.90     | 0.00%             | 2043-10-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                                | Brown & Brown Inc                                                                     | CUSIP: 115236AB7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75339.00     | 0.00%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                                | Brown & Brown Inc                                                                     | CUSIP: 115236AC5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    150000 | PA      | $134379.00    | 0.00%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                                | Brown & Brown Inc                                                                     | CUSIP: 115236AE1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96809.00     | 0.00%             | 2032-03-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                                | Brown & Brown Inc                                                                     | CUSIP: 115236AF8<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87854.00     | 0.00%             | 2052-03-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                                | Brown & Brown Inc                                                                     | CUSIP: 115236AG6<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103850.00    | 0.00%             | 2034-06-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                                | Brown & Brown Inc                                                                     | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90927.00     | 0.00%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                                | Brown & Brown Inc                                                                     | CUSIP: 115236AK7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152086.50    | 0.00%             | 2030-06-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                                | Brown & Brown Inc                                                                     | CUSIP: 115236AL5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92303.10     | 0.00%             | 2032-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                                | Brown & Brown Inc                                                                     | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    180000 | PA      | $185169.60    | 0.00%             | 2035-06-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                                | Brown & Brown Inc                                                                     | CUSIP: 115236AN1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    190000 | PA      | $199513.30    | 0.00%             | 2055-06-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BROWN-FORMAN CORP                                                                | Brown-Forman Corp                                                                     | CUSIP: 115637AT7<br>LEI: 549300873K3LXF7ARU34 | Long             | DBT              | CORP              | US        |    150000 | PA      | $136674.00    | 0.00%             | 2038-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BROWN-FORMAN CORP                                                                | Brown-Forman Corp                                                                     | CUSIP: 115637AU4<br>LEI: 549300873K3LXF7ARU34 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152763.00    | 0.00%             | 2033-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BROWN UNIVERSITY                                                                 | Brown University                                                                      | CUSIP: 11575TAC2<br>LEI: 9M13ULPHBPDR83N6CB89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $67896.00     | 0.00%             | 2050-09-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| BRUNSWICK CORP                                                                   | Brunswick Corp/DE                                                                     | CUSIP: 117043AT6<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |    150000 | PA      | $131739.00    | 0.00%             | 2031-08-18      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BRUNSWICK CORP                                                                   | Brunswick Corp/DE                                                                     | CUSIP: 117043AV1<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |     75000 | PA      | $61021.50     | 0.00%             | 2052-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BRUNSWICK CORP                                                                   | Brunswick Corp/DE                                                                     | CUSIP: 117043AW9<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103317.00    | 0.00%             | 2029-03-18      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                                                           | Bunge Ltd Finance Corp                                                                | CUSIP: 120568AZ3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49813.00     | 0.00%             | 2027-09-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                                                           | Bunge Ltd Finance Corp                                                                | CUSIP: 120568BC3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    150000 | PA      | $138466.50    | 0.00%             | 2031-05-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                                                           | Bunge Ltd Finance Corp                                                                | CUSIP: 120568BD1<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75213.75     | 0.00%             | 2028-01-07      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                                                           | Bunge Ltd Finance Corp                                                                | CUSIP: 120568BE9<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150205.50    | 0.00%             | 2029-09-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                                                           | Bunge Ltd Finance Corp                                                                | CUSIP: 120568BF6<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148543.50    | 0.00%             | 2034-09-17      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                                                           | Bunge Ltd Finance Corp                                                                | CUSIP: 120568BM1<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    130000 | PA      | $131432.60    | 0.00%             | 2027-04-21      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                                                           | Bunge Ltd Finance Corp                                                                | CUSIP: 120568BN9<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    170000 | PA      | $160308.30    | 0.00%             | 2031-04-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                                                           | Bunge Ltd Finance Corp                                                                | CUSIP: 120568BQ2<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91129.50     | 0.00%             | 2030-08-04      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                                                           | Bunge Ltd Finance Corp                                                                | CUSIP: 120568BR0<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    115000 | PA      | $117756.55    | 0.00%             | 2035-08-04      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                      | CUSIP: 12189LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $107147.00    | 0.00%             | 2040-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                      | CUSIP: 12189LAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $99307.00     | 0.00%             | 2041-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                      | CUSIP: 12189LAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $102515.00    | 0.00%             | 2041-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                      | CUSIP: 12189LAG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $97665.00     | 0.00%             | 2041-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                      | CUSIP: 12189LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $90769.00     | 0.00%             | 2042-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                      | CUSIP: 12189LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $135610.50    | 0.00%             | 2042-09-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                      | CUSIP: 12189LAN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $180976.00    | 0.00%             | 2043-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                      | CUSIP: 12189LAP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $98527.00     | 0.00%             | 2043-09-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                      | CUSIP: 12189LAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $167438.25    | 0.00%             | 2044-04-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                      | CUSIP: 12189LAU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $149560.95    | 0.00%             | 2044-09-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                      | CUSIP: 12189LAW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $149621.50    | 0.00%             | 2045-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                      | CUSIP: 12189LAX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $91756.00     | 0.00%             | 2045-09-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                      | CUSIP: 12189LAZ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $81616.00     | 0.00%             | 2046-08-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                      | CUSIP: 12189LBA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $99321.00     | 0.00%             | 2027-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                      | CUSIP: 12189LBB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $83923.00     | 0.00%             | 2047-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                      | CUSIP: 12189LBC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $123972.00    | 0.00%             | 2048-06-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                      | CUSIP: 12189LBD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $167522.00    | 0.00%             | 2048-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                      | CUSIP: 12189LBE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $74988.00     | 0.00%             | 2050-02-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                      | CUSIP: 12189LBF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $67745.00     | 0.00%             | 2051-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                      | CUSIP: 12189LBG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $106176.00    | 0.00%             | 2051-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                      | CUSIP: 12189LBH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $96678.00     | 0.00%             | 2052-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                      | CUSIP: 12189LBJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $172226.00    | 0.00%             | 2053-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                      | CUSIP: 12189LBK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $289068.00    | 0.01%             | 2054-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                      | CUSIP: 12189LBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $201192.00    | 0.00%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                      | CUSIP: 12189LBM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $178313.00    | 0.00%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                      | CUSIP: 12189TAX2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $56371.00     | 0.00%             | 2036-08-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                      | CUSIP: 12189TAZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $112397.00    | 0.00%             | 2037-05-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                      | CUSIP: 124857AF0<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46011.00     | 0.00%             | 2040-10-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                      | CUSIP: 124857AJ2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     75000 | PA      | $60142.50     | 0.00%             | 2042-07-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                      | CUSIP: 124857AK9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     95000 | PA      | $74318.50     | 0.00%             | 2044-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                      | CUSIP: 124857AN3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    130000 | PA      | $99157.50     | 0.00%             | 2045-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                      | CUSIP: 124857AR4<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147438.00    | 0.00%             | 2027-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                      | CUSIP: 124857AT0<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146623.50    | 0.00%             | 2028-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                      | CUSIP: 124857AX1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98272.00     | 0.00%             | 2028-06-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                      | CUSIP: 124857AZ6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98259.00     | 0.00%             | 2029-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS INC                                                          | Cboe Global Markets Inc                                                               | CUSIP: 12503MAA6<br>LEI: 529900RLNSGA90UPEH54 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99666.00     | 0.00%             | 2027-01-12      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS INC                                                          | Cboe Global Markets Inc                                                               | CUSIP: 12503MAC2<br>LEI: 529900RLNSGA90UPEH54 | Long             | DBT              | CORP              | US        |    200000 | PA      | $177300.00    | 0.00%             | 2030-12-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                                                | CBRE Services Inc                                                                     | CUSIP: 12505BAE0<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91103.00     | 0.00%             | 2031-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                                                | CBRE Services Inc                                                                     | CUSIP: 12505BAG5<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    150000 | PA      | $161578.50    | 0.00%             | 2034-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                                                | CBRE Services Inc                                                                     | CUSIP: 12505BAH3<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103835.00    | 0.00%             | 2029-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                                                | CBRE Services Inc                                                                     | CUSIP: 12505BAJ9<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101904.00    | 0.00%             | 2030-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                                                | CBRE Services Inc                                                                     | CUSIP: 12505BAK6<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103857.00    | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                                              | CDW LLC / CDW Finance Corp                                                            | CUSIP: 12513GBD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $199084.00    | 0.00%             | 2028-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                                              | CDW LLC / CDW Finance Corp                                                            | CUSIP: 12513GBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $96157.00     | 0.00%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                                              | CDW LLC / CDW Finance Corp                                                            | CUSIP: 12513GBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $196814.00    | 0.00%             | 2026-12-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                                              | CDW LLC / CDW Finance Corp                                                            | CUSIP: 12513GBJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $187084.00    | 0.00%             | 2031-12-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                                              | CDW LLC / CDW Finance Corp                                                            | CUSIP: 12513GBK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $102137.00    | 0.00%             | 2030-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                                              | CDW LLC / CDW Finance Corp                                                            | CUSIP: 12513GBL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $103047.00    | 0.00%             | 2034-08-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                                                     | CD 2016-CD2 Mortgage Trust                                                            | CUSIP: 12515ABE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    240000 | PA      | $234360.40    | 0.00%             | 2049-11-10      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC                                                                | CF Industries Inc                                                                     | CUSIP: 12527GAD5<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    125000 | PA      | $113680.00    | 0.00%             | 2043-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC                                                                | CF Industries Inc                                                                     | CUSIP: 12527GAE3<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143148.00    | 0.00%             | 2044-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC                                                                | CF Industries Inc                                                                     | CUSIP: 12527GAF0<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100958.00    | 0.00%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust 2016-C7                                          | CFCRE Commercial Mortgage Trust 2016-C7                                               | CUSIP: 12532BAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2200000 | PA      | $2178741.51   | 0.04%             | 2054-12-10      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| CGI INC                                                                          | CGI Inc                                                                               | CUSIP: 12532HAF1<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $89045.00     | 0.00%             | 2031-09-14      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CGI INC                                                                          | CGI Inc                                                                               | CUSIP: 12532HAK0<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |    125000 | PA      | $127175.00    | 0.00%             | 2030-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CH ROBINSON WORLDWIDE                                                            | CH Robinson Worldwide Inc                                                             | CUSIP: 12541WAA8<br>LEI: 529900WNWN5L0OVDHA79 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125433.75    | 0.00%             | 2028-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CI FINANCIAL CORP                                                                | CI Financial Corp                                                                     | CUSIP: 125491AN0<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $180648.00    | 0.00%             | 2030-12-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CI FINANCIAL CORP                                                                | CI Financial Corp                                                                     | CUSIP: 125491AP5<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $53142.00     | 0.00%             | 2051-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                       | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    735000 | PA      | $742320.60    | 0.01%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                       | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    405000 | PA      | $392262.75    | 0.01%             | 2038-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                       | CUSIP: 125523AK6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    550000 | PA      | $499482.50    | 0.01%             | 2048-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                       | CUSIP: 125523AZ3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    145000 | PA      | $142746.70    | 0.00%             | 2027-10-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                       | CUSIP: 125523BK5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    195000 | PA      | $152669.40    | 0.00%             | 2047-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                       | CUSIP: 125523CB4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    142000 | PA      | $141000.32    | 0.00%             | 2027-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                       | CUSIP: 125523CD0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107010.00    | 0.00%             | 2041-11-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                       | CUSIP: 125523CF5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    270000 | PA      | $243693.90    | 0.00%             | 2046-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                       | CUSIP: 125523CJ7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    150000 | PA      | $119962.50    | 0.00%             | 2040-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                       | CUSIP: 125523CK4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    200000 | PA      | $142352.00    | 0.00%             | 2050-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                       | CUSIP: 125523CL2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    250000 | PA      | $232457.50    | 0.00%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                       | CUSIP: 125523CM0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    250000 | PA      | $226590.00    | 0.00%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                       | CUSIP: 125523CQ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    250000 | PA      | $176252.50    | 0.00%             | 2051-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                       | CUSIP: 125523CS7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    150000 | PA      | $157285.50    | 0.00%             | 2033-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                       | CUSIP: 125523CT5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205722.00    | 0.00%             | 2029-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                       | CUSIP: 125523CU2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103635.00    | 0.00%             | 2031-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                       | CUSIP: 125523CV0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    225000 | PA      | $233244.00    | 0.00%             | 2034-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                       | CUSIP: 125523CW8<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247070.00    | 0.00%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                       | CUSIP: 125523CX6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    180000 | PA      | $181548.00    | 0.00%             | 2030-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                       | CUSIP: 125523CY4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    220000 | PA      | $224052.40    | 0.00%             | 2032-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                       | CUSIP: 125523CZ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    270000 | PA      | $277119.90    | 0.00%             | 2036-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                       | CUSIP: 125523DA5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    140000 | PA      | $146092.80    | 0.00%             | 2056-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FIRST-CITIZENS BANK/TRST                                                         | First-Citizens Bank & Trust Co                                                        | CUSIP: 125581GX0<br>LEI: L9VVX1KT5TFTKS0MLF66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103765.00    | 0.00%             | 2028-03-09      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC                                                                    | CME Group Inc                                                                         | CUSIP: 12572QAF2<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203516.00    | 0.00%             | 2043-09-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC                                                                    | CME Group Inc                                                                         | CUSIP: 12572QAH8<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85578.00     | 0.00%             | 2048-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC                                                                    | CME Group Inc                                                                         | CUSIP: 12572QAJ4<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100096.00    | 0.00%             | 2028-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC                                                                    | CME Group Inc                                                                         | CUSIP: 12572QAK1<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183164.00    | 0.00%             | 2032-03-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                                  | CMS Energy Corp                                                                       | CUSIP: 125896BN9<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90542.00     | 0.00%             | 2044-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                                  | CMS Energy Corp                                                                       | CUSIP: 125896BS8<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98981.00     | 0.00%             | 2027-08-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                                  | CMS Energy Corp                                                                       | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98164.00     | 0.00%             | 2050-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                                  | CMS Energy Corp                                                                       | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    175000 | PA      | $181151.25    | 0.00%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                                           | CNH Industrial Capital LLC                                                            | CUSIP: 12592BAQ7<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100882.00    | 0.00%             | 2028-04-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                                           | CNH Industrial Capital LLC                                                            | CUSIP: 12592BAR5<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103637.00    | 0.00%             | 2029-01-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                                           | CNH Industrial Capital LLC                                                            | CUSIP: 12592BAS3<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102587.00    | 0.00%             | 2029-04-20      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                                           | CNH Industrial Capital LLC                                                            | CUSIP: 12592BAT1<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100757.00    | 0.00%             | 2027-10-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                                           | CNH Industrial Capital LLC                                                            | CUSIP: 12592BAV6<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90281.70     | 0.00%             | 2030-10-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL NV                                                                | CNH Industrial NV                                                                     | CUSIP: 12594KAB8<br>LEI: 549300WGC2HZ5J67V817 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $99667.00     | 0.00%             | 2027-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                     | CSMC Trust 2016-NXSR                                                                  | CUSIP: 12594PAV3<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1986609.42   | 0.04%             | 2049-12-15      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                  | CSAIL 2019-C17 Commercial Mortgage Trust                                              | CUSIP: 12597BAU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2361145.53   | 0.04%             | 2052-09-15      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                                                               | CNA Financial Corp                                                                    | CUSIP: 126117AU4<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98933.00     | 0.00%             | 2027-08-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                                                               | CNA Financial Corp                                                                    | CUSIP: 126117AV2<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99101.00     | 0.00%             | 2029-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                                                               | CNA Financial Corp                                                                    | CUSIP: 126117AW0<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90136.00     | 0.00%             | 2030-08-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                                                               | CNA Financial Corp                                                                    | CUSIP: 126117AX8<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104107.00    | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                                                               | CNA Financial Corp                                                                    | CUSIP: 126117AY6<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101130.00    | 0.00%             | 2034-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                                                               | CNA Financial Corp                                                                    | CUSIP: 126117AZ3<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75822.00     | 0.00%             | 2035-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CONOPCO INC                                                                      | Conopco Inc                                                                           | CUSIP: 126149AD5<br>LEI: 549300DWD4D3B5EZJC04 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77637.00     | 0.00%             | 2026-12-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CNO FINANCIAL GROUP INC                                                          | CNO Financial Group Inc                                                               | CUSIP: 12621EAL7<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76437.00     | 0.00%             | 2029-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CNO FINANCIAL GROUP INC                                                          | CNO Financial Group Inc                                                               | CUSIP: 12621EAM5<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |    125000 | PA      | $132631.25    | 0.00%             | 2034-06-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE INC                                                          | CRH America Finance Inc                                                               | CUSIP: 12636YAE2<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208780.00    | 0.00%             | 2034-05-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE INC                                                          | CRH America Finance Inc                                                               | CUSIP: 12636YAF9<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210010.00    | 0.00%             | 2035-01-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE INC                                                          | CRH America Finance Inc                                                               | CUSIP: 12636YAG7<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104435.00    | 0.00%             | 2055-01-09      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE INC                                                          | CRH America Finance Inc                                                               | CUSIP: 12636YAH5<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200488.00    | 0.00%             | 2031-02-09      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE INC                                                          | CRH America Finance Inc                                                               | CUSIP: 12636YAJ1<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202112.00    | 0.00%             | 2036-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE INC                                                          | CRH America Finance Inc                                                               | CUSIP: 12636YAK8<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50235.00     | 0.00%             | 2056-02-09      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                              | CUSIP: 126408GH0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     75000 | PA      | $82230.75     | 0.00%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                              | CUSIP: 126408GK3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    150000 | PA      | $166674.00    | 0.00%             | 2037-05-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                              | CUSIP: 126408GS6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $111333.00    | 0.00%             | 2040-04-30      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                              | CUSIP: 126408GU1<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103427.00    | 0.00%             | 2041-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                              | CUSIP: 126408GW7<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141243.00    | 0.00%             | 2042-05-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                              | CUSIP: 126408GY3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    200000 | PA      | $170322.00    | 0.00%             | 2044-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                              | CUSIP: 126408HA4<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85970.00     | 0.00%             | 2054-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                              | CUSIP: 126408HC0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79562.00     | 0.00%             | 2050-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                              | CUSIP: 126408HF3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80206.00     | 0.00%             | 2046-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                              | CUSIP: 126408HG1<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79100.00     | 0.00%             | 2066-11-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                              | CUSIP: 126408HH9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148660.50    | 0.00%             | 2027-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                              | CUSIP: 126408HJ5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199702.00    | 0.00%             | 2028-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                              | CUSIP: 126408HK2<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85163.00     | 0.00%             | 2048-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                              | CUSIP: 126408HL0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    125000 | PA      | $105488.75    | 0.00%             | 2068-03-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                              | CUSIP: 126408HM8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151534.50    | 0.00%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                              | CUSIP: 126408HN6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90967.00     | 0.00%             | 2048-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                              | CUSIP: 126408HP1<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    150000 | PA      | $130858.50    | 0.00%             | 2049-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                              | CUSIP: 126408HQ9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94005.00     | 0.00%             | 2030-02-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                              | CUSIP: 126408HR7<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $72061.00     | 0.00%             | 2049-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                              | CUSIP: 126408HS5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77968.00     | 0.00%             | 2050-04-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                              | CUSIP: 126408HT3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $60542.00     | 0.00%             | 2051-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                              | CUSIP: 126408HU0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148161.00    | 0.00%             | 2032-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                              | CUSIP: 126408HV8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    175000 | PA      | $151765.25    | 0.00%             | 2052-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                              | CUSIP: 126408HW6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    150000 | PA      | $157345.50    | 0.00%             | 2033-11-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                              | CUSIP: 126408HY2<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91759.00     | 0.00%             | 2055-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                              | CUSIP: 126408HZ9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153990.00    | 0.00%             | 2035-06-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                       | CUSIP: 126650BJ8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77276.25     | 0.00%             | 2027-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                       | CUSIP: 126650BR0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     75000 | PA      | $79308.00     | 0.00%             | 2039-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                       | CUSIP: 126650CD0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94805.00     | 0.00%             | 2043-12-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                       | CUSIP: 126650CM0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99176.00     | 0.00%             | 2035-07-20      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                       | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    600000 | PA      | $549474.00    | 0.01%             | 2045-07-20      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                       | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    945000 | PA      | $947693.25    | 0.02%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                       | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    900000 | PA      | $856548.00    | 0.02%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                       | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1301926.00   | 0.02%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                       | CUSIP: 126650DG2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    300000 | PA      | $289965.00    | 0.01%             | 2029-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                       | CUSIP: 126650DH0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149022.00    | 0.00%             | 2027-04-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                       | CUSIP: 126650DJ6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    300000 | PA      | $293115.00    | 0.01%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                       | CUSIP: 126650DK3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86552.00     | 0.00%             | 2040-04-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                       | CUSIP: 126650DL1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78759.00     | 0.00%             | 2050-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                       | CUSIP: 126650DM9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    400000 | PA      | $381568.00    | 0.01%             | 2027-08-21      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                       | CUSIP: 126650DN7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    250000 | PA      | $222352.50    | 0.00%             | 2030-08-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                       | CUSIP: 126650DP2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     75000 | PA      | $54429.75     | 0.00%             | 2040-08-21      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                       | CUSIP: 126650DQ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    250000 | PA      | $219970.00    | 0.00%             | 2031-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                       | CUSIP: 126650DR8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $175990.00    | 0.00%             | 2031-09-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                       | CUSIP: 126650DT4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257547.50    | 0.00%             | 2030-02-21      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                       | CUSIP: 126650DU1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    300000 | PA      | $310338.00    | 0.01%             | 2033-02-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                       | CUSIP: 126650DV9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    250000 | PA      | $238785.00    | 0.00%             | 2053-02-21      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                       | CUSIP: 126650DW7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204740.00    | 0.00%             | 2029-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                       | CUSIP: 126650DX5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103670.00    | 0.00%             | 2031-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                       | CUSIP: 126650DY3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207018.00    | 0.00%             | 2033-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                       | CUSIP: 126650DZ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247182.50    | 0.00%             | 2053-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                       | CUSIP: 126650EA4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    175000 | PA      | $172889.50    | 0.00%             | 2063-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                       | CUSIP: 126650EB2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207512.00    | 0.00%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                       | CUSIP: 126650EC0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    150000 | PA      | $157723.50    | 0.00%             | 2031-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                       | CUSIP: 126650ED8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210582.00    | 0.00%             | 2034-06-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                       | CUSIP: 126650EE6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153114.00    | 0.00%             | 2044-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                       | CUSIP: 126650EF3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    175000 | PA      | $177703.75    | 0.00%             | 2054-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                       | CUSIP: 126650EJ5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102498.00    | 0.00%             | 2032-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                       | CUSIP: 126650EK2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    300000 | PA      | $309798.00    | 0.01%             | 2035-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                       | CUSIP: 126650EL0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207452.00    | 0.00%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                       | CUSIP: 126650EM8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102408.00    | 0.00%             | 2065-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CRH SMW FINANCE DAC                                                              | CRH SMW Finance DAC                                                                   | CUSIP: 12704PAA6<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $206712.00    | 0.00%             | 2029-05-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CRH SMW FINANCE DAC                                                              | CRH SMW Finance DAC                                                                   | CUSIP: 12704PAB4<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $206356.00    | 0.00%             | 2030-01-09      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CABOT CORP                                                                       | Cabot Corp                                                                            | CUSIP: 127055AL5<br>LEI: K05C0SER542GQ6VLRO68 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148827.00    | 0.00%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                                                               | Coterra Energy Inc                                                                    | CUSIP: 127097AG8<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149488.50    | 0.00%             | 2027-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                                                               | Coterra Energy Inc                                                                    | CUSIP: 127097AK9<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100245.00    | 0.00%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                                                               | Coterra Energy Inc                                                                    | CUSIP: 127097AL7<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77682.75     | 0.00%             | 2034-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                                                               | Coterra Energy Inc                                                                    | CUSIP: 127097AM5<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153351.00    | 0.00%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                                                               | Coterra Energy Inc                                                                    | CUSIP: 127097AN3<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146178.00    | 0.00%             | 2055-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROP LP                                                             | COPT Defense Properties LP                                                            | CUSIP: 12713UAA4<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |     70000 | PA      | $69755.00     | 0.00%             | 2030-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYS INC                                                           | Cadence Design Systems Inc                                                            | CUSIP: 127387AM0<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100436.00    | 0.00%             | 2027-09-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYS INC                                                           | Cadence Design Systems Inc                                                            | CUSIP: 127387AN8<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201186.00    | 0.00%             | 2029-09-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYS INC                                                           | Cadence Design Systems Inc                                                            | CUSIP: 127387AP3<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |    175000 | PA      | $176093.75    | 0.00%             | 2034-09-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ENDOWMENT/THE                                                         | California Endowment/The                                                              | CUSIP: 1301ETAA0<br>LEI: 54930046FICHFANLFV69 | Long             | DBT              | CORP              | US        |     50000 | PA      | $30465.00     | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| California Health Facilities Financing Authority                                 | California Health Facilities Financing Authority                                      | CUSIP: 13032UD88<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |     50000 | PA      | $48194.30     | 0.00%             | 2037-06-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA INSTITUTE OF                                                          | California Institute of Technology                                                    | CUSIP: 13034VAB0<br>LEI: 549300CITPNHOTVPHC04 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89064.00     | 0.00%             | 2045-08-01      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA INSTITUTE OF                                                          | California Institute of Technology                                                    | CUSIP: 13034VAD6<br>LEI: 549300CITPNHOTVPHC04 | Long             | DBT              | CORP              | US        |    150000 | PA      | $98316.00     | 0.00%             | 2119-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | State of California                                                                   | CUSIP: 13063A5E0<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    900000 | PA      | $1060891.20   | 0.02%             | 2034-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | State of California                                                                   | CUSIP: 13063A5G5<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    550000 | PA      | $676427.95    | 0.01%             | 2039-04-01      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | State of California                                                                   | CUSIP: 13063A7D0<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    500000 | PA      | $588454.00    | 0.01%             | 2039-10-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | State of California                                                                   | CUSIP: 13063BBU5<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    200000 | PA      | $237196.00    | 0.00%             | 2039-11-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | State of California                                                                   | CUSIP: 13063BFR8<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    300000 | PA      | $367766.10    | 0.01%             | 2040-03-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | State of California                                                                   | CUSIP: 13063BJC7<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    300000 | PA      | $373648.50    | 0.01%             | 2040-11-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | State of California                                                                   | CUSIP: 13063D3R7<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    100000 | PA      | $111080.40    | 0.00%             | 2033-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | State of California                                                                   | CUSIP: 13063D3S5<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    100000 | PA      | $102088.50    | 0.00%             | 2038-03-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                                                                         | CUSIP: 13063D7E2<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     75000 | PA      | $81992.18     | 0.00%             | 2031-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | State of California                                                                   | CUSIP: 13063EBP0<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    100000 | PA      | $105006.90    | 0.00%             | 2029-09-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                                                                         | CUSIP: 13063EHU3<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     75000 | PA      | $78599.70     | 0.00%             | 2030-09-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| California State University                                                      | California State University                                                           | CUSIP: 13077DBY7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $42506.55     | 0.00%             | 2047-11-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| California State University                                                      | California State University                                                           | CUSIP: 13077DKU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $138713.20    | 0.00%             | 2051-11-01      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| California State University                                                      | California State University                                                           | CUSIP: 13077DNK4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $72273.90     | 0.00%             | 2051-11-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| California State University                                                      | California State University                                                           | CUSIP: 13077DTS1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $48683.60     | 0.00%             | 2053-11-01      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                                            | Camden Property Trust                                                                 | CUSIP: 133131AW2<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              |  | US        |    100000 | PA      | $100462.00    | 0.00%             | 2028-10-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                                            | Camden Property Trust                                                                 | CUSIP: 133131AX0<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              |  | US        |    100000 | PA      | $96761.00     | 0.00%             | 2029-07-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                                            | Camden Property Trust                                                                 | CUSIP: 133131AY8<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              |  | US        |     50000 | PA      | $35933.00     | 0.00%             | 2049-11-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                                            | Camden Property Trust                                                                 | CUSIP: 133131AZ5<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              |  | US        |    100000 | PA      | $94602.00     | 0.00%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                                            | Camden Property Trust                                                                 | CUSIP: 133131BA9<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              |  | US        |     75000 | PA      | $76140.75     | 0.00%             | 2026-11-03      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                                            | Camden Property Trust                                                                 | CUSIP: 133131BB7<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              |  | US        |    100000 | PA      | $101943.00    | 0.00%             | 2034-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CAMPBELLS COMPANY/THE                                                            | Campbell's Company/The                                                                | CUSIP: 134429BG3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150352.50    | 0.00%             | 2028-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CAMPBELLS COMPANY/THE                                                            | Campbell's Company/The                                                                | CUSIP: 134429BH1<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89355.00     | 0.00%             | 2048-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CAMPBELLS COMPANY/THE                                                            | Campbell's Company/The                                                                | CUSIP: 134429BJ7<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     75000 | PA      | $69135.00     | 0.00%             | 2030-04-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CAMPBELLS COMPANY/THE                                                            | Campbell's Company/The                                                                | CUSIP: 134429BK4<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    130000 | PA      | $87231.30     | 0.00%             | 2050-04-24      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CAMPBELLS COMPANY/THE                                                            | Campbell's Company/The                                                                | CUSIP: 134429BM0<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101372.00    | 0.00%             | 2027-03-19      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CAMPBELLS COMPANY/THE                                                            | Campbell's Company/The                                                                | CUSIP: 134429BN8<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102989.00    | 0.00%             | 2029-03-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CAMPBELLS COMPANY/THE                                                            | Campbell's Company/The                                                                | CUSIP: 134429BP3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    175000 | PA      | $180299.00    | 0.00%             | 2034-03-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CAMPBELLS COMPANY/THE                                                            | Campbell's Company/The                                                                | CUSIP: 134429BQ1<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146824.50    | 0.00%             | 2035-03-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CAMPBELLS COMPANY/THE                                                            | Campbell's Company/The                                                                | CUSIP: 134429BR9<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70069.50     | 0.00%             | 2054-10-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CANADA GOVERNMENT                                                                | Canada Government International Bond                                                  | CUSIP: 135087Q56<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    800000 | PA      | $804424.00    | 0.01%             | 2028-04-26      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                           | Canadian Imperial Bank of Commerce                                                    | CUSIP: 13607HR53<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $191316.00    | 0.00%             | 2032-04-07      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                           | Canadian Imperial Bank of Commerce                                                    | CUSIP: 13607HR61<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $198876.00    | 0.00%             | 2027-04-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                           | Canadian Imperial Bank of Commerce                                                    | CUSIP: 13607L8C0<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $204038.00    | 0.00%             | 2027-06-28      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                           | Canadian Imperial Bank of Commerce                                                    | CUSIP: 13607LNG4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $255877.50    | 0.00%             | 2028-04-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                           | Canadian Imperial Bank of Commerce                                                    | CUSIP: 13607LWW9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $273655.00    | 0.00%             | 2033-10-03      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                           | Canadian Imperial Bank of Commerce                                                    | CUSIP: 13607PH98<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $254105.00    | 0.00%             | 2029-03-30      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                           | Canadian Imperial Bank of Commerce                                                    | CUSIP: 13607PHS6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $203178.00    | 0.00%             | 2030-09-11      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                           | Canadian Imperial Bank of Commerce                                                    | CUSIP: 13607PVP6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $201704.00    | 0.00%             | 2028-01-13      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                           | Canadian Imperial Bank of Commerce                                                    | CUSIP: 13607PVQ4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $207362.00    | 0.00%             | 2031-01-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                           | Canadian Imperial Bank of Commerce                                                    | CUSIP: 13607QFD9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $200588.00    | 0.00%             | 2028-09-08      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                           | Canadian Imperial Bank of Commerce                                                    | CUSIP: 13608JAA5<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $207494.00    | 0.00%             | 2029-04-08      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                            | Canadian National Railway Co                                                          | CUSIP: 136375BD3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $161320.50    | 0.00%             | 2028-07-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                            | Canadian National Railway Co                                                          | CUSIP: 136375BN1<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $84230.25     | 0.00%             | 2036-06-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                            | Canadian National Railway Co                                                          | CUSIP: 136375CK6<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $110416.50    | 0.00%             | 2046-08-02      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                            | Canadian National Railway Co                                                          | CUSIP: 136375CP5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $77738.00     | 0.00%             | 2048-02-03      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                            | Canadian National Railway Co                                                          | CUSIP: 136375CV2<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $131370.00    | 0.00%             | 2049-01-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                            | Canadian National Railway Co                                                          | CUSIP: 136375CZ3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $120440.00    | 0.00%             | 2050-05-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                            | Canadian National Railway Co                                                          | CUSIP: 136375DB5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $85830.00     | 0.00%             | 2052-08-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                            | Canadian National Railway Co                                                          | CUSIP: 136375DC3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $145804.50    | 0.00%             | 2032-08-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                            | Canadian National Railway Co                                                          | CUSIP: 136375DH2<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $109628.00    | 0.00%             | 2033-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                            | Canadian National Railway Co                                                          | CUSIP: 136375DR0<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $148294.50    | 0.00%             | 2034-09-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                          | Canadian Natural Resources Ltd                                                        | CUSIP: 136385AC5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $84869.25     | 0.00%             | 2032-01-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                          | Canadian Natural Resources Ltd                                                        | CUSIP: 136385AE1<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     95000 | PA      | $103782.75    | 0.00%             | 2033-06-30      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                          | Canadian Natural Resources Ltd                                                        | CUSIP: 136385AG6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $104958.00    | 0.00%             | 2035-02-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                          | Canadian Natural Resources Ltd                                                        | CUSIP: 136385AL5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    180000 | PA      | $193575.60    | 0.00%             | 2038-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                          | Canadian Natural Resources Ltd                                                        | CUSIP: 136385AP6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $166918.50    | 0.00%             | 2039-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                          | Canadian Natural Resources Ltd                                                        | CUSIP: 136385AX9<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $249110.00    | 0.00%             | 2027-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                          | Canadian Natural Resources Ltd                                                        | CUSIP: 136385AY7<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $89000.00     | 0.00%             | 2047-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                          | Canadian Natural Resources Ltd                                                        | CUSIP: 136385BA8<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $94319.00     | 0.00%             | 2030-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                          | Canadian Natural Resources Ltd                                                        | CUSIP: 136385BE0<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $153702.00    | 0.00%             | 2034-12-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                           | CUSIP: 13645RAD6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $85638.75     | 0.00%             | 2031-10-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                           | CUSIP: 13645RAF1<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $108483.00    | 0.00%             | 2037-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                           | CUSIP: 13645RAU8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $93080.00     | 0.00%             | 2045-08-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                           | CUSIP: 13645RAV6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $50005.50     | 0.00%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                           | CUSIP: 13645RAX2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $153864.00    | 0.00%             | 2115-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                           | CUSIP: 13645RAY0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $100131.00    | 0.00%             | 2028-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                           | CUSIP: 13645RBE3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $97820.00     | 0.00%             | 2026-12-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                           | CUSIP: 13645RBF0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $269730.00    | 0.00%             | 2031-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                           | CUSIP: 13645RBG8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $151346.00    | 0.00%             | 2041-12-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                           | CUSIP: 13645RBH6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    275000 | PA      | $186230.00    | 0.00%             | 2051-12-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                           | CUSIP: 13645RBJ2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $256750.00    | 0.00%             | 2030-03-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                           | CUSIP: 13648TAA5<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $91893.00     | 0.00%             | 2030-03-05      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                           | CUSIP: 13648TAC1<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $95494.00     | 0.00%             | 2029-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                           | CUSIP: 13648TAD9<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $87843.00     | 0.00%             | 2043-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                           | CUSIP: 13648TAE7<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $94543.00     | 0.00%             | 2045-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                           | CUSIP: 13648TAF4<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $67624.50     | 0.00%             | 2048-05-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                           | CUSIP: 13648TAG2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $73361.00     | 0.00%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                           | CUSIP: 13648TAH0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $76699.00     | 0.00%             | 2069-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                            | CUSIP: 14040HBN4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298869.00    | 0.01%             | 2027-03-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                            | CUSIP: 14040HBW4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198964.00    | 0.00%             | 2028-01-31      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                            | CUSIP: 14040HCE3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248690.00    | 0.00%             | 2027-05-11      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                            | CUSIP: 14040HCG8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    150000 | PA      | $131202.00    | 0.00%             | 2032-07-29      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                            | CUSIP: 14040HCH6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    225000 | PA      | $220203.00    | 0.00%             | 2027-11-02      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                            | CUSIP: 14040HCJ2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $179274.00    | 0.00%             | 2032-11-02      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                            | CUSIP: 14040HCN3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194196.00    | 0.00%             | 2030-03-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                            | CUSIP: 14040HCS2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303267.00    | 0.01%             | 2028-05-10      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                            | CUSIP: 14040HCT0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205400.00    | 0.00%             | 2033-05-10      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                            | CUSIP: 14040HCV5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206262.00    | 0.00%             | 2030-07-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                            | CUSIP: 14040HCX1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205314.00    | 0.00%             | 2029-02-01      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                            | CUSIP: 14040HCY9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    250000 | PA      | $263290.00    | 0.00%             | 2034-02-01      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                            | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    300000 | PA      | $315108.00    | 0.01%             | 2029-06-08      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                            | CUSIP: 14040HDA0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    300000 | PA      | $326133.00    | 0.01%             | 2034-06-08      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                            | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    300000 | PA      | $339714.00    | 0.01%             | 2031-10-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                            | CUSIP: 14040HDE2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208326.00    | 0.00%             | 2030-02-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                            | CUSIP: 14040HDF9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $213570.00    | 0.00%             | 2035-02-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                            | CUSIP: 14040HDG7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207648.00    | 0.00%             | 2030-07-26      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                            | CUSIP: 14040HDH5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $211280.00    | 0.00%             | 2035-07-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                            | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    300000 | PA      | $314976.00    | 0.01%             | 2036-01-30      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                            | CUSIP: 14040HDM4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    220000 | PA      | $219923.00    | 0.00%             | 2031-09-11      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                            | CUSIP: 14040HDN2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    260000 | PA      | $259760.80    | 0.00%             | 2036-09-11      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Capital One Multi-Asset Execution Trust                                          | Capital One Multi-Asset Execution Trust                                               | CUSIP: 14041NFV8<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $987089.27    | 0.02%             | 2028-08-15      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| CAPITAL SOUTHWEST CORP                                                           | Capital Southwest Corp                                                                | CUSIP: 140501AF4<br>LEI: 54930023YZ4YEJEDBO56 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60412.20     | 0.00%             | 2030-09-18      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                              | Cardinal Health Inc                                                                   | CUSIP: 14149YAW8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     75000 | PA      | $66549.00     | 0.00%             | 2043-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                              | Cardinal Health Inc                                                                   | CUSIP: 14149YBB3<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21796.00     | 0.00%             | 2044-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                              | Cardinal Health Inc                                                                   | CUSIP: 14149YBD9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     80000 | PA      | $73197.60     | 0.00%             | 2045-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                              | Cardinal Health Inc                                                                   | CUSIP: 14149YBJ6<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247890.00    | 0.00%             | 2027-06-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                              | Cardinal Health Inc                                                                   | CUSIP: 14149YBM9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84475.00     | 0.00%             | 2047-06-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                              | Cardinal Health Inc                                                                   | CUSIP: 14149YBN7<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128951.25    | 0.00%             | 2029-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                              | Cardinal Health Inc                                                                   | CUSIP: 14149YBP2<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104663.00    | 0.00%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                              | Cardinal Health Inc                                                                   | CUSIP: 14149YBQ0<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151036.50    | 0.00%             | 2026-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                              | Cardinal Health Inc                                                                   | CUSIP: 14149YBR8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128736.25    | 0.00%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                              | Cardinal Health Inc                                                                   | CUSIP: 14149YBS6<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155487.00    | 0.00%             | 2034-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                              | Cardinal Health Inc                                                                   | CUSIP: 14149YBT4<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152388.00    | 0.00%             | 2054-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                              | Cardinal Health Inc                                                                   | CUSIP: 14149YBU1<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80832.00     | 0.00%             | 2030-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                              | Cardinal Health Inc                                                                   | CUSIP: 14149YBV9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122612.40    | 0.00%             | 2035-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC                                                                 | Carlisle Cos Inc                                                                      | CUSIP: 142339AH3<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149263.50    | 0.00%             | 2027-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC                                                                 | Carlisle Cos Inc                                                                      | CUSIP: 142339AJ9<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141693.00    | 0.00%             | 2030-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC                                                                 | Carlisle Cos Inc                                                                      | CUSIP: 142339AL4<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87370.00     | 0.00%             | 2032-03-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC                                                                 | Carlisle Cos Inc                                                                      | CUSIP: 142339AM2<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101811.00    | 0.00%             | 2040-09-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC                                                                 | Carlisle Cos Inc                                                                      | CUSIP: 142339AN0<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76732.50     | 0.00%             | 2035-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CARLYLE GROUP INC/THE                                                            | Carlyle Group Inc/The                                                                 | CUSIP: 14316JAA6<br>LEI: 529900NGGVF94UK6PG95 | Long             | DBT              | CORP              | US        |    140000 | PA      | $138181.40    | 0.00%             | 2035-09-19      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                              | CUSIP: 144141CY2<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     75000 | PA      | $84467.25     | 0.00%             | 2038-04-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                              | CUSIP: 144141DB1<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86620.00     | 0.00%             | 2042-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                              | CUSIP: 144141DD7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    150000 | PA      | $128748.00    | 0.00%             | 2043-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                              | Carrier Global Corp                                                                   | CUSIP: 14448CAL8<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    150000 | PA      | $138991.50    | 0.00%             | 2031-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                              | Carrier Global Corp                                                                   | CUSIP: 14448CAP9<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     56000 | PA      | $55000.40     | 0.00%             | 2027-02-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                              | Carrier Global Corp                                                                   | CUSIP: 14448CAQ7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    400000 | PA      | $376784.00    | 0.01%             | 2030-02-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                              | Carrier Global Corp                                                                   | CUSIP: 14448CAR5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    300000 | PA      | $244998.00    | 0.00%             | 2040-04-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                              | Carrier Global Corp                                                                   | CUSIP: 14448CAS3<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    225000 | PA      | $168990.75    | 0.00%             | 2050-04-05      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                              | Carrier Global Corp                                                                   | CUSIP: 14448CBC7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    200000 | PA      | $216092.00    | 0.00%             | 2034-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                              | Carrier Global Corp                                                                   | CUSIP: 14448CBD5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     87000 | PA      | $95550.36     | 0.00%             | 2054-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CASE WESTERN RESERVE UNI                                                         | Case Western Reserve University                                                       | CUSIP: 14745XAA6<br>LEI: 2YXI7YIWYFWZG3QHF204 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47469.00     | 0.00%             | 2122-06-01      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                  | Caterpillar Inc                                                                       | CUSIP: 149123BL4<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105847.00    | 0.00%             | 2035-09-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                  | Caterpillar Inc                                                                       | CUSIP: 149123BN0<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $112313.00    | 0.00%             | 2036-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                  | Caterpillar Inc                                                                       | CUSIP: 149123BS9<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153043.50    | 0.00%             | 2041-05-27      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                  | Caterpillar Inc                                                                       | CUSIP: 149123CB5<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    250000 | PA      | $212725.00    | 0.00%             | 2042-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                  | Caterpillar Inc                                                                       | CUSIP: 149123CD1<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89281.00     | 0.00%             | 2044-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                  | Caterpillar Inc                                                                       | CUSIP: 149123CE9<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90253.00     | 0.00%             | 2064-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                  | Caterpillar Inc                                                                       | CUSIP: 149123CF6<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $72816.00     | 0.00%             | 2049-09-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                  | Caterpillar Inc                                                                       | CUSIP: 149123CG4<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95487.00     | 0.00%             | 2029-09-19      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                  | Caterpillar Inc                                                                       | CUSIP: 149123CH2<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189558.00    | 0.00%             | 2030-04-09      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                  | Caterpillar Inc                                                                       | CUSIP: 149123CJ8<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    150000 | PA      | $109351.50    | 0.00%             | 2050-04-09      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                  | Caterpillar Inc                                                                       | CUSIP: 149123CK5<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90307.00     | 0.00%             | 2031-03-12      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                  | Caterpillar Inc                                                                       | CUSIP: 149123CL3<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    300000 | PA      | $314139.00    | 0.01%             | 2035-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                  | Caterpillar Inc                                                                       | CUSIP: 149123CM1<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102803.00    | 0.00%             | 2055-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                                   | CUSIP: 14913R2G1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143326.50    | 0.00%             | 2027-09-14      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                                   | CUSIP: 14913R2U0<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97806.00     | 0.00%             | 2027-01-08      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                                   | CUSIP: 14913R3A3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149695.50    | 0.00%             | 2027-08-12      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                                   | CUSIP: 14913UAJ9<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103006.00    | 0.00%             | 2029-02-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                                   | CUSIP: 14913UAQ3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203374.00    | 0.00%             | 2029-08-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                                   | CUSIP: 14913UAR1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151795.50    | 0.00%             | 2027-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                                   | CUSIP: 14913UAS9<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203274.00    | 0.00%             | 2027-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                                   | CUSIP: 14913UAU4<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205758.00    | 0.00%             | 2029-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                                   | CUSIP: 14913UAV2<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100852.00    | 0.00%             | 2027-01-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                                   | CUSIP: 14913UAX8<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103760.00    | 0.00%             | 2030-01-08      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                                   | CUSIP: 14913UBB5<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    220000 | PA      | $221632.40    | 0.00%             | 2028-08-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                                   | CUSIP: 14916RAD6<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    150000 | PA      | $130974.00    | 0.00%             | 2042-11-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CATHOLIC HEALTH SERVICES                                                         | Catholic Health Services of Long Island Obligated Group                               | CUSIP: 14918AAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $35206.50     | 0.00%             | 2050-07-01      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| CEDARS-SINAI HEALTH SYS                                                          | Cedars-Sinai Health System                                                            | CUSIP: 15073LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $68076.00     | 0.00%             | 2031-08-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| CELULOSA ARAUCO CONSTITU                                                         | Celulosa Arauco y Constitucion SA                                                     | CUSIP: 151191BD4<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $181226.00    | 0.00%             | 2047-11-02      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                     | Centene Corp                                                                          | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    500000 | PA      | $494240.00    | 0.01%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                     | Centene Corp                                                                          | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    500000 | PA      | $484105.00    | 0.01%             | 2029-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                     | Centene Corp                                                                          | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    350000 | PA      | $321975.50    | 0.01%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                     | Centene Corp                                                                          | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    400000 | PA      | $357156.00    | 0.01%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                     | Centene Corp                                                                          | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    400000 | PA      | $345064.00    | 0.01%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                     | Centene Corp                                                                          | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    400000 | PA      | $372808.00    | 0.01%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                     | Centene Corp                                                                          | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    200000 | PA      | $171506.00    | 0.00%             | 2031-08-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                               | Cenovus Energy Inc                                                                    | CUSIP: 15135UAF6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $111518.00    | 0.00%             | 2039-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                               | Cenovus Energy Inc                                                                    | CUSIP: 15135UAP4<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     76000 | PA      | $74438.20     | 0.00%             | 2037-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                               | Cenovus Energy Inc                                                                    | CUSIP: 15135UAR0<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $92810.00     | 0.00%             | 2047-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                               | Cenovus Energy Inc                                                                    | CUSIP: 15135UAW9<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $89205.00     | 0.00%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                               | Cenovus Energy Inc                                                                    | CUSIP: 15135UAX7<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $106690.50    | 0.00%             | 2052-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                           | CenterPoint Energy Inc                                                                | CUSIP: 15189TAX5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     88000 | PA      | $83559.52     | 0.00%             | 2030-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                           | CenterPoint Energy Inc                                                                | CUSIP: 15189TBG1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155680.50    | 0.00%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                           | CenterPoint Energy Inc                                                                | CUSIP: 15189TBH9<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78509.25     | 0.00%             | 2055-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                           | CenterPoint Energy Inc                                                                | CUSIP: 15189TBJ5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     75000 | PA      | $80219.25     | 0.00%             | 2055-02-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                           | CenterPoint Energy Inc                                                                | CUSIP: 15189TBP1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77073.75     | 0.00%             | 2055-05-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                           | CenterPoint Energy Inc                                                                | CUSIP: 15189TBS5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126387.50    | 0.00%             | 2056-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                                                           | CenterPoint Energy Resources Corp                                                     | CUSIP: 15189WAH3<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105643.00    | 0.00%             | 2041-01-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                                                           | CenterPoint Energy Resources Corp                                                     | CUSIP: 15189WAL4<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99943.00     | 0.00%             | 2028-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                                                           | CenterPoint Energy Resources Corp                                                     | CUSIP: 15189WAS9<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77994.00     | 0.00%             | 2034-07-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                               | CUSIP: 15189XAN8<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     97000 | PA      | $86610.33     | 0.00%             | 2044-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                               | CUSIP: 15189XAR9<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148594.50    | 0.00%             | 2027-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                               | CUSIP: 15189XAS7<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     75000 | PA      | $60804.00     | 0.00%             | 2048-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                               | CUSIP: 15189XAT5<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     75000 | PA      | $63322.50     | 0.00%             | 2049-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                               | CUSIP: 15189XAU2<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     50000 | PA      | $33160.50     | 0.00%             | 2050-07-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                               | CUSIP: 15189XAV0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90840.00     | 0.00%             | 2031-04-01      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                               | CUSIP: 15189XAW8<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    150000 | PA      | $107838.00    | 0.00%             | 2051-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                               | CUSIP: 15189XAY4<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $74850.00     | 0.00%             | 2052-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                               | CUSIP: 15189XAZ1<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150126.00    | 0.00%             | 2032-10-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                               | CUSIP: 15189XBA5<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     75000 | PA      | $69339.75     | 0.00%             | 2052-10-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                               | CUSIP: 15189XBB3<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102480.00    | 0.00%             | 2033-04-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                               | CUSIP: 15189XBC1<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73329.75     | 0.00%             | 2053-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                               | CUSIP: 15189XBD9<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103301.00    | 0.00%             | 2028-10-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                               | CUSIP: 15189XBE7<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103580.00    | 0.00%             | 2034-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                               | CUSIP: 15189XBF4<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102060.00    | 0.00%             | 2035-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                               | CUSIP: 15189XBG2<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77052.75     | 0.00%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                               | CUSIP: 15189XBH0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101377.00    | 0.00%             | 2035-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                                                           | CenterPoint Energy Resources Corp                                                     | CUSIP: 15189YAF3<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89362.00     | 0.00%             | 2030-10-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                                                           | CenterPoint Energy Resources Corp                                                     | CUSIP: 15189YAG1<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205250.00    | 0.00%             | 2028-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital       | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    330000 | PA      | $341520.30    | 0.01%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital       | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $672686.00    | 0.01%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital       | CUSIP: 161175BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $98347.00     | 0.00%             | 2055-10-23      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital       | CUSIP: 161175BJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $196970.00    | 0.00%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital       | CUSIP: 161175BK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $298431.00    | 0.01%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital       | CUSIP: 161175BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $378207.00    | 0.01%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital       | CUSIP: 161175BM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $139287.00    | 0.00%             | 2038-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital       | CUSIP: 161175BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $394947.00    | 0.01%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital       | CUSIP: 161175BR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $202032.00    | 0.00%             | 2029-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital       | CUSIP: 161175BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $160738.00    | 0.00%             | 2049-07-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital       | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $384455.00    | 0.01%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital       | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $269655.00    | 0.00%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital       | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375000 | PA      | $241800.00    | 0.00%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital       | CUSIP: 161175BX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $171974.00    | 0.00%             | 2032-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital       | CUSIP: 161175BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $183984.00    | 0.00%             | 2061-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital       | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $213882.00    | 0.00%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital       | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $262796.00    | 0.00%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital       | CUSIP: 161175CC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $167240.00    | 0.00%             | 2061-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital       | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $186140.00    | 0.00%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital       | CUSIP: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $175525.00    | 0.00%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital       | CUSIP: 161175CG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $153852.50    | 0.00%             | 2062-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital       | CUSIP: 161175CJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $141426.00    | 0.00%             | 2033-04-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital       | CUSIP: 161175CK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $202670.00    | 0.00%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital       | CUSIP: 161175CL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $161010.00    | 0.00%             | 2063-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital       | CUSIP: 161175CP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $158746.50    | 0.00%             | 2034-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital       | CUSIP: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $260940.00    | 0.00%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital       | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $316815.00    | 0.01%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital       | CUSIP: 161175CS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $200488.00    | 0.00%             | 2035-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital       | CUSIP: 161175CT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $146098.50    | 0.00%             | 2055-12-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                                         | Cheniere Energy Partners LP                                                           | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250167.50    | 0.00%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                                         | Cheniere Energy Partners LP                                                           | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243065.00    | 0.00%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                                         | Cheniere Energy Partners LP                                                           | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    225000 | PA      | $207033.75    | 0.00%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                                         | Cheniere Energy Partners LP                                                           | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    300000 | PA      | $318939.00    | 0.01%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                                         | Cheniere Energy Partners LP                                                           | CUSIP: 16411QAS0<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209382.00    | 0.00%             | 2034-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                                         | Cheniere Energy Partners LP                                                           | CUSIP: 16411QAV3<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205900.00    | 0.00%             | 2035-10-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                                              | Cheniere Energy Inc                                                                   | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300045.00    | 0.01%             | 2028-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                                              | Cheniere Energy Inc                                                                   | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    250000 | PA      | $260877.50    | 0.00%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD                                                         | Cheniere Corpus Christi Holdings LLC                                                  | CUSIP: 16412XAG0<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    225000 | PA      | $227369.25    | 0.00%             | 2027-06-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD                                                         | Cheniere Corpus Christi Holdings LLC                                                  | CUSIP: 16412XAJ4<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195702.00    | 0.00%             | 2029-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD                                                         | Cheniere Corpus Christi Holdings LLC                                                  | CUSIP: 16412XAL9<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86017.00     | 0.00%             | 2039-12-31      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                               | Expand Energy Corp                                                                    | CUSIP: 165167DH7<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155937.00    | 0.00%             | 2035-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                       | CUSIP: 166756AH9<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    150000 | PA      | $89428.50     | 0.00%             | 2050-08-12      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                       | CUSIP: 166756AL0<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143463.00    | 0.00%             | 2027-08-12      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                       | CUSIP: 166756AR7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100273.00    | 0.00%             | 2028-01-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                       | CUSIP: 166756AS5<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97851.00     | 0.00%             | 2029-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                       | CUSIP: 166756AT3<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |     50000 | PA      | $55146.00     | 0.00%             | 2041-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                       | CUSIP: 166756AU0<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50702.00     | 0.00%             | 2043-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                       | CUSIP: 166756AZ9<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151260.00    | 0.00%             | 2027-02-26      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                       | CUSIP: 166756BB1<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    175000 | PA      | $177765.00    | 0.00%             | 2028-02-26      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                       | CUSIP: 166756BD7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205274.00    | 0.00%             | 2030-04-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                       | CUSIP: 166756BE5<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    125000 | PA      | $129143.75    | 0.00%             | 2032-04-15      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                       | CUSIP: 166756BF2<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128918.75    | 0.00%             | 2035-04-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                       | CUSIP: 166756BG0<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100578.00    | 0.00%             | 2027-08-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                       | CUSIP: 166756BH8<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151399.50    | 0.00%             | 2028-08-13      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                       | CUSIP: 166756BJ4<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202558.00    | 0.00%             | 2030-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                       | CUSIP: 166756BK1<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253900.00    | 0.00%             | 2032-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                       | CUSIP: 166756BL9<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152181.00    | 0.00%             | 2035-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP                                                                     | Chevron Corp                                                                          | CUSIP: 166764BX7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $195224.00    | 0.00%             | 2027-05-11      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP                                                                     | Chevron Corp                                                                          | CUSIP: 166764BY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $255664.75    | 0.00%             | 2030-05-11      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP                                                                     | Chevron Corp                                                                          | CUSIP: 166764CA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $121705.50    | 0.00%             | 2050-05-11      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| Chicago O'Hare International Airport                                             | Chicago O'Hare International Airport                                                  | CUSIP: 167593AN2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $112592.60    | 0.00%             | 2040-01-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Chicago O'Hare International Airport                                             | Chicago O'Hare International Airport                                                  | CUSIP: 167593H62<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $134347.65    | 0.00%             | 2049-01-01      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Chicago Transit Authority Sales & Transfer Tax Receipts Revenue                  | Chicago Transit Authority Sales & Transfer Tax Receipts Revenue                       | CUSIP: 167725AC4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    685141 | PA      | $775659.81    | 0.01%             | 2040-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| CHILDREN'S HOSPITAL MEDI                                                         | Children's Hospital Medical Center/Cincinnati OH                                      | CUSIP: 16876AAA2<br>LEI: 549300EKVCKSAOOWU002 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89214.00     | 0.00%             | 2044-05-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| CHILDREN'S HOSPITAL CORP                                                         | Children's Hospital Corp/The                                                          | CUSIP: 16876BAA0<br>LEI: 549300NXFO6BISJLOS32 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85081.00     | 0.00%             | 2047-01-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CHILDREN'S HOSPITAL CORP                                                         | Children's Hospital Corp/The                                                          | CUSIP: 16876BAB8<br>LEI: 549300NXFO6BISJLOS32 | Long             | DBT              | CORP              | US        |     80000 | PA      | $50120.80     | 0.00%             | 2050-02-01      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| CHILDREN'S HOSPITAL/DC                                                           | Children's Hospital/DC                                                                | CUSIP: 16876DAA6<br>LEI: 549300C1PQZDYQ6KZS51 | Long             | DBT              | CORP              | US        |     60000 | PA      | $39740.40     | 0.00%             | 2050-07-15      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| CHILDREN'S HEATH SYS TX                                                          | Children's Health System of Texas                                                     | CUSIP: 16876HAB5<br>LEI: 254900FK4IY1J5YO2L69 | Long             | DBT              | CORP              | US        |    150000 | PA      | $90978.00     | 0.00%             | 2050-08-15      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| CHILDREN'S HOSPITAL/PHIL                                                         | Children's Hospital of Philadelphia/The                                               | CUSIP: 16877PAA8<br>LEI: 254900N2KNSY5WTR1Q61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $64204.00     | 0.00%             | 2050-07-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                                                | Chile Government International Bond                                                   | CUSIP: 168863BP2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    150000 | PA      | $124141.50    | 0.00%             | 2042-10-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                             | Chile Government International Bonds                                                  | CUSIP: 168863CE6<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $163134.00    | 0.00%             | 2047-06-21      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                             | Chile Government International Bonds                                                  | CUSIP: 168863CF3<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    250000 | PA      | $245770.00    | 0.00%             | 2028-02-06      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                             | Chile Government International Bonds                                                  | CUSIP: 168863DL9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    500000 | PA      | $375730.00    | 0.01%             | 2050-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                             | Chile Government International Bonds                                                  | CUSIP: 168863DN5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $179620.00    | 0.00%             | 2032-01-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                             | Chile Government International Bonds                                                  | CUSIP: 168863DP0<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    300000 | PA      | $274722.00    | 0.00%             | 2031-01-31      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                             | Chile Government International Bonds                                                  | CUSIP: 168863DQ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    250000 | PA      | $160367.50    | 0.00%             | 2061-01-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                             | Chile Government International Bonds                                                  | CUSIP: 168863DS4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    550000 | PA      | $428318.00    | 0.01%             | 2041-05-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                             | Chile Government International Bonds                                                  | CUSIP: 168863DT2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    500000 | PA      | $434925.00    | 0.01%             | 2033-07-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                             | Chile Government International Bonds                                                  | CUSIP: 168863DU9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $128314.00    | 0.00%             | 2071-09-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                             | Chile Government International Bonds                                                  | CUSIP: 168863DV7<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    250000 | PA      | $231095.00    | 0.00%             | 2034-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                             | Chile Government International Bonds                                                  | CUSIP: 168863DW5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $161820.00    | 0.00%             | 2052-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                             | Chile Government International Bonds                                                  | CUSIP: 168863DX3<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    250000 | PA      | $245997.50    | 0.00%             | 2027-01-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                             | Chile Government International Bonds                                                  | CUSIP: 168863DY1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    250000 | PA      | $225617.50    | 0.00%             | 2042-03-07      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                             | Chile Government International Bonds                                                  | CUSIP: 168863DZ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    200843 | PA      | $203634.72    | 0.00%             | 2036-01-05      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                             | Chile Government International Bonds                                                  | CUSIP: 168863EA2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    300000 | PA      | $296700.00    | 0.01%             | 2054-01-05      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                             | Chile Government International Bonds                                                  | CUSIP: 168863EB0<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    300000 | PA      | $306588.00    | 0.01%             | 2029-01-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                             | Chile Government International Bonds                                                  | CUSIP: 168863EE4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    300000 | PA      | $318552.00    | 0.01%             | 2037-01-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CHOICE HOTELS INTL INC                                                           | Choice Hotels International Inc                                                       | CUSIP: 169905AF3<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96723.00     | 0.00%             | 2029-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CHOICE HOTELS INTL INC                                                           | Choice Hotels International Inc                                                       | CUSIP: 169905AG1<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94635.00     | 0.00%             | 2031-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CHOICE HOTELS INTL INC                                                           | Choice Hotels International Inc                                                       | CUSIP: 169905AH9<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102807.00    | 0.00%             | 2034-08-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CHUBB CORP                                                                       | Chubb Corp/The                                                                        | CUSIP: 171232AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $164490.00    | 0.00%             | 2037-05-11      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHUBB CORP                                                                       | Chubb Corp/The                                                                        | CUSIP: 171232AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $113815.00    | 0.00%             | 2038-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                           | Chubb INA Holdings LLC                                                                | CUSIP: 171239AG1<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88247.00     | 0.00%             | 2030-09-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                           | Chubb INA Holdings LLC                                                                | CUSIP: 171239AH9<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    150000 | PA      | $98178.00     | 0.00%             | 2051-12-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                           | Chubb INA Holdings LLC                                                                | CUSIP: 171239AJ5<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    250000 | PA      | $157292.50    | 0.00%             | 2061-12-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                           | Chubb INA Holdings LLC                                                                | CUSIP: 171239AK2<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    375000 | PA      | $385942.50    | 0.01%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                           | Chubb INA Holdings LLC                                                                | CUSIP: 171239AL0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153574.50    | 0.00%             | 2029-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                           | Chubb INA Holdings LLC                                                                | CUSIP: 171239AM8<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253072.50    | 0.00%             | 2035-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CHURCH & DWIGHT CO INC                                                           | Church & Dwight Co Inc                                                                | CUSIP: 171340AL6<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81205.00     | 0.00%             | 2047-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CHURCH & DWIGHT CO INC                                                           | Church & Dwight Co Inc                                                                | CUSIP: 171340AN2<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98879.00     | 0.00%             | 2027-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CHURCH & DWIGHT CO INC                                                           | Church & Dwight Co Inc                                                                | CUSIP: 17136MAA0<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |     75000 | PA      | $67006.50     | 0.00%             | 2031-12-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CHURCH & DWIGHT CO INC                                                           | Church & Dwight Co Inc                                                                | CUSIP: 17136MAB8<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93100.00     | 0.00%             | 2052-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHURCH & DWIGHT CO INC                                                           | Church & Dwight Co Inc                                                                | CUSIP: 17136MAC6<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106834.00    | 0.00%             | 2032-11-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CINCINNATI FINL CORP                                                             | Cincinnati Financial Corp                                                             | CUSIP: 172062AE1<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | DBT              | CORP              | US        |     50000 | PA      | $54204.00     | 0.00%             | 2034-11-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CINCINNATI FINL CORP                                                             | Cincinnati Financial Corp                                                             | CUSIP: 172062AF8<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | DBT              | CORP              | US        |     75000 | PA      | $80148.75     | 0.00%             | 2028-05-15      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| CINTAS CORPORATION NO. 2                                                         | Cintas Corp No 2                                                                      | CUSIP: 17252MAN0<br>LEI: 549300QVUQTTKMTE0G41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149637.00    | 0.00%             | 2027-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CINTAS CORPORATION NO. 2                                                         | Cintas Corp No 2                                                                      | CUSIP: 17252MAQ3<br>LEI: 549300QVUQTTKMTE0G41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147906.00    | 0.00%             | 2032-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                                | Cisco Systems Inc                                                                     | CUSIP: 17275RAD4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    375000 | PA      | $409593.75    | 0.01%             | 2039-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                                | Cisco Systems Inc                                                                     | CUSIP: 17275RAF9<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    300000 | PA      | $316473.00    | 0.01%             | 2040-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                                | Cisco Systems Inc                                                                     | CUSIP: 17275RBQ4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    400000 | PA      | $404816.00    | 0.01%             | 2027-02-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                                | Cisco Systems Inc                                                                     | CUSIP: 17275RBR2<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    500000 | PA      | $514175.00    | 0.01%             | 2029-02-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                                | Cisco Systems Inc                                                                     | CUSIP: 17275RBS0<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    450000 | PA      | $468400.50    | 0.01%             | 2031-02-26      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                                | Cisco Systems Inc                                                                     | CUSIP: 17275RBT8<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    500000 | PA      | $518950.00    | 0.01%             | 2034-02-26      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                                | Cisco Systems Inc                                                                     | CUSIP: 17275RBU5<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    350000 | PA      | $343364.00    | 0.01%             | 2054-02-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                                | Cisco Systems Inc                                                                     | CUSIP: 17275RBV3<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194490.00    | 0.00%             | 2064-02-26      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                                | Cisco Systems Inc                                                                     | CUSIP: 17275RBW1<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152491.50    | 0.00%             | 2028-02-24      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                                | Cisco Systems Inc                                                                     | CUSIP: 17275RBX9<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205924.00    | 0.00%             | 2030-02-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                                | Cisco Systems Inc                                                                     | CUSIP: 17275RBY7<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207758.00    | 0.00%             | 2032-02-24      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                                | Cisco Systems Inc                                                                     | CUSIP: 17275RBZ4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207656.00    | 0.00%             | 2035-02-24      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                                | Cisco Systems Inc                                                                     | CUSIP: 17275RCA8<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151536.00    | 0.00%             | 2055-02-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                         | CUSIP: 172967AR2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105700.00    | 0.00%             | 2028-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                         | CUSIP: 172967BL4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    200000 | PA      | $222692.00    | 0.00%             | 2032-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                         | CUSIP: 172967BU4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107350.00    | 0.00%             | 2033-02-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                         | CUSIP: 172967CC3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    150000 | PA      | $162450.00    | 0.00%             | 2033-10-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                         | CUSIP: 172967DR9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107452.00    | 0.00%             | 2036-08-25      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                         | CUSIP: 172967EW7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    345000 | PA      | $447147.60    | 0.01%             | 2039-07-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                         | CUSIP: 172967FX4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    205000 | PA      | $218314.75    | 0.00%             | 2042-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                         | CUSIP: 172967HA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    200000 | PA      | $226152.00    | 0.00%             | 2043-09-13      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                         | CUSIP: 172967HS3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146367.00    | 0.00%             | 2044-05-06      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                         | CUSIP: 172967JC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150322.50    | 0.00%             | 2026-11-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                         | CUSIP: 172967JU6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    180000 | PA      | $164314.80    | 0.00%             | 2045-07-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                         | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    680000 | PA      | $683440.80    | 0.01%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                         | CUSIP: 172967KR1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    330000 | PA      | $294640.50    | 0.01%             | 2046-05-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                         | CUSIP: 172967KU4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    350000 | PA      | $350322.00    | 0.01%             | 2028-07-25      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                         | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498840.00    | 0.01%             | 2028-01-10      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                         | CUSIP: 172967LJ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    250000 | PA      | $213810.00    | 0.00%             | 2048-04-24      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                         | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    400000 | PA      | $397344.00    | 0.01%             | 2028-07-24      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                         | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    400000 | PA      | $395940.00    | 0.01%             | 2028-10-27      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                         | CUSIP: 172967LU3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178634.00    | 0.00%             | 2039-01-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                         | CUSIP: 172967LW9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299943.00    | 0.01%             | 2029-04-23      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                         | CUSIP: 172967MD0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    450000 | PA      | $404626.50    | 0.01%             | 2048-07-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                         | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    450000 | PA      | $446751.00    | 0.01%             | 2030-03-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                         | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    400000 | PA      | $375096.00    | 0.01%             | 2031-01-29      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                         | CUSIP: 172967MM0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304059.00    | 0.01%             | 2041-03-26      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                         | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    700000 | PA      | $702037.00    | 0.01%             | 2031-03-31      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                         | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    650000 | PA      | $603616.00    | 0.01%             | 2031-06-03      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                         | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    500000 | PA      | $455370.00    | 0.01%             | 2032-05-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                         | CUSIP: 172967NE7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    300000 | PA      | $269586.00    | 0.00%             | 2032-11-03      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                         | CUSIP: 172967NF4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    200000 | PA      | $149156.00    | 0.00%             | 2042-11-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                         | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    500000 | PA      | $493785.00    | 0.01%             | 2028-02-24      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                         | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    575000 | PA      | $551005.25    | 0.01%             | 2033-03-17      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                         | CUSIP: 172967NS6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302592.00    | 0.01%             | 2028-05-24      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                         | CUSIP: 172967NU1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    475000 | PA      | $483782.75    | 0.01%             | 2033-05-24      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                         | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    500000 | PA      | $547945.00    | 0.01%             | 2033-11-17      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                         | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    500000 | PA      | $514630.00    | 0.01%             | 2030-02-13      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                         | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    450000 | PA      | $471015.00    | 0.01%             | 2035-02-13      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                         | CUSIP: 172967PL9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    450000 | PA      | $469998.00    | 0.01%             | 2035-06-11      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                         | CUSIP: 172967PN5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205944.00    | 0.00%             | 2034-11-19      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                         | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    550000 | PA      | $580233.50    | 0.01%             | 2036-01-24      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                         | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    400000 | PA      | $402964.00    | 0.01%             | 2028-05-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                         | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    400000 | PA      | $410024.00    | 0.01%             | 2031-05-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                         | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    550000 | PA      | $553751.00    | 0.01%             | 2031-09-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                         | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    540000 | PA      | $551242.80    | 0.01%             | 2036-09-11      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                         | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    400000 | PA      | $381912.00    | 0.01%             | 2030-11-05      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                      | Citibank NA                                                                           | CUSIP: 17325FBB3<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    400000 | PA      | $419912.00    | 0.01%             | 2028-09-29      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                      | Citibank NA                                                                           | CUSIP: 17325FBC1<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253505.00    | 0.00%             | 2026-12-04      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                      | Citibank NA                                                                           | CUSIP: 17325FBG2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    300000 | PA      | $319914.00    | 0.01%             | 2034-04-30      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                      | Citibank NA                                                                           | CUSIP: 17325FBK3<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256620.00    | 0.00%             | 2029-08-06      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                      | Citibank NA                                                                           | CUSIP: 17325FBL1<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    400000 | PA      | $403316.00    | 0.01%             | 2027-11-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                      | Citibank NA                                                                           | CUSIP: 17325FBN7<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    400000 | PA      | $403956.00    | 0.01%             | 2027-05-29      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                      | Citibank NA                                                                           | CUSIP: 17325FBP2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    500000 | PA      | $516030.00    | 0.01%             | 2030-05-29      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2017-C4                                      | Citigroup Commercial Mortgage Trust 2017-C4                                           | CUSIP: 17326FAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5700000 | PA      | $5636658.01   | 0.10%             | 2050-10-12      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                         | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    550000 | PA      | $506203.50    | 0.01%             | 2033-01-25      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                         | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    600000 | PA      | $641766.00    | 0.01%             | 2034-05-25      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                         | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    550000 | PA      | $555703.50    | 0.01%             | 2030-09-19      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                         | CUSIP: 17327CAU7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202172.00    | 0.00%             | 2039-09-19      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                         | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    400000 | PA      | $405920.00    | 0.01%             | 2029-03-04      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                         | CUSIP: 17327CAY9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    360000 | PA      | $366692.40    | 0.01%             | 2056-03-04      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                         | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    400000 | PA      | $413052.00    | 0.01%             | 2036-03-27      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                                         | Citizens Financial Group Inc                                                          | CUSIP: 174610AT2<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143044.50    | 0.00%             | 2030-04-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                                         | Citizens Financial Group Inc                                                          | CUSIP: 174610AW5<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86283.00     | 0.00%             | 2032-09-30      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                                         | Citizens Financial Group Inc                                                          | CUSIP: 174610BE4<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101917.00    | 0.00%             | 2037-05-21      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                                         | Citizens Financial Group Inc                                                          | CUSIP: 174610BF1<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    250000 | PA      | $260635.00    | 0.00%             | 2030-01-23      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                                         | Citizens Financial Group Inc                                                          | CUSIP: 174610BG9<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    150000 | PA      | $165295.50    | 0.00%             | 2035-04-25      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                                         | Citizens Financial Group Inc                                                          | CUSIP: 174610BH7<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209994.00    | 0.00%             | 2032-07-23      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                                         | Citizens Financial Group Inc                                                          | CUSIP: 174610BJ3<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205142.00    | 0.00%             | 2031-03-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CITY OF HOPE/THE                                                                 | City of Hope                                                                          | CUSIP: 17858PAA9<br>LEI: 549300QIQJNNQEIXBL15 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100175.00    | 0.00%             | 2043-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CLAREMONT MCKENNA                                                                | Claremont Mckenna College                                                             | CUSIP: 18013RAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $33784.00     | 0.00%             | 2122-01-01      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| County of Clark Department of Aviation                                           | County of Clark Department of Aviation                                                | CUSIP: 18085PMT8<br>LEI: 549300LDD8NZB2EOVG83 | Long             | DBT              | MUN               | US        |    150000 | PA      | $169461.90    | 0.00%             | 2045-07-01      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| CLECO CORPORATE HOLDINGS                                                         | Cleco Corporate Holdings LLC                                                          | CUSIP: 18551PAD1<br>LEI: 5493002H80P81B3HXL31 | Long             | DBT              | CORP              | US        |     75000 | PA      | $66329.25     | 0.00%             | 2046-05-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| CLEVELAND CLINIC FOUND                                                           | Cleveland Clinic Foundation/The                                                       | CUSIP: 18600TAA0<br>LEI: 5493005LGDPOFHUC6Z36 | Long             | DBT              | CORP              | US        |     75000 | PA      | $65785.50     | 0.00%             | 2114-01-01      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| CLEVELAND ELECTRIC ILLUM                                                         | Cleveland Electric Illuminating Co/The                                                | CUSIP: 186108CE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $79884.75     | 0.00%             | 2036-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CLOROX COMPANY                                                                   | Clorox Co/The                                                                         | CUSIP: 189054AV1<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147949.50    | 0.00%             | 2027-10-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CLOROX COMPANY                                                                   | Clorox Co/The                                                                         | CUSIP: 189054AW9<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99997.00     | 0.00%             | 2028-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CLOROX COMPANY                                                                   | Clorox Co/The                                                                         | CUSIP: 189054AZ2<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202672.00    | 0.00%             | 2032-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC                                                                     | Tapestry Inc                                                                          | CUSIP: 189754AC8<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99915.00     | 0.00%             | 2027-07-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CONSOLIDATED                                                           | Coca-Cola Consolidated Inc                                                            | CUSIP: 191098AM4<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103694.00    | 0.00%             | 2029-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CONSOLIDATED                                                           | Coca-Cola Consolidated Inc                                                            | CUSIP: 191098AP7<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105561.00    | 0.00%             | 2034-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                      | CUSIP: 191216CE8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98965.00     | 0.00%             | 2027-05-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                      | CUSIP: 191216CM0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141487.50    | 0.00%             | 2029-09-06      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                      | CUSIP: 191216CQ1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85829.00     | 0.00%             | 2050-03-25      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                      | CUSIP: 191216CR9<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199350.00    | 0.00%             | 2027-03-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                      | CUSIP: 191216CT5<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196662.00    | 0.00%             | 2030-03-25      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                      | CUSIP: 191216CU2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    300000 | PA      | $290370.00    | 0.01%             | 2027-06-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                      | CUSIP: 191216CV0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    450000 | PA      | $408393.00    | 0.01%             | 2030-06-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                      | CUSIP: 191216CW8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    200000 | PA      | $151018.00    | 0.00%             | 2040-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                      | CUSIP: 191216CX6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    200000 | PA      | $127148.00    | 0.00%             | 2050-06-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                      | CUSIP: 191216CY4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    200000 | PA      | $120666.00    | 0.00%             | 2060-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                      | CUSIP: 191216DC1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    250000 | PA      | $153717.50    | 0.00%             | 2051-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                      | CUSIP: 191216DD9<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    250000 | PA      | $235820.00    | 0.00%             | 2028-03-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                      | CUSIP: 191216DE7<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    250000 | PA      | $219705.00    | 0.00%             | 2031-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                      | CUSIP: 191216DJ6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95485.00     | 0.00%             | 2028-03-05      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                      | CUSIP: 191216DK3<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    125000 | PA      | $113720.00    | 0.00%             | 2031-03-05      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                      | CUSIP: 191216DL1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    300000 | PA      | $205476.00    | 0.00%             | 2051-03-05      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                      | CUSIP: 191216DP2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    350000 | PA      | $317562.00    | 0.01%             | 2032-01-05      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                      | CUSIP: 191216DQ0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    150000 | PA      | $116727.00    | 0.00%             | 2041-05-05      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                      | CUSIP: 191216DR8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    175000 | PA      | $183853.25    | 0.00%             | 2034-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                      | CUSIP: 191216DS6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199768.00    | 0.00%             | 2054-05-13      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                      | CUSIP: 191216DT4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299493.00    | 0.01%             | 2064-05-13      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                      | CUSIP: 191216DY3<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154368.00    | 0.00%             | 2034-08-14      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                      | CUSIP: 191216DZ0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    275000 | PA      | $271185.75    | 0.00%             | 2055-01-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| COCA-COLA FEMSA SAB CV                                                           | Coca-Cola Femsa SAB de CV                                                             | CUSIP: 191241AF5<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |    150000 | PA      | $148026.00    | 0.00%             | 2043-11-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COCA-COLA FEMSA SAB CV                                                           | Coca-Cola Femsa SAB de CV                                                             | CUSIP: 191241AJ7<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |    100000 | PA      | $84363.00     | 0.00%             | 2032-09-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| COCA-COLA FEMSA SAB CV                                                           | Coca-Cola Femsa SAB de CV                                                             | CUSIP: 191241AK4<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |    150000 | PA      | $152545.50    | 0.00%             | 2035-05-06      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE CO                                                             | Colgate-Palmolive Co                                                                  | CUSIP: 194162AN3<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198268.00    | 0.00%             | 2027-08-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE CO                                                             | Colgate-Palmolive Co                                                                  | CUSIP: 194162AR4<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76416.00     | 0.00%             | 2028-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE CO                                                             | Colgate-Palmolive Co                                                                  | CUSIP: 194162AS2<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154249.50    | 0.00%             | 2033-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE CO                                                             | Colgate-Palmolive Co                                                                  | CUSIP: 19416QEJ5<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86373.00     | 0.00%             | 2045-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE CO                                                             | Colgate-Palmolive Co                                                                  | CUSIP: 19416QEK2<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80652.00     | 0.00%             | 2047-08-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE GROUP                                                          | Columbia Pipeline Group Inc                                                           | CUSIP: 198280AH2<br>LEI: 549300SRP1TQM9JJBG80 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100105.00    | 0.00%             | 2045-06-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| COLUMBIA UNIVERSITY                                                              | Trustees of Columbia University in the City of New York/The                           | CUSIP: 198643AD0<br>LEI: 54930058W39DHS3GTG15 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74308.50     | 0.00%             | 2035-10-01      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                          | CUSIP: 20030NAC5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    150000 | PA      | $172401.00    | 0.00%             | 2033-03-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                          | CUSIP: 20030NAF8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105496.00    | 0.00%             | 2035-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                          | CUSIP: 20030NAK7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    145000 | PA      | $162550.80    | 0.00%             | 2035-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                          | CUSIP: 20030NAM3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $111379.00    | 0.00%             | 2037-03-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                          | CUSIP: 20030NAV3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $115766.00    | 0.00%             | 2037-08-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                          | CUSIP: 20030NAY7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     50000 | PA      | $56517.00     | 0.00%             | 2039-07-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                          | CUSIP: 20030NBE0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88680.00     | 0.00%             | 2042-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                          | CUSIP: 20030NBH3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    325000 | PA      | $318740.50    | 0.01%             | 2033-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                          | CUSIP: 20030NBK6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44371.00     | 0.00%             | 2044-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                          | CUSIP: 20030NBM2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192064.00    | 0.00%             | 2034-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                          | CUSIP: 20030NBP5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96265.00     | 0.00%             | 2035-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                          | CUSIP: 20030NBQ3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86249.00     | 0.00%             | 2045-08-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                          | CUSIP: 20030NBT7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    175000 | PA      | $149915.50    | 0.00%             | 2036-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                          | CUSIP: 20030NBU4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    275000 | PA      | $195824.75    | 0.00%             | 2046-07-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                          | CUSIP: 20030NBW0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196546.00    | 0.00%             | 2027-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                          | CUSIP: 20030NBY6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248067.50    | 0.00%             | 2027-02-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                          | CUSIP: 20030NBZ3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    150000 | PA      | $115984.50    | 0.00%             | 2047-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                          | CUSIP: 20030NCA7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245647.50    | 0.00%             | 2028-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                          | CUSIP: 20030NCC3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    375000 | PA      | $288390.00    | 0.01%             | 2047-11-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                          | CUSIP: 20030NCE9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    400000 | PA      | $303140.00    | 0.01%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                          | CUSIP: 20030NCG4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    202000 | PA      | $151350.52    | 0.00%             | 2052-11-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                          | CUSIP: 20030NCH2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148732.50    | 0.00%             | 2028-05-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                          | CUSIP: 20030NCJ8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    250000 | PA      | $219817.50    | 0.00%             | 2038-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                          | CUSIP: 20030NCK5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $154234.00    | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                          | CUSIP: 20030NCL3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188720.00    | 0.00%             | 2038-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                          | CUSIP: 20030NCM1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    375000 | PA      | $319912.50    | 0.01%             | 2048-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                          | CUSIP: 20030NCN9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    175000 | PA      | $149345.00    | 0.00%             | 2058-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                          | CUSIP: 20030NCT6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502740.00    | 0.01%             | 2028-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                          | CUSIP: 20030NCU3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300681.00    | 0.01%             | 2030-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                          | CUSIP: 20030NCY5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $159138.00    | 0.00%             | 2039-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                          | CUSIP: 20030NCZ2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    300000 | PA      | $206529.00    | 0.00%             | 2050-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                          | CUSIP: 20030NDA6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    300000 | PA      | $282909.00    | 0.01%             | 2030-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                          | CUSIP: 20030NDG3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    250000 | PA      | $242502.50    | 0.00%             | 2030-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                          | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    275000 | PA      | $230362.00    | 0.00%             | 2040-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                          | CUSIP: 20030NDK4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99155.00     | 0.00%             | 2027-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                          | CUSIP: 20030NDL2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    350000 | PA      | $209335.00    | 0.00%             | 2051-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                          | CUSIP: 20030NDM0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    300000 | PA      | $267426.00    | 0.00%             | 2031-01-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                          | CUSIP: 20030NDN8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $173980.00    | 0.00%             | 2031-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                          | CUSIP: 20030NDP3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    300000 | PA      | $163152.00    | 0.00%             | 2052-08-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                          | CUSIP: 20030NDQ1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $103190.00    | 0.00%             | 2062-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                          | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    819000 | PA      | $496142.01    | 0.01%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                          | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1076000 | PA      | $626221.24    | 0.01%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                          | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    764000 | PA      | $426648.16    | 0.01%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                          | CUSIP: 20030NEA5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102717.00    | 0.00%             | 2027-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                          | CUSIP: 20030NEB3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $212042.00    | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                          | CUSIP: 20030NEC1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200978.00    | 0.00%             | 2033-02-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                          | CUSIP: 20030NED9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152179.50    | 0.00%             | 2029-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                          | CUSIP: 20030NEE7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202528.00    | 0.00%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                          | CUSIP: 20030NEF4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    275000 | PA      | $253577.50    | 0.00%             | 2053-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                          | CUSIP: 20030NEG2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    250000 | PA      | $230922.50    | 0.00%             | 2064-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                          | CUSIP: 20030NEH0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103339.00    | 0.00%             | 2029-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                          | CUSIP: 20030NEJ6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258452.50    | 0.00%             | 2034-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                          | CUSIP: 20030NEK3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192392.00    | 0.00%             | 2054-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                          | CUSIP: 20030NEP2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154573.50    | 0.00%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                          | CUSIP: 20030NEQ0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202834.00    | 0.00%             | 2055-05-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                          | CUSIP: 20030NER8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102602.00    | 0.00%             | 2032-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                          | CUSIP: 20030NES6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    311000 | PA      | $310993.78    | 0.01%             | 2037-01-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| COMERICA INC                                                                     | Comerica Inc                                                                          | CUSIP: 200340AT4<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247970.00    | 0.00%             | 2029-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMERICA INC                                                                     | Comerica Inc                                                                          | CUSIP: 200340AW7<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |    250000 | PA      | $260580.00    | 0.00%             | 2030-01-30      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                                   | CUSIP: 20268JAB9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145468.50    | 0.00%             | 2029-10-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                                   | CUSIP: 20268JAC7<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    150000 | PA      | $120346.50    | 0.00%             | 2049-10-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                                   | CUSIP: 20268JAD5<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    150000 | PA      | $114822.00    | 0.00%             | 2049-10-01      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                                   | CUSIP: 20268JAF0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140770.50    | 0.00%             | 2030-10-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                                   | CUSIP: 20268JAG8<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    100000 | PA      | $76188.00     | 0.00%             | 2050-10-01      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                                   | CUSIP: 20268JAK9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103460.00    | 0.00%             | 2027-11-01      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                                   | CUSIP: 20268JAM5<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     50000 | PA      | $54874.50     | 0.00%             | 2052-11-01      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                                   | CUSIP: 20268JAR4<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155910.00    | 0.00%             | 2031-12-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                                   | CUSIP: 20268JAS2<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128717.50    | 0.00%             | 2034-12-01      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                                   | CUSIP: 20268JAT0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97595.00     | 0.00%             | 2054-12-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                                   | CUSIP: 20268JAY9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100194.00    | 0.00%             | 2030-09-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                                   | CUSIP: 20268JBB8<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74645.25     | 0.00%             | 2045-09-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                                   | CUSIP: 20268JBC6<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99203.00     | 0.00%             | 2055-09-01      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                                   | CUSIP: 20268JBD4<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100001.00    | 0.00%             | 2035-09-01      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                                   | CUSIP: 20268JBE2<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75096.00     | 0.00%             | 2035-09-01      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BK AUSTR NY                                                         | Commonwealth Bank of Australia/New York NY                                            | CUSIP: 20271RAU4<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $251780.00    | 0.00%             | 2026-11-27      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BK AUSTR NY                                                         | Commonwealth Bank of Australia/New York NY                                            | CUSIP: 20271RAW0<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $251652.50    | 0.00%             | 2030-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                                | CUSIP: 202795HK9<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    150000 | PA      | $163401.00    | 0.00%             | 2036-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                                | CUSIP: 202795JA9<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82283.00     | 0.00%             | 2042-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                                | CUSIP: 202795JB7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91114.00     | 0.00%             | 2043-08-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                                | CUSIP: 202795JD3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91750.00     | 0.00%             | 2044-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                                | CUSIP: 202795JF8<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79606.00     | 0.00%             | 2045-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                                | CUSIP: 202795JG6<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86473.00     | 0.00%             | 2045-11-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                                | CUSIP: 202795JJ0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78072.00     | 0.00%             | 2046-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                                | CUSIP: 202795JK7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147969.00    | 0.00%             | 2027-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                                | CUSIP: 202795JL5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    150000 | PA      | $117385.50    | 0.00%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                                | CUSIP: 202795JM3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    150000 | PA      | $121804.50    | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                                | CUSIP: 202795JP6<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     75000 | PA      | $59943.00     | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                                | CUSIP: 202795JQ4<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    100000 | PA      | $69381.00     | 0.00%             | 2049-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                                | CUSIP: 202795JR2<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92879.00     | 0.00%             | 2030-03-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                                | CUSIP: 202795JS0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    150000 | PA      | $100285.50    | 0.00%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                                | CUSIP: 202795JT8<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    100000 | PA      | $67931.00     | 0.00%             | 2051-03-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                                | CUSIP: 202795JY7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96900.00     | 0.00%             | 2053-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                                | CUSIP: 202795JZ4<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105128.00    | 0.00%             | 2034-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                                | CUSIP: 202795KA7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101852.00    | 0.00%             | 2054-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                                | CUSIP: 202795KB5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106280.00    | 0.00%             | 2055-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Commonwealth Financing Authority                                                 | Commonwealth Financing Authority                                                      | CUSIP: 20281PKG6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $189278.00    | 0.00%             | 2038-06-01      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| COMMUNITY HEALTH NETWORK                                                         | Community Health Network Inc                                                          | CUSIP: 20369EAE2<br>LEI: 549300MZTYKU2IU56D87 | Long             | DBT              | CORP              | US        |     50000 | PA      | $32860.00     | 0.00%             | 2050-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                               | Conagra Brands Inc                                                                    | CUSIP: 205887CC4<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253497.50    | 0.00%             | 2028-11-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                               | Conagra Brands Inc                                                                    | CUSIP: 205887CD2<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    175000 | PA      | $169310.75    | 0.00%             | 2038-11-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                               | Conagra Brands Inc                                                                    | CUSIP: 205887CE0<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183894.00    | 0.00%             | 2048-11-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                               | Conagra Brands Inc                                                                    | CUSIP: 205887CF7<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    250000 | PA      | $237132.50    | 0.00%             | 2027-11-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                               | Conagra Brands Inc                                                                    | CUSIP: 205887CK6<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91385.10     | 0.00%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                               | Conagra Brands Inc                                                                    | CUSIP: 205887CL4<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92642.40     | 0.00%             | 2035-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CONCENTRIX CORP                                                                  | Concentrix Corp                                                                       | CUSIP: 20602DAB7<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154960.50    | 0.00%             | 2028-08-02      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| CONCENTRIX CORP                                                                  | Concentrix Corp                                                                       | CUSIP: 20602DAC5<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99806.00     | 0.00%             | 2033-08-02      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                                                          | Connecticut Light and Power Co/The                                                    | CUSIP: 207597EG6<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |     75000 | PA      | $65889.75     | 0.00%             | 2044-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                                                          | Connecticut Light and Power Co/The                                                    | CUSIP: 207597EL5<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    150000 | PA      | $121692.00    | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                                                          | Connecticut Light and Power Co/The                                                    | CUSIP: 207597EN1<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89270.00     | 0.00%             | 2031-07-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                                                          | Connecticut Light and Power Co/The                                                    | CUSIP: 207597EP6<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144820.50    | 0.00%             | 2053-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                                                          | Connecticut Light and Power Co/The                                                    | CUSIP: 207597EQ4<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76776.75     | 0.00%             | 2033-07-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                                                          | Connecticut Light and Power Co/The                                                    | CUSIP: 207597ER2<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76676.25     | 0.00%             | 2029-01-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                                                          | Connecticut Light and Power Co/The                                                    | CUSIP: 207597ES0<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76303.50     | 0.00%             | 2034-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                                                          | Connecticut Light and Power Co/The                                                    | CUSIP: 207597ET8<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102868.00    | 0.00%             | 2030-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| State of Connecticut                                                             | State of Connecticut                                                                  | CUSIP: 20772GF45<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |    350000 | PA      | $378456.05    | 0.01%             | 2032-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                                     | CUSIP: 208251AE8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    150000 | PA      | $163939.50    | 0.00%             | 2029-04-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS                                                                   | ConocoPhillips                                                                        | CUSIP: 20825CAF1<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |    100000 | PA      | $109258.00    | 0.00%             | 2032-10-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS                                                                   | ConocoPhillips                                                                        | CUSIP: 20825CAP9<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |    125000 | PA      | $135826.25    | 0.00%             | 2038-05-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS                                                                   | ConocoPhillips                                                                        | CUSIP: 20825CAQ7<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |    300000 | PA      | $341550.00    | 0.01%             | 2039-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS                                                                   | ConocoPhillips                                                                        | CUSIP: 20825CBC7<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91362.00     | 0.00%             | 2047-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BURLINGTON RESOURCES LLC                                                         | Burlington Resources LLC                                                              | CUSIP: 20825VAB8<br>LEI: 0FJ5X7MVCTSE8OEPQE56 | Long             | DBT              | CORP              | US        |     75000 | PA      | $81747.75     | 0.00%             | 2036-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                                     | CUSIP: 20826FAC0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    150000 | PA      | $129696.00    | 0.00%             | 2044-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                                     | CUSIP: 20826FAR7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     60000 | PA      | $63306.60     | 0.00%             | 2046-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                                     | CUSIP: 20826FAV8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    200000 | PA      | $150336.00    | 0.00%             | 2052-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                                     | CUSIP: 20826FBC9<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    150000 | PA      | $123843.00    | 0.00%             | 2042-03-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                                     | CUSIP: 20826FBD7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    307000 | PA      | $229172.43    | 0.00%             | 2062-03-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                                     | CUSIP: 20826FBE5<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142741.50    | 0.00%             | 2053-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                                     | CUSIP: 20826FBF2<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155577.00    | 0.00%             | 2033-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                                     | CUSIP: 20826FBG0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197602.00    | 0.00%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                                     | CUSIP: 20826FBH8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149043.00    | 0.00%             | 2063-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                                     | CUSIP: 20826FBJ4<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255687.50    | 0.00%             | 2030-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                                     | CUSIP: 20826FBK1<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103095.00    | 0.00%             | 2032-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                                     | CUSIP: 20826FBL9<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255850.00    | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                                     | CUSIP: 20826FBM7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195982.00    | 0.00%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                                     | CUSIP: 20826FBN5<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74182.50     | 0.00%             | 2065-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                                | CUSIP: 209111EH2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     80000 | PA      | $83199.20     | 0.00%             | 2035-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                                | CUSIP: 209111EL3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    150000 | PA      | $161739.00    | 0.00%             | 2036-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                                | CUSIP: 209111ES8<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    100000 | PA      | $112192.00    | 0.00%             | 2037-08-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                                | CUSIP: 209111EU3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    100000 | PA      | $115825.00    | 0.00%             | 2038-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                                | CUSIP: 209111EY5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103249.00    | 0.00%             | 2039-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                                | CUSIP: 209111FB4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43669.50     | 0.00%             | 2042-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                                | CUSIP: 209111FD0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    230000 | PA      | $203950.20    | 0.00%             | 2044-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                                | CUSIP: 209111FF5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86233.00     | 0.00%             | 2054-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                                | CUSIP: 209111FG3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    150000 | PA      | $132370.50    | 0.00%             | 2045-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                                | CUSIP: 209111FH1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80308.00     | 0.00%             | 2046-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                                | CUSIP: 209111FK4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    150000 | PA      | $121698.00    | 0.00%             | 2056-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                                | CUSIP: 209111FL2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    150000 | PA      | $119070.00    | 0.00%             | 2047-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                                | CUSIP: 209111FN8<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    100000 | PA      | $76303.00     | 0.00%             | 2057-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                                | CUSIP: 209111FQ1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83738.00     | 0.00%             | 2058-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                                | CUSIP: 209111FS7<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50149.50     | 0.00%             | 2028-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                                | CUSIP: 209111FT5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88904.00     | 0.00%             | 2048-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                                | CUSIP: 209111FV0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81291.00     | 0.00%             | 2049-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                                | CUSIP: 209111FW8<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    100000 | PA      | $71571.00     | 0.00%             | 2059-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                                | CUSIP: 209111FX6<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194188.00    | 0.00%             | 2030-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                                | CUSIP: 209111FY4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    150000 | PA      | $119920.50    | 0.00%             | 2050-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                                | CUSIP: 209111FZ1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    100000 | PA      | $60947.00     | 0.00%             | 2060-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                                | CUSIP: 209111GA5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183214.00    | 0.00%             | 2031-06-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                                | CUSIP: 209111GB3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    200000 | PA      | $141014.00    | 0.00%             | 2061-06-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                                | CUSIP: 209111GC1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     75000 | PA      | $51068.25     | 0.00%             | 2051-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                                | CUSIP: 209111GD9<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    150000 | PA      | $161175.00    | 0.00%             | 2052-11-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                                | CUSIP: 209111GE7<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104826.00    | 0.00%             | 2033-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                                | CUSIP: 209111GF4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105807.00    | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                                | CUSIP: 209111GG2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156673.50    | 0.00%             | 2053-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                                | CUSIP: 209111GH0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156753.00    | 0.00%             | 2034-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                                | CUSIP: 209111GK3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153063.00    | 0.00%             | 2054-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                                | CUSIP: 209111GM9<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102978.00    | 0.00%             | 2035-03-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                                | CUSIP: 209111GN7<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123913.75    | 0.00%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | Constellation Brands Inc                                                              | CUSIP: 21036PAQ1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99727.00     | 0.00%             | 2026-12-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | Constellation Brands Inc                                                              | CUSIP: 21036PAS7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99221.00     | 0.00%             | 2027-05-09      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | Constellation Brands Inc                                                              | CUSIP: 21036PAT5<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     75000 | PA      | $63334.50     | 0.00%             | 2047-05-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | Constellation Brands Inc                                                              | CUSIP: 21036PAY4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148611.00    | 0.00%             | 2028-02-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | Constellation Brands Inc                                                              | CUSIP: 21036PAZ1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79772.00     | 0.00%             | 2048-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | Constellation Brands Inc                                                              | CUSIP: 21036PBC1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101515.00    | 0.00%             | 2028-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | Constellation Brands Inc                                                              | CUSIP: 21036PBD9<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70363.50     | 0.00%             | 2048-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | Constellation Brands Inc                                                              | CUSIP: 21036PBE7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144733.50    | 0.00%             | 2029-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | Constellation Brands Inc                                                              | CUSIP: 21036PBF4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94210.00     | 0.00%             | 2030-05-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | Constellation Brands Inc                                                              | CUSIP: 21036PBG2<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     75000 | PA      | $55812.00     | 0.00%             | 2050-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | Constellation Brands Inc                                                              | CUSIP: 21036PBH0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    150000 | PA      | $133186.50    | 0.00%             | 2031-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | Constellation Brands Inc                                                              | CUSIP: 21036PBK3<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100439.00    | 0.00%             | 2027-05-09      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | Constellation Brands Inc                                                              | CUSIP: 21036PBL1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151575.00    | 0.00%             | 2032-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | Constellation Brands Inc                                                              | CUSIP: 21036PBP2<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151303.50    | 0.00%             | 2033-05-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | Constellation Brands Inc                                                              | CUSIP: 21036PBQ0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101799.00    | 0.00%             | 2029-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | Constellation Brands Inc                                                              | CUSIP: 21036PBS6<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101883.00    | 0.00%             | 2030-05-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | Constellation Brands Inc                                                              | CUSIP: 21036PBT4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74431.50     | 0.00%             | 2035-11-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                         | Constellation Energy Generation LLC                                                   | CUSIP: 210385AB6<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155131.50    | 0.00%             | 2028-03-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                         | Constellation Energy Generation LLC                                                   | CUSIP: 210385AC4<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    150000 | PA      | $160944.00    | 0.00%             | 2033-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                         | Constellation Energy Generation LLC                                                   | CUSIP: 210385AD2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $108982.00    | 0.00%             | 2034-01-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                         | Constellation Energy Generation LLC                                                   | CUSIP: 210385AE0<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    175000 | PA      | $193425.75    | 0.00%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                         | Constellation Energy Generation LLC                                                   | CUSIP: 210385AF7<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150834.00    | 0.00%             | 2054-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                                   | CUSIP: 210518CU8<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    130000 | PA      | $109588.70    | 0.00%             | 2043-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                                   | CUSIP: 210518DB9<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82814.00     | 0.00%             | 2048-05-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                                   | CUSIP: 210518DD5<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85547.00     | 0.00%             | 2049-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                                   | CUSIP: 210518DE3<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     50000 | PA      | $38698.50     | 0.00%             | 2050-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                                   | CUSIP: 210518DF0<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    100000 | PA      | $68629.00     | 0.00%             | 2050-08-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                                   | CUSIP: 210518DH6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    200000 | PA      | $148834.00    | 0.00%             | 2051-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                                   | CUSIP: 210518DJ2<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    100000 | PA      | $56421.00     | 0.00%             | 2060-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                                   | CUSIP: 210518DP8<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95636.00     | 0.00%             | 2032-08-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                                   | CUSIP: 210518DQ6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82741.00     | 0.00%             | 2052-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                                   | CUSIP: 210518DS2<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203166.00    | 0.00%             | 2028-03-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                                   | CUSIP: 210518DU7<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126106.25    | 0.00%             | 2033-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                                   | CUSIP: 210518DV5<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102832.00    | 0.00%             | 2029-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                                   | CUSIP: 210518DW3<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101810.00    | 0.00%             | 2029-05-30      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                                   | CUSIP: 210518DX1<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102454.00    | 0.00%             | 2030-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                                   | CUSIP: 210518DZ6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102583.00    | 0.00%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                                            | Continental Resources Inc/OK                                                          | CUSIP: 212015AQ4<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80577.00     | 0.00%             | 2044-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                                            | Continental Resources Inc/OK                                                          | CUSIP: 212015AS0<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249377.50    | 0.00%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                         | Cooperatieve Rabobank UA                                                              | CUSIP: 21684AAB2<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $256637.50    | 0.00%             | 2043-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                         | Cooperatieve Rabobank UA                                                              | CUSIP: 21684AAD8<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $240550.00    | 0.00%             | 2045-08-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                         | Cooperatieve Rabobank UA                                                              | CUSIP: 21685WCJ4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $202818.00    | 0.00%             | 2041-05-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY                                                          | Cooperatieve Rabobank UA/NY                                                           | CUSIP: 21688ABD3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $253767.50    | 0.00%             | 2027-03-05      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY                                                          | Cooperatieve Rabobank UA/NY                                                           | CUSIP: 21688ABH4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $255515.00    | 0.00%             | 2029-10-17      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY                                                          | Cooperatieve Rabobank UA/NY                                                           | CUSIP: 21688ABK7<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $255972.50    | 0.00%             | 2028-01-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                         | Corebridge Financial Inc                                                              | CUSIP: 21871XAD1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248137.50    | 0.00%             | 2027-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                         | Corebridge Financial Inc                                                              | CUSIP: 21871XAF6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147855.00    | 0.00%             | 2029-04-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                         | Corebridge Financial Inc                                                              | CUSIP: 21871XAH2<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    300000 | PA      | $285432.00    | 0.01%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                         | Corebridge Financial Inc                                                              | CUSIP: 21871XAK5<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86179.00     | 0.00%             | 2042-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                         | Corebridge Financial Inc                                                              | CUSIP: 21871XAM1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    250000 | PA      | $204392.50    | 0.00%             | 2052-04-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                         | Corebridge Financial Inc                                                              | CUSIP: 21871XAP4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    175000 | PA      | $178776.50    | 0.00%             | 2052-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                         | Corebridge Financial Inc                                                              | CUSIP: 21871XAR0<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106534.00    | 0.00%             | 2033-09-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                         | Corebridge Financial Inc                                                              | CUSIP: 21871XAS8<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104556.00    | 0.00%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                         | Corebridge Financial Inc                                                              | CUSIP: 21871XAT6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151486.50    | 0.00%             | 2054-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CORNELL UNIVERSITY                                                               | Cornell University                                                                    | CUSIP: 219207AC1<br>LEI: 549300ZZIJPNT0RZWP17 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103165.00    | 0.00%             | 2034-06-15      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                                                      | Corning Inc                                                                           | CUSIP: 219350AV7<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105137.00    | 0.00%             | 2040-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                                                      | Corning Inc                                                                           | CUSIP: 219350AW5<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93081.00     | 0.00%             | 2042-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                                                      | Corning Inc                                                                           | CUSIP: 219350BF1<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    150000 | PA      | $123715.50    | 0.00%             | 2057-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                                                      | Corning Inc                                                                           | CUSIP: 219350BK0<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98546.00     | 0.00%             | 2048-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                                                      | Corning Inc                                                                           | CUSIP: 219350BL8<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49780.00     | 0.00%             | 2068-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                                                      | Corning Inc                                                                           | CUSIP: 219350BP9<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79103.00     | 0.00%             | 2049-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                                                      | Corning Inc                                                                           | CUSIP: 219350BQ7<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    190000 | PA      | $175976.10    | 0.00%             | 2079-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                                                           | Corp Andina de Fomento                                                                | CUSIP: 219868CF1<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | XX        |    400000 | PA      | $392300.00    | 0.01%             | 2027-02-08      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                                                           | Corp Andina de Fomento                                                                | CUSIP: 219868CH7<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | XX        |    300000 | PA      | $308583.00    | 0.01%             | 2027-04-26      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                                                           | Corp Andina de Fomento                                                                | CUSIP: 219868CJ3<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | XX        |    400000 | PA      | $413248.00    | 0.01%             | 2029-01-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                                                           | Corp Andina de Fomento                                                                | CUSIP: 219868CL8<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | XX        |    400000 | PA      | $416024.00    | 0.01%             | 2030-01-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae                                                                            | CUSIP: 21H0406C2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3000000 | PA      | $2845743.00   | 0.05%             | 2055-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae                                                                            | CUSIP: 21H0426C8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1000000 | PA      | $978056.50    | 0.02%             | 2055-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROP LP                                                             | COPT Defense Properties LP                                                            | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |    100000 | PA      | $91143.00     | 0.00%             | 2031-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROP LP                                                             | COPT Defense Properties LP                                                            | CUSIP: 22003BAN6<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |    150000 | PA      | $139926.00    | 0.00%             | 2029-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COSTCO WHOLESALE CORP                                                            | Costco Wholesale Corp                                                                 | CUSIP: 22160KAM7<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297753.00    | 0.01%             | 2027-05-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COSTCO WHOLESALE CORP                                                            | Costco Wholesale Corp                                                                 | CUSIP: 22160KAN5<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |    250000 | PA      | $241705.00    | 0.00%             | 2027-06-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| COSTCO WHOLESALE CORP                                                            | Costco Wholesale Corp                                                                 | CUSIP: 22160KAP0<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |    200000 | PA      | $181710.00    | 0.00%             | 2030-04-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| COSTCO WHOLESALE CORP                                                            | Costco Wholesale Corp                                                                 | CUSIP: 22160KAQ8<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |    200000 | PA      | $174140.00    | 0.00%             | 2032-04-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| COTTAGE HEALTH SYSTEM                                                            | Cottage Health Obligated Group                                                        | CUSIP: 22170QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $71892.00     | 0.00%             | 2049-11-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE                                                                | Council Of Europe Development Bank                                                    | CUSIP: 222213BE9<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |    250000 | PA      | $254147.50    | 0.00%             | 2029-01-24      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE                                                                | Council Of Europe Development Bank                                                    | CUSIP: 222213BF6<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |    350000 | PA      | $355124.00    | 0.01%             | 2027-06-11      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE                                                                | Council Of Europe Development Bank                                                    | CUSIP: 222213BG4<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |    300000 | PA      | $310044.00    | 0.01%             | 2030-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE                                                                | Council Of Europe Development Bank                                                    | CUSIP: 222213BH2<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |    200000 | PA      | $200454.00    | 0.00%             | 2028-05-08      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| COUSINS PROPERTIES LP                                                            | Cousins Properties LP                                                                 | CUSIP: 222793AA9<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              |  | US        |    100000 | PA      | $104506.00    | 0.00%             | 2034-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COUSINS PROPERTIES LP                                                            | Cousins Properties LP                                                                 | CUSIP: 222793AB7<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              |  | US        |     75000 | PA      | $77019.75     | 0.00%             | 2032-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE USA LLC                                                            | Credit Suisse USA LLC                                                                 | CUSIP: 22541LAE3<br>LEI: EXD7DEVFDH4HOFFQ7349 | Long             | DBT              | CORP              | US        |    150000 | PA      | $172744.50    | 0.00%             | 2032-07-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| UBS AG STAMFORD CT                                                               | UBS AG/Stamford CT                                                                    | CUSIP: 22550L2K6<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |    250000 | PA      | $254950.00    | 0.00%             | 2027-07-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBS AG STAMFORD CT                                                               | UBS AG/Stamford CT                                                                    | CUSIP: 22550L2M2<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |    400000 | PA      | $430728.00    | 0.01%             | 2028-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                      | CUSIP: 22822VAE1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    100000 | PA      | $99690.00     | 0.00%             | 2027-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                      | CUSIP: 22822VAF8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    100000 | PA      | $87618.00     | 0.00%             | 2047-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                      | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    200000 | PA      | $198200.00    | 0.00%             | 2027-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                      | CUSIP: 22822VAK7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    150000 | PA      | $148518.00    | 0.00%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                      | CUSIP: 22822VAL5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    100000 | PA      | $99851.00     | 0.00%             | 2029-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                      | CUSIP: 22822VAM3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     50000 | PA      | $45816.00     | 0.00%             | 2049-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                      | CUSIP: 22822VAN1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    100000 | PA      | $95436.00     | 0.00%             | 2029-11-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                      | CUSIP: 22822VAP6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     75000 | PA      | $57276.00     | 0.00%             | 2049-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                      | CUSIP: 22822VAQ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     50000 | PA      | $39370.50     | 0.00%             | 2050-07-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                      | CUSIP: 22822VAR2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    150000 | PA      | $142575.00    | 0.00%             | 2030-07-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                      | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    200000 | PA      | $179190.00    | 0.00%             | 2031-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                      | CUSIP: 22822VAU5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    200000 | PA      | $134296.00    | 0.00%             | 2051-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                      | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    200000 | PA      | $176306.00    | 0.00%             | 2031-04-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                      | CUSIP: 22822VAX9<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    250000 | PA      | $183682.50    | 0.00%             | 2041-04-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                      | CUSIP: 22822VAY7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    150000 | PA      | $134394.00    | 0.00%             | 2031-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                      | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    200000 | PA      | $196630.00    | 0.00%             | 2027-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                      | CUSIP: 22822VBA8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    200000 | PA      | $203080.00    | 0.00%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                      | CUSIP: 22822VBB6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    100000 | PA      | $101376.00    | 0.00%             | 2028-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                      | CUSIP: 22822VBC4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    150000 | PA      | $152115.00    | 0.00%             | 2033-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                      | CUSIP: 22822VBE0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    200000 | PA      | $210666.00    | 0.00%             | 2034-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                      | CUSIP: 22822VBF7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    100000 | PA      | $101644.00    | 0.00%             | 2029-09-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                      | CUSIP: 22822VBG5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    100000 | PA      | $101469.00    | 0.00%             | 2034-09-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                                                                     | CubeSmart LP                                                                          | CUSIP: 22966RAE6<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              |  | US        |    100000 | PA      | $100457.00    | 0.00%             | 2029-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                                                                     | CubeSmart LP                                                                          | CUSIP: 22966RAF3<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              |  | US        |     75000 | PA      | $71290.50     | 0.00%             | 2030-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                                                                     | CubeSmart LP                                                                          | CUSIP: 22966RAG1<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              |  | US        |    100000 | PA      | $88475.00     | 0.00%             | 2031-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                                                                     | CubeSmart LP                                                                          | CUSIP: 22966RAH9<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              |  | US        |     75000 | PA      | $71035.50     | 0.00%             | 2028-12-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                                                                     | CubeSmart LP                                                                          | CUSIP: 22966RAJ5<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              |  | US        |     75000 | PA      | $66498.75     | 0.00%             | 2032-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                                                                     | CubeSmart LP                                                                          | CUSIP: 22966RAK2<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              |  | US        |    100000 | PA      | $100400.00    | 0.00%             | 2035-11-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                                                      | Cummins Inc                                                                           | CUSIP: 231021AQ9<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49119.00     | 0.00%             | 2043-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                                                      | Cummins Inc                                                                           | CUSIP: 231021AS5<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    150000 | PA      | $93115.50     | 0.00%             | 2050-09-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                                                      | Cummins Inc                                                                           | CUSIP: 231021AT3<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    150000 | PA      | $134188.50    | 0.00%             | 2030-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                                                      | Cummins Inc                                                                           | CUSIP: 231021AV8<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103066.00    | 0.00%             | 2029-02-20      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                                                      | Cummins Inc                                                                           | CUSIP: 231021AW6<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156237.00    | 0.00%             | 2034-02-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                                                      | Cummins Inc                                                                           | CUSIP: 231021AX4<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150153.00    | 0.00%             | 2054-02-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                                                      | Cummins Inc                                                                           | CUSIP: 231021AY2<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100891.00    | 0.00%             | 2028-05-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                                                      | Cummins Inc                                                                           | CUSIP: 231021AZ9<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102524.00    | 0.00%             | 2031-02-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                                                      | Cummins Inc                                                                           | CUSIP: 231021BA3<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208924.00    | 0.00%             | 2035-05-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                                                             | DH Europe Finance II Sarl                                                             | CUSIP: 23291KAH8<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $189858.00    | 0.00%             | 2029-11-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                                                             | DH Europe Finance II Sarl                                                             | CUSIP: 23291KAJ4<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |    150000 | PA      | $124614.00    | 0.00%             | 2039-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                                                             | DH Europe Finance II Sarl                                                             | CUSIP: 23291KAK1<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |    150000 | PA      | $111136.50    | 0.00%             | 2049-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                                                          | DCP Midstream Operating LP                                                            | CUSIP: 23311VAF4<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72893.25     | 0.00%             | 2044-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                                                          | DCP Midstream Operating LP                                                            | CUSIP: 23311VAH0<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204910.00    | 0.00%             | 2029-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                                                          | DCP Midstream Operating LP                                                            | CUSIP: 23311VAK3<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92131.00     | 0.00%             | 2032-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC                                                                  | DR Horton Inc                                                                         | CUSIP: 23331ABP3<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71682.75     | 0.00%             | 2027-10-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC                                                                  | DR Horton Inc                                                                         | CUSIP: 23331ABS7<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127516.25    | 0.00%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC                                                                  | DR Horton Inc                                                                         | CUSIP: 23331ABT5<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102566.00    | 0.00%             | 2030-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC                                                                  | DR Horton Inc                                                                         | CUSIP: 23331ABU2<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    125000 | PA      | $130901.25    | 0.00%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                    | DTE Energy Co                                                                         | CUSIP: 233331BC0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97328.00     | 0.00%             | 2029-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                    | DTE Energy Co                                                                         | CUSIP: 233331BF3<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95084.00     | 0.00%             | 2030-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                    | DTE Energy Co                                                                         | CUSIP: 233331BJ5<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152737.50    | 0.00%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                    | DTE Energy Co                                                                         | CUSIP: 233331BK2<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205564.00    | 0.00%             | 2029-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                    | DTE Energy Co                                                                         | CUSIP: 233331BL0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    150000 | PA      | $160762.50    | 0.00%             | 2034-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                    | DTE Energy Co                                                                         | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202546.00    | 0.00%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                    | DTE Energy Co                                                                         | CUSIP: 233331BN6<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207022.00    | 0.00%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                    | DTE Energy Co                                                                         | CUSIP: 233331BP1<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100491.00    | 0.00%             | 2035-10-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                       | CUSIP: 23338VAE6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    250000 | PA      | $200092.50    | 0.00%             | 2045-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                       | CUSIP: 23338VAG1<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    150000 | PA      | $117832.50    | 0.00%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                       | CUSIP: 23338VAH9<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82864.00     | 0.00%             | 2048-05-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                       | CUSIP: 23338VAJ5<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    150000 | PA      | $121333.50    | 0.00%             | 2049-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                       | CUSIP: 23338VAK2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139630.50    | 0.00%             | 2030-03-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                       | CUSIP: 23338VAL0<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $67999.00     | 0.00%             | 2050-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                       | CUSIP: 23338VAM8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92626.00     | 0.00%             | 2031-03-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                       | CUSIP: 23338VAN6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95739.00     | 0.00%             | 2028-04-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                       | CUSIP: 23338VAS5<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    150000 | PA      | $157053.00    | 0.00%             | 2033-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                       | CUSIP: 23338VAT3<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149275.50    | 0.00%             | 2053-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                       | CUSIP: 23338VAV8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156198.00    | 0.00%             | 2034-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                       | CUSIP: 23338VAW6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100726.00    | 0.00%             | 2027-05-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                       | CUSIP: 23338VAY2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103664.00    | 0.00%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                       | CUSIP: 23338VAZ9<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105303.00    | 0.00%             | 2055-05-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| DXC TECHNOLOGY CO                                                                | DXC Technology Co                                                                     | CUSIP: 23355LAM8<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141058.50    | 0.00%             | 2028-09-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                                                             | Mercedes-Benz Finance North America LLC                                               | CUSIP: 233835AQ0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    250000 | PA      | $298110.00    | 0.01%             | 2031-01-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Dallas County Hospital District                                                  | Dallas County Hospital District                                                       | CUSIP: 234667JL8<br>LEI: UQCNU7AEWLMSSOK7VW91 | Long             | DBT              | MUN               | US        |    100000 | PA      | $100950.00    | 0.00%             | 2044-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | Dallas Fort Worth International Airport                                               | CUSIP: 2350364W7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $87774.60     | 0.00%             | 2038-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | Dallas Fort Worth International Airport                                               | CUSIP: 2350366Z8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $207501.75    | 0.00%             | 2040-11-01      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | Dallas Fort Worth International Airport                                               | CUSIP: 2350367A2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $181153.00    | 0.00%             | 2050-11-01      | Fixed         | 2.92%                 | 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        |    100000 | PA      | $84077.70     | 0.00%             | 2051-11-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Dallas Area Rapid Transit                                                        | Dallas Area Rapid Transit                                                             | CUSIP: 235241LS3<br>LEI: 75YWM81F2R6UQGJIEW47 | Long             | DBT              | MUN               | US        |    140000 | PA      | $149128.98    | 0.00%             | 2044-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DANAHER CORP                                                                     | Danaher Corp                                                                          | CUSIP: 235851AR3<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89135.00     | 0.00%             | 2045-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DANAHER CORP                                                                     | Danaher Corp                                                                          | CUSIP: 235851AV4<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |    200000 | PA      | $125208.00    | 0.00%             | 2050-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| DANAHER CORP                                                                     | Danaher Corp                                                                          | CUSIP: 235851AW2<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $64602.00     | 0.00%             | 2051-12-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| DARDEN RESTAURANTS INC                                                           | Darden Restaurants Inc                                                                | CUSIP: 237194AL9<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99665.00     | 0.00%             | 2027-05-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| DARDEN RESTAURANTS INC                                                           | Darden Restaurants Inc                                                                | CUSIP: 237194AM7<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41934.50     | 0.00%             | 2048-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| DARDEN RESTAURANTS INC                                                           | Darden Restaurants Inc                                                                | CUSIP: 237194AN5<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |    100000 | PA      | $108882.00    | 0.00%             | 2033-10-10      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| DARDEN RESTAURANTS INC                                                           | Darden Restaurants Inc                                                                | CUSIP: 237194AP0<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75384.75     | 0.00%             | 2027-10-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| DARTMOUTH-HITCH HEALTH                                                           | Dartmouth-Hitchcock Health                                                            | CUSIP: 23745QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $39949.50     | 0.00%             | 2048-08-01      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| DAYTON POWER & LIGHT CO/                                                         | Dayton Power & Light Co/The                                                           | CUSIP: 240019BV0<br>LEI: 1ELKY8G44MKGCQWG6864 | Long             | DBT              | CORP              | US        |    100000 | PA      | $75584.00     | 0.00%             | 2049-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DAYTON POWER & LIGHT CO/                                                         | Dayton Power & Light Co/The                                                           | CUSIP: 240019BW8<br>LEI: 1ELKY8G44MKGCQWG6864 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109997.80    | 0.00%             | 2030-08-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                                                  | Deere & Co                                                                            | CUSIP: 244199BA2<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |     75000 | PA      | $85376.25     | 0.00%             | 2031-03-03      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                                                  | Deere & Co                                                                            | CUSIP: 244199BD6<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    112000 | PA      | $118240.64    | 0.00%             | 2029-10-16      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                                                  | Deere & Co                                                                            | CUSIP: 244199BF1<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    200000 | PA      | $174502.00    | 0.00%             | 2042-06-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                                                  | Deere & Co                                                                            | CUSIP: 244199BG9<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $68404.00     | 0.00%             | 2049-09-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                                                  | Deere & Co                                                                            | CUSIP: 244199BJ3<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145000.50    | 0.00%             | 2030-04-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                                                  | Deere & Co                                                                            | CUSIP: 244199BK0<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    150000 | PA      | $119799.00    | 0.00%             | 2050-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                                                  | Deere & Co                                                                            | CUSIP: 244199BL8<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    200000 | PA      | $212768.00    | 0.00%             | 2035-01-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                                                  | Deere & Co                                                                            | CUSIP: 244199BM6<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105775.00    | 0.00%             | 2055-01-19      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                               | CUSIP: 24422EUB3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49408.50     | 0.00%             | 2028-01-06      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                               | CUSIP: 24422EUU1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98837.00     | 0.00%             | 2029-03-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                               | CUSIP: 24422EUY3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144373.50    | 0.00%             | 2029-07-18      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                               | CUSIP: 24422EVD8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94599.00     | 0.00%             | 2030-01-09      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                               | CUSIP: 24422EVF3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194930.00    | 0.00%             | 2027-03-09      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                               | CUSIP: 24422EVL0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88386.00     | 0.00%             | 2031-01-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                               | CUSIP: 24422EVP1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142566.00    | 0.00%             | 2028-03-06      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                               | CUSIP: 24422EVS5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89796.00     | 0.00%             | 2031-06-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                               | CUSIP: 24422EWA3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97779.00     | 0.00%             | 2027-01-11      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                               | CUSIP: 24422EWE5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98338.00     | 0.00%             | 2029-04-18      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                               | CUSIP: 24422EWH8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98515.00     | 0.00%             | 2032-06-07      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                               | CUSIP: 24422EWK1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201386.00    | 0.00%             | 2027-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                               | CUSIP: 24422EWL9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151270.50    | 0.00%             | 2032-09-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                               | CUSIP: 24422EWN5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103797.00    | 0.00%             | 2029-10-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                               | CUSIP: 24422EWR6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204018.00    | 0.00%             | 2028-01-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                               | CUSIP: 24422EWV7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102431.00    | 0.00%             | 2028-03-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                               | CUSIP: 24422EWZ8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205828.00    | 0.00%             | 2030-06-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                               | CUSIP: 24422EXB0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257005.00    | 0.00%             | 2028-07-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                               | CUSIP: 24422EXE4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    175000 | PA      | $184105.25    | 0.00%             | 2033-09-08      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                               | CUSIP: 24422EXF1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100812.00    | 0.00%             | 2027-01-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                               | CUSIP: 24422EXH7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152631.00    | 0.00%             | 2029-01-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                               | CUSIP: 24422EXM6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101330.00    | 0.00%             | 2027-03-05      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                               | CUSIP: 24422EXN4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155475.00    | 0.00%             | 2031-03-07      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                               | CUSIP: 24422EXP9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156442.50    | 0.00%             | 2034-04-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                               | CUSIP: 24422EXR5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152617.50    | 0.00%             | 2027-06-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                               | CUSIP: 24422EXT1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154624.50    | 0.00%             | 2029-06-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                               | CUSIP: 24422EXU8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155959.50    | 0.00%             | 2034-06-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                               | CUSIP: 24422EXV6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201368.00    | 0.00%             | 2027-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                               | CUSIP: 24422EXX2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202576.00    | 0.00%             | 2031-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                               | CUSIP: 24422EXY0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100792.00    | 0.00%             | 2027-01-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                               | CUSIP: 24422EXZ7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101755.00    | 0.00%             | 2028-01-07      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                               | CUSIP: 24422EYD5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    130000 | PA      | $131453.40    | 0.00%             | 2028-06-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                               | CUSIP: 24422EYE3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152971.50    | 0.00%             | 2030-06-05      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                               | CUSIP: 24422EYF0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111529.00    | 0.00%             | 2030-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DEERE FUNDING CANADA COR                                                         | Deere Funding Canada Corp                                                             | CUSIP: 2442GAAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    100000 | PA      | $100124.00    | 0.00%             | 2030-10-09      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| KONINKIJKE AHOLD DLHAIZE                                                         | Koninklijke Ahold Delhaize NV                                                         | CUSIP: 24668PAE7<br>LEI: 724500C9GNBV20UYRX36 | Long             | DBT              | CORP              | NL        |     38000 | PA      | $39976.38     | 0.00%             | 2040-10-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| DELL INC                                                                         | Dell Inc                                                                              | CUSIP: 247025AE9<br>LEI: 3E70L4WYANTIWWIPHC81 | Long             | DBT              | CORP              | US        |     73000 | PA      | $77753.76     | 0.00%             | 2028-04-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| DELL INC                                                                         | Dell Inc                                                                              | CUSIP: 24702RAF8<br>LEI: 3E70L4WYANTIWWIPHC81 | Long             | DBT              | CORP              | US        |     73000 | PA      | $79402.10     | 0.00%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                                     | CUSIP: 24703DBF7<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    145000 | PA      | $111883.45    | 0.00%             | 2041-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                                     | CUSIP: 24703DBH3<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    145000 | PA      | $101276.70    | 0.00%             | 2051-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                                     | CUSIP: 24703DBJ9<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    194000 | PA      | $198527.96    | 0.00%             | 2028-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                                     | CUSIP: 24703DBL4<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    194000 | PA      | $205381.98    | 0.00%             | 2033-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                                     | CUSIP: 24703DBN0<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    170000 | PA      | $175645.70    | 0.00%             | 2034-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                                     | CUSIP: 24703DBP5<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    145000 | PA      | $145176.90    | 0.00%             | 2030-02-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                                     | CUSIP: 24703DBQ3<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    145000 | PA      | $143755.90    | 0.00%             | 2035-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                                     | CUSIP: 24703DBR1<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129922.00    | 0.00%             | 2029-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                                     | CUSIP: 24703DBS9<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    220000 | PA      | $219883.40    | 0.00%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                                     | CUSIP: 24703DBT7<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    220000 | PA      | $220660.00    | 0.00%             | 2032-10-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                                     | CUSIP: 24703DBU4<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    220000 | PA      | $219861.40    | 0.00%             | 2036-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                                     | CUSIP: 24703TAF3<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     97000 | PA      | $99749.95     | 0.00%             | 2027-07-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                                     | CUSIP: 24703TAG1<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    291000 | PA      | $300719.40    | 0.01%             | 2029-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                                     | CUSIP: 24703TAH9<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    197000 | PA      | $211122.93    | 0.00%             | 2030-07-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                                     | CUSIP: 24703TAJ5<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    183000 | PA      | $223393.59    | 0.00%             | 2036-07-15      | Fixed         | 8.10%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                                     | CUSIP: 24703TAK2<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    135000 | PA      | $174137.85    | 0.00%             | 2046-07-15      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                                     | CUSIP: 24703TAL0<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    170000 | PA      | $172374.90    | 0.00%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                                     | CUSIP: 24703TAM8<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    170000 | PA      | $174460.80    | 0.00%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                                     | CUSIP: 24703TAN6<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    170000 | PA      | $175836.10    | 0.00%             | 2032-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                                     | CUSIP: 24703TAP1<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    170000 | PA      | $176553.50    | 0.00%             | 2035-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                                              | Delta Air Lines Inc                                                                   | CUSIP: 247361A24<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    180000 | PA      | $182793.60    | 0.00%             | 2028-07-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                                              | Delta Air Lines Inc                                                                   | CUSIP: 247361A32<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    180000 | PA      | $184901.40    | 0.00%             | 2030-07-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                                              | Delta Air Lines Inc                                                                   | CUSIP: 247361ZN1<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75168.75     | 0.00%             | 2028-04-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                                              | Delta Air Lines Inc                                                                   | CUSIP: 247361ZT8<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73371.00     | 0.00%             | 2029-10-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES 2020-AA                                                          | Delta Air Lines 2020-1 Class AA Pass Through Trust                                    | CUSIP: 247361ZV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70103 | PA      | $67407.57     | 0.00%             | 2028-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA INC                                                              | DENTSPLY SIRONA Inc                                                                   | CUSIP: 24906PAA7<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |    150000 | PA      | $138582.00    | 0.00%             | 2030-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                          | CUSIP: 251526BN8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $200382.00    | 0.00%             | 2032-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                          | CUSIP: 251526CD9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    350000 | PA      | $333784.50    | 0.01%             | 2031-09-18      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                          | CUSIP: 251526CF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $189842.00    | 0.00%             | 2032-01-14      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                          | CUSIP: 251526CK3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    150000 | PA      | $138139.50    | 0.00%             | 2032-05-28      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                          | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    250000 | PA      | $245457.50    | 0.00%             | 2027-11-16      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                          | CUSIP: 251526CS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    300000 | PA      | $314544.00    | 0.01%             | 2029-01-18      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                          | CUSIP: 251526CT4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $220216.00    | 0.00%             | 2034-02-10      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                          | CUSIP: 251526CU1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    250000 | PA      | $267270.00    | 0.00%             | 2029-11-20      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                          | CUSIP: 251526CV9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $203304.00    | 0.00%             | 2028-02-08      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                          | CUSIP: 251526CW7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    150000 | PA      | $156307.50    | 0.00%             | 2029-05-10      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                          | CUSIP: 251526CX5<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $203516.00    | 0.00%             | 2030-09-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                          | CUSIP: 251526CY3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    250000 | PA      | $256340.00    | 0.00%             | 2035-09-11      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                          | CUSIP: 251526DA4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    300000 | PA      | $308433.00    | 0.01%             | 2031-05-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                          | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    300000 | PA      | $304446.00    | 0.01%             | 2031-08-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM INT FIN                                                         | Deutsche Telekom International Finance BV                                             | CUSIP: 25156PAC7<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |    600000 | PA      | $705522.00    | 0.01%             | 2030-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM INT FIN                                                         | Deutsche Telekom International Finance BV                                             | CUSIP: 25156PAD5<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |    150000 | PA      | $188016.00    | 0.00%             | 2032-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                          | CUSIP: 25160PAE7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $208204.00    | 0.00%             | 2031-07-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                          | CUSIP: 25160PAG2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $186726.00    | 0.00%             | 2033-01-07      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                          | CUSIP: 25160PAH0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    250000 | PA      | $245340.00    | 0.00%             | 2028-01-07      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                          | CUSIP: 25160PAM9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    150000 | PA      | $153690.00    | 0.00%             | 2027-09-09      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                          | CUSIP: 25160PAQ0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    150000 | PA      | $153234.00    | 0.00%             | 2029-01-10      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                         | Devon Energy Corp                                                                     | CUSIP: 251799AA0<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    100000 | PA      | $116700.00    | 0.00%             | 2032-04-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                         | Devon Energy Corp                                                                     | CUSIP: 25179MAL7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    225000 | PA      | $219143.25    | 0.00%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                         | Devon Energy Corp                                                                     | CUSIP: 25179MAN3<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87424.00     | 0.00%             | 2042-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                         | Devon Energy Corp                                                                     | CUSIP: 25179MAU7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    175000 | PA      | $153335.00    | 0.00%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                         | Devon Energy Corp                                                                     | CUSIP: 25179MBD4<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    130000 | PA      | $130022.10    | 0.00%             | 2027-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                         | Devon Energy Corp                                                                     | CUSIP: 25179MBE2<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30013.20     | 0.00%             | 2028-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                         | Devon Energy Corp                                                                     | CUSIP: 25179MBF9<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    130000 | PA      | $130366.60    | 0.00%             | 2030-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                         | Devon Energy Corp                                                                     | CUSIP: 25179MBG7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200986.00    | 0.00%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                         | Devon Energy Corp                                                                     | CUSIP: 25179MBH5<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186506.00    | 0.00%             | 2054-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                         | Devon Energy Corp                                                                     | CUSIP: 25179SAD2<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    100000 | PA      | $116569.00    | 0.00%             | 2031-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                                               | Diageo Capital PLC                                                                    | CUSIP: 25243YBB4<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $188302.00    | 0.00%             | 2029-10-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                                               | Diageo Capital PLC                                                                    | CUSIP: 25243YBD0<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $228880.00    | 0.00%             | 2030-04-29      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                                               | Diageo Capital PLC                                                                    | CUSIP: 25243YBE8<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $174656.00    | 0.00%             | 2032-04-29      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                                               | Diageo Capital PLC                                                                    | CUSIP: 25243YBG3<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $205000.00    | 0.00%             | 2027-10-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                                               | Diageo Capital PLC                                                                    | CUSIP: 25243YBH1<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $212314.00    | 0.00%             | 2033-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                                               | Diageo Capital PLC                                                                    | CUSIP: 25243YBN8<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $214298.00    | 0.00%             | 2033-10-05      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| DIAGEO INVESTMENT CORP                                                           | Diageo Investment Corp                                                                | CUSIP: 25245BAA5<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |    150000 | PA      | $131214.00    | 0.00%             | 2042-05-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DIAGEO INVESTMENT CORP                                                           | Diageo Investment Corp                                                                | CUSIP: 25245BAC1<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207928.00    | 0.00%             | 2030-08-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| DIAGEO INVESTMENT CORP                                                           | Diageo Investment Corp                                                                | CUSIP: 25245BAE7<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |    200000 | PA      | $213456.00    | 0.00%             | 2035-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | Diamondback Energy Inc                                                                | CUSIP: 25278XAM1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198404.00    | 0.00%             | 2026-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | Diamondback Energy Inc                                                                | CUSIP: 25278XAN9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145545.00    | 0.00%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | Diamondback Energy Inc                                                                | CUSIP: 25278XAQ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81625.00     | 0.00%             | 2051-03-24      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | Diamondback Energy Inc                                                                | CUSIP: 25278XAR0<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140383.50    | 0.00%             | 2031-03-24      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | Diamondback Energy Inc                                                                | CUSIP: 25278XAT6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    150000 | PA      | $119070.00    | 0.00%             | 2052-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | Diamondback Energy Inc                                                                | CUSIP: 25278XAV1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    200000 | PA      | $216704.00    | 0.00%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | Diamondback Energy Inc                                                                | CUSIP: 25278XAW9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102759.00    | 0.00%             | 2053-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | Diamondback Energy Inc                                                                | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152142.00    | 0.00%             | 2027-04-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | Diamondback Energy Inc                                                                | CUSIP: 25278XAY5<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154476.00    | 0.00%             | 2030-01-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | Diamondback Energy Inc                                                                | CUSIP: 25278XAZ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205754.00    | 0.00%             | 2034-04-18      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | Diamondback Energy Inc                                                                | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    300000 | PA      | $289782.00    | 0.01%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | Diamondback Energy Inc                                                                | CUSIP: 25278XBB4<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    225000 | PA      | $217174.50    | 0.00%             | 2064-04-18      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | Diamondback Energy Inc                                                                | CUSIP: 25278XBC2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206978.00    | 0.00%             | 2035-04-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DICK'S SPORTING GOODS                                                            | Dick's Sporting Goods Inc                                                             | CUSIP: 253393AF9<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92180.00     | 0.00%             | 2032-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| DICK'S SPORTING GOODS                                                            | Dick's Sporting Goods Inc                                                             | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |    150000 | PA      | $111339.00    | 0.00%             | 2052-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| DICK'S SPORTING GOODS                                                            | Dick's Sporting Goods Inc                                                             | CUSIP: 253393AH5<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68791.10     | 0.00%             | 2029-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                                                          | Digital Realty Trust LP                                                               | CUSIP: 25389JAR7<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              |  | US        |    150000 | PA      | $149098.50    | 0.00%             | 2027-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                                                          | Digital Realty Trust LP                                                               | CUSIP: 25389JAT3<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              |  | US        |    150000 | PA      | $151278.00    | 0.00%             | 2028-07-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                                                          | Digital Realty Trust LP                                                               | CUSIP: 25389JAU0<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              |  | US        |    150000 | PA      | $147237.00    | 0.00%             | 2029-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                                                          | Digital Realty Trust LP                                                               | CUSIP: 25389JAV8<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              |  | US        |    150000 | PA      | $154413.00    | 0.00%             | 2028-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DIGNITY HEALTH                                                                   | Dignity Health                                                                        | CUSIP: 254010AB7<br>LEI: TFVG45LTYVO3XKPZWP18 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44114.50     | 0.00%             | 2042-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DIGNITY HEALTH                                                                   | Dignity Health                                                                        | CUSIP: 254010AE1<br>LEI: TFVG45LTYVO3XKPZWP18 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46053.50     | 0.00%             | 2064-11-01      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE NA                                                                   | Capital One NA                                                                        | CUSIP: 25466AAP6<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253925.00    | 0.00%             | 2028-09-13      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                                    | CUSIP: 254687DK9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49784.50     | 0.00%             | 2026-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                                    | CUSIP: 254687DV5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    100000 | PA      | $114129.00    | 0.00%             | 2033-03-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                                    | CUSIP: 254687DZ6<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    150000 | PA      | $170031.00    | 0.00%             | 2034-12-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                                    | CUSIP: 254687EB8<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    130000 | PA      | $148219.50    | 0.00%             | 2035-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                                    | CUSIP: 254687EF9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     50000 | PA      | $55726.00     | 0.00%             | 2037-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                                    | CUSIP: 254687EH5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    200000 | PA      | $231644.00    | 0.00%             | 2037-11-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                                    | CUSIP: 254687ER3<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    100000 | PA      | $110536.00    | 0.00%             | 2041-02-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                                    | CUSIP: 254687ET9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50853.50     | 0.00%             | 2043-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                                    | CUSIP: 254687EV4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139041.00    | 0.00%             | 2044-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                                    | CUSIP: 254687EX0<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95259.00     | 0.00%             | 2045-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                                    | CUSIP: 254687EZ5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     75000 | PA      | $97030.50     | 0.00%             | 2045-12-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                                    | CUSIP: 254687FB7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92545.00     | 0.00%             | 2046-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                                    | CUSIP: 254687FL5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    350000 | PA      | $327050.50    | 0.01%             | 2029-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                                    | CUSIP: 254687FM3<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    350000 | PA      | $227419.50    | 0.00%             | 2049-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                                    | CUSIP: 254687FP6<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99893.00     | 0.00%             | 2027-03-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                                    | CUSIP: 254687FQ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198784.00    | 0.00%             | 2030-03-22      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                                    | CUSIP: 254687FR2<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96922.00     | 0.00%             | 2040-03-23      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                                    | CUSIP: 254687FS0<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    300000 | PA      | $274116.00    | 0.00%             | 2050-03-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                                    | CUSIP: 254687FW1<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193786.00    | 0.00%             | 2028-01-13      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                                    | CUSIP: 254687FX9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    450000 | PA      | $421879.50    | 0.01%             | 2031-01-13      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                                    | CUSIP: 254687FY7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    350000 | PA      | $296373.00    | 0.01%             | 2040-05-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                                    | CUSIP: 254687FZ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    550000 | PA      | $417587.50    | 0.01%             | 2051-01-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                                    | CUSIP: 254687GA8<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    250000 | PA      | $187387.50    | 0.00%             | 2060-05-13      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| TWDC ENTERPRISES 18 CORP                                                         | TWDC Enterprises 18 Corp                                                              | CUSIP: 25468PBW5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    100000 | PA      | $114753.00    | 0.00%             | 2032-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TWDC ENTERPRISES 18 CORP                                                         | TWDC Enterprises 18 Corp                                                              | CUSIP: 25468PCP9<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91060.00     | 0.00%             | 2041-08-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TWDC ENTERPRISES 18 CORP                                                         | TWDC Enterprises 18 Corp                                                              | CUSIP: 25468PCR5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    150000 | PA      | $132835.50    | 0.00%             | 2041-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TWDC ENTERPRISES 18 CORP                                                         | TWDC Enterprises 18 Corp                                                              | CUSIP: 25468PCX2<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |     75000 | PA      | $62017.50     | 0.00%             | 2042-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| TWDC ENTERPRISES 18 CORP                                                         | TWDC Enterprises 18 Corp                                                              | CUSIP: 25468PDB9<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    175000 | PA      | $149983.75    | 0.00%             | 2044-06-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TWDC ENTERPRISES 18 CORP                                                         | TWDC Enterprises 18 Corp                                                              | CUSIP: 25468PDN3<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    100000 | PA      | $70624.00     | 0.00%             | 2046-07-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TWDC ENTERPRISES 18 CORP                                                         | TWDC Enterprises 18 Corp                                                              | CUSIP: 25468PDV5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197770.00    | 0.00%             | 2027-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                            | CUSIP: 254709AM0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149946.00    | 0.00%             | 2027-02-09      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                            | CUSIP: 254709AS7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    150000 | PA      | $166282.50    | 0.00%             | 2032-11-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                            | CUSIP: 254709AT5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    150000 | PA      | $177631.50    | 0.00%             | 2034-11-02      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| District of Columbia Water & Sewer Authority                                     | District of Columbia Water & Sewer Authority                                          | CUSIP: 254845JZ4<br>LEI: 549300OT2FIJQJ5PSH71 | Long             | DBT              | MUN               | US        |    100000 | PA      | $88832.80     | 0.00%             | 2114-10-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                                              | Dollar General Corp                                                                   | CUSIP: 256677AF2<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100019.00    | 0.00%             | 2028-05-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                                              | Dollar General Corp                                                                   | CUSIP: 256677AG0<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193480.00    | 0.00%             | 2030-04-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                                              | Dollar General Corp                                                                   | CUSIP: 256677AH8<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79616.00     | 0.00%             | 2050-04-03      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                                              | Dollar General Corp                                                                   | CUSIP: 256677AK1<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100860.00    | 0.00%             | 2027-11-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                                              | Dollar General Corp                                                                   | CUSIP: 256677AL9<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152122.50    | 0.00%             | 2032-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                                              | Dollar General Corp                                                                   | CUSIP: 256677AN5<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102512.00    | 0.00%             | 2028-07-05      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                                              | Dollar General Corp                                                                   | CUSIP: 256677AP0<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207828.00    | 0.00%             | 2033-07-05      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DOLLAR TREE INC                                                                  | Dollar Tree Inc                                                                       | CUSIP: 256746AH1<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249895.00    | 0.00%             | 2028-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DOLLAR TREE INC                                                                  | Dollar Tree Inc                                                                       | CUSIP: 256746AJ7<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89960.00     | 0.00%             | 2031-12-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| DOLLAR TREE INC                                                                  | Dollar Tree Inc                                                                       | CUSIP: 256746AK4<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $68474.00     | 0.00%             | 2051-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH                                                            | Dominion Energy South Carolina Inc                                                    | CUSIP: 25731VAA2<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |     75000 | PA      | $67359.00     | 0.00%             | 2031-12-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH                                                            | Dominion Energy South Carolina Inc                                                    | CUSIP: 25731VAB0<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    100000 | PA      | $110512.00    | 0.00%             | 2053-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH                                                            | Dominion Energy South Carolina Inc                                                    | CUSIP: 25731VAC8<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104476.00    | 0.00%             | 2035-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                                   | CUSIP: 257469AJ5<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82572.00     | 0.00%             | 2033-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                                   | CUSIP: 25746UAN9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     75000 | PA      | $82194.75     | 0.00%             | 2033-03-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                                   | CUSIP: 25746UAV1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107529.00    | 0.00%             | 2035-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                                   | CUSIP: 25746UBD0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    100000 | PA      | $115530.00    | 0.00%             | 2038-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                                   | CUSIP: 25746UBM0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93498.00     | 0.00%             | 2041-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                                   | CUSIP: 25746UBQ1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82517.00     | 0.00%             | 2042-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                                   | CUSIP: 25746UCC1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44759.50     | 0.00%             | 2044-12-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                                   | CUSIP: 25746UCY3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150531.00    | 0.00%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                                   | CUSIP: 25746UCZ0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84606.00     | 0.00%             | 2049-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                                   | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    275000 | PA      | $265713.25    | 0.00%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                                   | CUSIP: 25746UDK2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77108.00     | 0.00%             | 2041-04-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                                   | CUSIP: 25746UDL0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89346.00     | 0.00%             | 2031-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                                   | CUSIP: 25746UDP1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73931.25     | 0.00%             | 2032-08-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                                   | CUSIP: 25746UDQ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87573.00     | 0.00%             | 2052-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                                   | CUSIP: 25746UDR7<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156843.00    | 0.00%             | 2032-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                                   | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    175000 | PA      | $183324.75    | 0.00%             | 2055-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                                   | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    150000 | PA      | $163693.50    | 0.00%             | 2054-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                                   | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207298.00    | 0.00%             | 2055-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                                   | CUSIP: 25746UDW6<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154635.00    | 0.00%             | 2030-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                                   | CUSIP: 25746UDX4<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155094.00    | 0.00%             | 2035-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                                   | CUSIP: 25746UDY2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202594.00    | 0.00%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                                   | CUSIP: 25746UDZ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252472.50    | 0.00%             | 2056-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                                   | CUSIP: 25746UEA3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    225000 | PA      | $227612.25    | 0.00%             | 2056-02-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| DOVER CORP                                                                       | Dover Corp                                                                            | CUSIP: 260003AK4<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101248.00    | 0.00%             | 2041-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                                   | CUSIP: 260543BJ1<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     75000 | PA      | $83167.50     | 0.00%             | 2029-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                                   | CUSIP: 260543BY8<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $130625.00    | 0.00%             | 2039-05-15      | Fixed         | 9.40%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                                   | CUSIP: 260543CE1<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    175000 | PA      | $160630.75    | 0.00%             | 2041-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                                   | CUSIP: 260543CG6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    250000 | PA      | $202197.50    | 0.00%             | 2042-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                                   | CUSIP: 260543CK7<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46156.50     | 0.00%             | 2034-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                                   | CUSIP: 260543CL5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81567.00     | 0.00%             | 2044-10-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                                   | CUSIP: 260543CR2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    150000 | PA      | $134946.00    | 0.00%             | 2048-11-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                                   | CUSIP: 260543CV3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    150000 | PA      | $121149.00    | 0.00%             | 2049-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                                   | CUSIP: 260543CY7<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101444.00    | 0.00%             | 2028-11-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                                   | CUSIP: 260543DC4<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    150000 | PA      | $133000.50    | 0.00%             | 2030-11-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                                   | CUSIP: 260543DD2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    225000 | PA      | $149805.00    | 0.00%             | 2050-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                                   | CUSIP: 260543DG5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107114.00    | 0.00%             | 2033-03-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                                   | CUSIP: 260543DH3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    150000 | PA      | $157741.50    | 0.00%             | 2053-05-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                                   | CUSIP: 260543DJ9<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150202.50    | 0.00%             | 2034-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                                   | CUSIP: 260543DK6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89423.00     | 0.00%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                                   | CUSIP: 260543DL4<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74892.00     | 0.00%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                                   | CUSIP: 260543DM2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93601.00     | 0.00%             | 2055-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                                   | CUSIP: 260543DN0<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124703.75    | 0.00%             | 2031-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                                   | CUSIP: 260543DP5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100570.00    | 0.00%             | 2036-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| DUPONT DE NEMOURS INC                                                            | DuPont de Nemours Inc                                                                 | CUSIP: 26078JAD2<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202898.00    | 0.00%             | 2028-11-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| DUPONT DE NEMOURS INC                                                            | DuPont de Nemours Inc                                                                 | CUSIP: 26078JAE0<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153168.00    | 0.00%             | 2038-11-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| DUPONT DE NEMOURS INC                                                            | DuPont de Nemours Inc                                                                 | CUSIP: 26078JAF7<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |     85000 | PA      | $81078.10     | 0.00%             | 2048-11-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                                  | CUSIP: 26138EAT6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    150000 | PA      | $127650.00    | 0.00%             | 2045-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                                  | CUSIP: 26138EAX7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99026.00     | 0.00%             | 2027-06-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                                  | CUSIP: 26138EAY5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41502.50     | 0.00%             | 2046-12-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| EIDP INC                                                                         | EIDP Inc                                                                              | CUSIP: 263534CR8<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150871.50    | 0.00%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| EIDP INC                                                                         | EIDP Inc                                                                              | CUSIP: 263534CS6<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103042.00    | 0.00%             | 2032-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                                          | Duke Energy Indiana LLC                                                               | CUSIP: 263901AA8<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    100000 | PA      | $111909.00    | 0.00%             | 2038-08-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                                          | Duke Energy Indiana LLC                                                               | CUSIP: 263901AF7<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94120.00     | 0.00%             | 2043-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                             | CUSIP: 264399ED4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    130000 | PA      | $144803.10    | 0.00%             | 2032-10-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                      | CUSIP: 26441CAP0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90233.00     | 0.00%             | 2045-12-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                      | CUSIP: 26441CAT2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    250000 | PA      | $193227.50    | 0.00%             | 2046-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                      | CUSIP: 26441CAX3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197168.00    | 0.00%             | 2027-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                      | CUSIP: 26441CAY1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78697.00     | 0.00%             | 2047-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                      | CUSIP: 26441CBE4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48872.50     | 0.00%             | 2029-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                      | CUSIP: 26441CBF1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80575.00     | 0.00%             | 2049-06-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                      | CUSIP: 26441CBH7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    250000 | PA      | $231970.00    | 0.00%             | 2030-06-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                      | CUSIP: 26441CBL8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182518.00    | 0.00%             | 2031-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                      | CUSIP: 26441CBM6<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77986.00     | 0.00%             | 2041-06-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                      | CUSIP: 26441CBN4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $142148.00    | 0.00%             | 2051-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                      | CUSIP: 26441CBP9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96530.00     | 0.00%             | 2082-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                      | CUSIP: 26441CBS3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    175000 | PA      | $175939.75    | 0.00%             | 2028-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                      | CUSIP: 26441CBT1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200184.00    | 0.00%             | 2032-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                      | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $180800.00    | 0.00%             | 2052-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                      | CUSIP: 26441CBZ7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106766.00    | 0.00%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                      | CUSIP: 26441CCA1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105459.00    | 0.00%             | 2053-09-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                      | CUSIP: 26441CCB9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100878.00    | 0.00%             | 2027-01-05      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                      | CUSIP: 26441CCC7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102167.00    | 0.00%             | 2029-01-05      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                      | CUSIP: 26441CCE3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    125000 | PA      | $131117.50    | 0.00%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                      | CUSIP: 26441CCF0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126712.50    | 0.00%             | 2054-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                      | CUSIP: 26441CCG8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    175000 | PA      | $183958.25    | 0.00%             | 2054-09-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                      | CUSIP: 26441CCJ2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    355000 | PA      | $355390.50    | 0.01%             | 2035-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                      | CUSIP: 26441CCK9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129880.40    | 0.00%             | 2055-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                             | CUSIP: 26442CAA2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    100000 | PA      | $109386.00    | 0.00%             | 2037-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                             | CUSIP: 26442CAB0<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    100000 | PA      | $108914.00    | 0.00%             | 2038-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                             | CUSIP: 26442CAE4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    150000 | PA      | $164196.00    | 0.00%             | 2038-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                             | CUSIP: 26442CAH7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154158.00    | 0.00%             | 2040-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                             | CUSIP: 26442CAM6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    155000 | PA      | $138549.85    | 0.00%             | 2041-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                             | CUSIP: 26442CAN4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85596.00     | 0.00%             | 2042-09-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                             | CUSIP: 26442CAP9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    150000 | PA      | $120087.00    | 0.00%             | 2045-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                             | CUSIP: 26442CAR5<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80878.00     | 0.00%             | 2046-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                             | CUSIP: 26442CAT1<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     75000 | PA      | $58147.50     | 0.00%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                             | CUSIP: 26442CAU8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80803.00     | 0.00%             | 2048-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                             | CUSIP: 26442CAX2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150511.50    | 0.00%             | 2028-11-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                             | CUSIP: 26442CAY0<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142128.00    | 0.00%             | 2029-08-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                             | CUSIP: 26442CAZ7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    150000 | PA      | $104725.50    | 0.00%             | 2049-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                             | CUSIP: 26442CBA1<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94083.00     | 0.00%             | 2030-02-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                             | CUSIP: 26442CBC7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     50000 | PA      | $36265.00     | 0.00%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                             | CUSIP: 26442CBH6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    100000 | PA      | $73780.00     | 0.00%             | 2052-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                             | CUSIP: 26442CBJ2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207212.00    | 0.00%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                             | CUSIP: 26442CBK9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147258.00    | 0.00%             | 2053-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                             | CUSIP: 26442CBL7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149005.50    | 0.00%             | 2054-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                             | CUSIP: 26442CBM5<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101955.00    | 0.00%             | 2034-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                             | CUSIP: 26442CBP8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103188.00    | 0.00%             | 2030-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                             | CUSIP: 26442CBQ6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104210.00    | 0.00%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                                             | Duke Energy Ohio Inc                                                                  | CUSIP: 26442EAF7<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74418.00     | 0.00%             | 2029-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                                             | Duke Energy Ohio Inc                                                                  | CUSIP: 26442EAG5<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83498.00     | 0.00%             | 2049-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                                             | Duke Energy Ohio Inc                                                                  | CUSIP: 26442EAH3<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    150000 | PA      | $137995.50    | 0.00%             | 2030-06-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                                             | Duke Energy Ohio Inc                                                                  | CUSIP: 26442EAK6<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100919.00    | 0.00%             | 2053-04-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                                             | Duke Energy Ohio Inc                                                                  | CUSIP: 26442EAL4<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75086.25     | 0.00%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                                             | Duke Energy Ohio Inc                                                                  | CUSIP: 26442EAM2<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62340.00     | 0.00%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                              | CUSIP: 26442RAD3<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     78000 | PA      | $66339.00     | 0.00%             | 2044-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| DUKE UNIVERSITY                                                                  | Duke University                                                                       | CUSIP: 26442TAF4<br>LEI: FY5ICUIRRDCHN4HHL592 | Long             | DBT              | CORP              | US        |    100000 | PA      | $74570.00     | 0.00%             | 2044-10-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| DUKE UNIVERSITY                                                                  | Duke University                                                                       | CUSIP: 26442TAG2<br>LEI: FY5ICUIRRDCHN4HHL592 | Long             | DBT              | CORP              | US        |     25000 | PA      | $16513.00     | 0.00%             | 2050-10-01      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| DUKE UNIVERSITY                                                                  | Duke University                                                                       | CUSIP: 26442TAH0<br>LEI: FY5ICUIRRDCHN4HHL592 | Long             | DBT              | CORP              | US        |    100000 | PA      | $64459.00     | 0.00%             | 2055-10-01      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                              | CUSIP: 26442UAB0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85171.00     | 0.00%             | 2045-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                              | CUSIP: 26442UAC8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78018.00     | 0.00%             | 2046-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                              | CUSIP: 26442UAE4<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     75000 | PA      | $57517.50     | 0.00%             | 2047-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                              | CUSIP: 26442UAG9<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99586.00     | 0.00%             | 2028-09-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                              | CUSIP: 26442UAH7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147856.50    | 0.00%             | 2029-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                              | CUSIP: 26442UAK0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    150000 | PA      | $90264.00     | 0.00%             | 2050-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                              | CUSIP: 26442UAL8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    150000 | PA      | $133431.00    | 0.00%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                              | CUSIP: 26442UAN4<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71280.00     | 0.00%             | 2032-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                              | CUSIP: 26442UAP9<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     75000 | PA      | $59890.50     | 0.00%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                              | CUSIP: 26442UAQ7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104899.00    | 0.00%             | 2033-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                              | CUSIP: 26442UAR5<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146878.50    | 0.00%             | 2053-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                              | CUSIP: 26442UAS3<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78029.25     | 0.00%             | 2034-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                              | CUSIP: 26442UAU8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153816.00    | 0.00%             | 2035-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                              | CUSIP: 26442UAV6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125892.50    | 0.00%             | 2055-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DUKE UNIVERSITY HEALTH                                                           | Duke University Health System Inc                                                     | CUSIP: 26443CAA1<br>LEI: SYIJ9BNVFR17R33OPQ57 | Long             | DBT              | CORP              | US        |    150000 | PA      | $123754.50    | 0.00%             | 2047-06-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                                          | Duke Energy Indiana LLC                                                               | CUSIP: 26443TAB2<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    150000 | PA      | $104841.00    | 0.00%             | 2049-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                                          | Duke Energy Indiana LLC                                                               | CUSIP: 26443TAC0<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    100000 | PA      | $63616.00     | 0.00%             | 2050-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                                          | Duke Energy Indiana LLC                                                               | CUSIP: 26443TAD8<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97348.00     | 0.00%             | 2053-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                                          | Duke Energy Indiana LLC                                                               | CUSIP: 26443TAE6<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52063.00     | 0.00%             | 2034-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                                          | Duke Energy Indiana LLC                                                               | CUSIP: 26443TAF3<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104685.00    | 0.00%             | 2055-05-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                          | Duke Energy Florida LLC                                                               | CUSIP: 26444HAA9<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     75000 | PA      | $55888.50     | 0.00%             | 2046-10-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                          | Duke Energy Florida LLC                                                               | CUSIP: 26444HAC5<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    105000 | PA      | $104335.35    | 0.00%             | 2027-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                          | Duke Energy Florida LLC                                                               | CUSIP: 26444HAE1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150025.50    | 0.00%             | 2028-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                          | Duke Energy Florida LLC                                                               | CUSIP: 26444HAF8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    150000 | PA      | $124492.50    | 0.00%             | 2048-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                          | Duke Energy Florida LLC                                                               | CUSIP: 26444HAH4<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94536.00     | 0.00%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                          | Duke Energy Florida LLC                                                               | CUSIP: 26444HAJ0<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    150000 | PA      | $135432.00    | 0.00%             | 2030-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                          | Duke Energy Florida LLC                                                               | CUSIP: 26444HAK7<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90545.00     | 0.00%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                          | Duke Energy Florida LLC                                                               | CUSIP: 26444HAL5<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $65798.00     | 0.00%             | 2051-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                          | Duke Energy Florida LLC                                                               | CUSIP: 26444HAN1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52680.50     | 0.00%             | 2052-11-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                          | Duke Energy Florida LLC                                                               | CUSIP: 26444HAQ4<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $108684.00    | 0.00%             | 2033-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                          | Duke Energy Florida LLC                                                               | CUSIP: 26444HAR2<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    125000 | PA      | $136886.25    | 0.00%             | 2053-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| DUPONT DE NEMOURS INC                                                            | DuPont de Nemours Inc                                                                 | CUSIP: 26614NAC6<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |     86000 | PA      | $87154.98     | 0.00%             | 2028-11-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                                | EOG Resources Inc                                                                     | CUSIP: 26875PAN1<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     74000 | PA      | $69347.62     | 0.00%             | 2035-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                                | EOG Resources Inc                                                                     | CUSIP: 26875PAT8<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $136644.00    | 0.00%             | 2050-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                                | EOG Resources Inc                                                                     | CUSIP: 26875PAU5<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100916.00    | 0.00%             | 2030-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                                | EOG Resources Inc                                                                     | CUSIP: 26875PAW1<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    175000 | PA      | $175339.50    | 0.00%             | 2054-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                                | EOG Resources Inc                                                                     | CUSIP: 26875PAX9<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91075.50     | 0.00%             | 2028-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                                | EOG Resources Inc                                                                     | CUSIP: 26875PAY7<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    230000 | PA      | $236313.50    | 0.00%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                                | EOG Resources Inc                                                                     | CUSIP: 26875PAZ4<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    230000 | PA      | $238666.40    | 0.00%             | 2036-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                                | EOG Resources Inc                                                                     | CUSIP: 26875PBA8<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     90000 | PA      | $93719.70     | 0.00%             | 2055-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                                                 | ERP Operating LP                                                                      | CUSIP: 26884ABB8<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |    150000 | PA      | $134082.00    | 0.00%             | 2044-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                                                 | ERP Operating LP                                                                      | CUSIP: 26884ABE2<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |     50000 | PA      | $44549.00     | 0.00%             | 2045-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                                                 | ERP Operating LP                                                                      | CUSIP: 26884ABF9<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |    100000 | PA      | $99078.00     | 0.00%             | 2026-11-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                                                 | ERP Operating LP                                                                      | CUSIP: 26884ABG7<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |    100000 | PA      | $98933.00     | 0.00%             | 2027-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                                                 | ERP Operating LP                                                                      | CUSIP: 26884ABH5<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |    100000 | PA      | $81892.00     | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                                                 | ERP Operating LP                                                                      | CUSIP: 26884ABJ1<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |    100000 | PA      | $99018.00     | 0.00%             | 2028-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                                                 | ERP Operating LP                                                                      | CUSIP: 26884ABK8<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |    100000 | PA      | $100533.00    | 0.00%             | 2028-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                                                 | ERP Operating LP                                                                      | CUSIP: 26884ABL6<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |    100000 | PA      | $96461.00     | 0.00%             | 2029-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                                                 | ERP Operating LP                                                                      | CUSIP: 26884ABM4<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |    100000 | PA      | $93966.00     | 0.00%             | 2030-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                                                 | ERP Operating LP                                                                      | CUSIP: 26884ABP7<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |    100000 | PA      | $99763.00     | 0.00%             | 2034-09-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                                                 | ERP Operating LP                                                                      | CUSIP: 26884ABQ5<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |    100000 | PA      | $102772.00    | 0.00%             | 2032-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                         | EQT Corp                                                                              | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248630.00    | 0.00%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                         | EQT Corp                                                                              | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    125000 | PA      | $135978.75    | 0.00%             | 2030-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                         | EQT Corp                                                                              | CUSIP: 26884LAL3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101449.00    | 0.00%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                         | EQT Corp                                                                              | CUSIP: 26884LAQ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103344.00    | 0.00%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                         | EQT Corp                                                                              | CUSIP: 26884LAR0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    150000 | PA      | $157998.00    | 0.00%             | 2034-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                         | EQT Corp                                                                              | CUSIP: 26884LAT6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76677.00     | 0.00%             | 2027-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                         | EQT Corp                                                                              | CUSIP: 26884LAX7<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100122.00    | 0.00%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                         | EQT Corp                                                                              | CUSIP: 26884LAZ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103644.00    | 0.00%             | 2029-04-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                         | EQT Corp                                                                              | CUSIP: 26884LBB4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    100000 | PA      | $110407.00    | 0.00%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                         | EQT Corp                                                                              | CUSIP: 26884LBD0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201410.00    | 0.00%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                   | EPR Properties                                                                        | CUSIP: 26884UAC3<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    100000 | PA      | $100250.00    | 0.00%             | 2026-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                   | EPR Properties                                                                        | CUSIP: 26884UAD1<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    150000 | PA      | $150117.00    | 0.00%             | 2027-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                   | EPR Properties                                                                        | CUSIP: 26884UAF6<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    100000 | PA      | $96870.00     | 0.00%             | 2029-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                   | EPR Properties                                                                        | CUSIP: 26884UAG4<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    100000 | PA      | $93069.00     | 0.00%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| EAGLE MATERIALS                                                                  | Eagle Materials Inc                                                                   | CUSIP: 26969PAB4<br>LEI: 529900KRXRGXL61SG039 | Long             | DBT              | CORP              | US        |    150000 | PA      | $136476.00    | 0.00%             | 2031-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| East Bay Municipal Utility District Water System Revenue                         | East Bay Municipal Utility District Water System Revenue                              | CUSIP: 271014TU6<br>LEI: 549300IZZ5HKLDKRTF96 | Long             | DBT              | MUN               | US        |    330000 | PA      | $355078.02    | 0.01%             | 2040-06-01      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| EASTERN ENERGY GAS                                                               | Eastern Energy Gas Holdings LLC                                                       | CUSIP: 27636AAA0<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147981.00    | 0.00%             | 2054-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| EASTERN ENERGY GAS                                                               | Eastern Energy Gas Holdings LLC                                                       | CUSIP: 27636AAB8<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105958.00    | 0.00%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| EASTERN ENERGY GAS                                                               | Eastern Energy Gas Holdings LLC                                                       | CUSIP: 27636AAC6<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105323.00    | 0.00%             | 2055-01-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| EASTERN GAS TRAN                                                                 | Eastern Gas Transmission & Storage Inc                                                | CUSIP: 276480AD2<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |     75000 | PA      | $66270.75     | 0.00%             | 2044-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| EASTERN GAS TRAN                                                                 | Eastern Gas Transmission & Storage Inc                                                | CUSIP: 276480AF7<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90721.00     | 0.00%             | 2043-11-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| EASTERN GAS TRAN                                                                 | Eastern Gas Transmission & Storage Inc                                                | CUSIP: 276480AH3<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95701.00     | 0.00%             | 2029-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL CO                                                              | Eastman Chemical Co                                                                   | CUSIP: 277432AL4<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89351.00     | 0.00%             | 2042-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL CO                                                              | Eastman Chemical Co                                                                   | CUSIP: 277432AP5<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    150000 | PA      | $128754.00    | 0.00%             | 2044-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL CO                                                              | Eastman Chemical Co                                                                   | CUSIP: 277432AW0<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151105.50    | 0.00%             | 2028-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL CO                                                              | Eastman Chemical Co                                                                   | CUSIP: 277432AX8<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105066.00    | 0.00%             | 2033-03-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL CO                                                              | Eastman Chemical Co                                                                   | CUSIP: 277432AY6<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103447.00    | 0.00%             | 2034-02-20      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL CO                                                              | Eastman Chemical Co                                                                   | CUSIP: 277432AZ3<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102084.00    | 0.00%             | 2029-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                                                       | Eaton Corp                                                                            | CUSIP: 278062AD6<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     96000 | PA      | $94711.68     | 0.00%             | 2032-11-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                                                       | Eaton Corp                                                                            | CUSIP: 278062AE4<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    150000 | PA      | $132630.00    | 0.00%             | 2042-11-02      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                                                       | Eaton Corp                                                                            | CUSIP: 278062AF1<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82093.00     | 0.00%             | 2047-09-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                                                       | Eaton Corp                                                                            | CUSIP: 278062AG9<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98861.00     | 0.00%             | 2027-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                                                       | Eaton Corp                                                                            | CUSIP: 278062AH7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247710.00    | 0.00%             | 2033-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                                                       | Eaton Corp                                                                            | CUSIP: 278062AJ3<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91166.00     | 0.00%             | 2052-08-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                                                       | Eaton Corp                                                                            | CUSIP: 278062AK0<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101202.00    | 0.00%             | 2028-05-18      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| EATON CAPITAL ULC                                                                | Eaton Capital ULC                                                                     | CUSIP: 27806HAA9<br>LEI: 549300OLS85LSODKAF64 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $202492.00    | 0.00%             | 2030-05-09      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| EATON VANCE CORP                                                                 | Eaton Vance Corp                                                                      | CUSIP: 278265AE3<br>LEI: 4JJ8ORNW1AFZPSV8GJ79 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49718.50     | 0.00%             | 2027-04-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                                         | eBay Inc                                                                              | CUSIP: 278642AF0<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    150000 | PA      | $125373.00    | 0.00%             | 2042-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                                         | eBay Inc                                                                              | CUSIP: 278642AU7<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149049.00    | 0.00%             | 2027-06-05      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                                         | eBay Inc                                                                              | CUSIP: 278642AW3<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188146.00    | 0.00%             | 2030-03-11      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                                         | eBay Inc                                                                              | CUSIP: 278642AY9<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    150000 | PA      | $137494.50    | 0.00%             | 2031-05-10      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                                         | eBay Inc                                                                              | CUSIP: 278642AZ6<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    100000 | PA      | $74612.00     | 0.00%             | 2051-05-10      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                                         | eBay Inc                                                                              | CUSIP: 278642BB8<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    150000 | PA      | $164992.50    | 0.00%             | 2032-11-22      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                       | Ecolab Inc                                                                            | CUSIP: 278865AM2<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77892.75     | 0.00%             | 2041-12-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                       | Ecolab Inc                                                                            | CUSIP: 278865BA7<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     75000 | PA      | $61500.75     | 0.00%             | 2047-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                       | Ecolab Inc                                                                            | CUSIP: 278865BD1<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148492.50    | 0.00%             | 2027-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                       | Ecolab Inc                                                                            | CUSIP: 278865BE9<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102916.00    | 0.00%             | 2030-03-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                       | Ecolab Inc                                                                            | CUSIP: 278865BF6<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86968.00     | 0.00%             | 2031-01-30      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                       | Ecolab Inc                                                                            | CUSIP: 278865BG4<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    100000 | PA      | $56298.00     | 0.00%             | 2050-08-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                       | Ecolab Inc                                                                            | CUSIP: 278865BJ8<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    150000 | PA      | $92455.50     | 0.00%             | 2055-08-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                       | Ecolab Inc                                                                            | CUSIP: 278865BL3<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97543.00     | 0.00%             | 2027-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                       | Ecolab Inc                                                                            | CUSIP: 278865BM1<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    150000 | PA      | $132877.50    | 0.00%             | 2032-02-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                       | Ecolab Inc                                                                            | CUSIP: 278865BN9<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    150000 | PA      | $94734.00     | 0.00%             | 2051-12-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                       | Ecolab Inc                                                                            | CUSIP: 278865BP4<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102783.00    | 0.00%             | 2028-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                       | Ecolab Inc                                                                            | CUSIP: 278865BQ2<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101025.00    | 0.00%             | 2028-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                       | Ecolab Inc                                                                            | CUSIP: 278865BS8<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102897.00    | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | Edison International                                                                  | CUSIP: 281020AM9<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98876.00     | 0.00%             | 2028-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | Edison International                                                                  | CUSIP: 281020AN7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101723.00    | 0.00%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | Edison International                                                                  | CUSIP: 281020AW7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106699.00    | 0.00%             | 2029-11-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | Edison International                                                                  | CUSIP: 281020AY3<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101502.00    | 0.00%             | 2028-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | Edison International                                                                  | CUSIP: 281020BA4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76314.75     | 0.00%             | 2029-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | Edison International                                                                  | CUSIP: 281020BB2<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150312.00    | 0.00%             | 2032-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | Edison International                                                                  | CUSIP: 281020BC0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104624.00    | 0.00%             | 2030-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EDWARDS LIFESCIENCES COR                                                         | Edwards Lifesciences Corp                                                             | CUSIP: 28176EAD0<br>LEI: YA13X31F3V31L8TMPR58 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100429.00    | 0.00%             | 2028-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| EL PASO ELECTRIC CO                                                              | El Paso Electric Co                                                                   | CUSIP: 283677AW2<br>LEI: OZ8GM8L4AHPKSWZMW205 | Long             | DBT              | CORP              | US        |     44000 | PA      | $46271.72     | 0.00%             | 2035-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EL PASO ELECTRIC CO                                                              | El Paso Electric Co                                                                   | CUSIP: 283677AZ5<br>LEI: OZ8GM8L4AHPKSWZMW205 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89921.00     | 0.00%             | 2044-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                                     | CUSIP: 28368EAD8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    100000 | PA      | $116528.00    | 0.00%             | 2031-08-01      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                                     | CUSIP: 28368EAE6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    150000 | PA      | $174919.50    | 0.00%             | 2032-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                      | CUSIP: 28370TAD1<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    100000 | PA      | $119623.00    | 0.00%             | 2040-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                      | CUSIP: 28370TAF6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     45000 | PA      | $40000.50     | 0.00%             | 2042-11-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ELECTRONIC ARTS INC                                                              | Electronic Arts Inc                                                                   | CUSIP: 285512AE9<br>LEI: 549300O7A67PUEYKDL45 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96946.00     | 0.00%             | 2031-02-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| ELECTRONIC ARTS INC                                                              | Electronic Arts Inc                                                                   | CUSIP: 285512AF6<br>LEI: 549300O7A67PUEYKDL45 | Long             | DBT              | CORP              | US        |    125000 | PA      | $118321.25    | 0.00%             | 2051-02-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                                   | CUSIP: 28622HAB7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    175000 | PA      | $176510.25    | 0.00%             | 2033-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                                   | CUSIP: 28622HAC5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183286.00    | 0.00%             | 2053-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| EMBRAER NETHERLANDS FINA                                                         | Embraer Netherlands Finance BV                                                        | CUSIP: 29082HAE2<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |    125000 | PA      | $132821.25    | 0.00%             | 2035-02-11      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| EMBRAER NETHERLANDS FINA                                                         | Embraer Netherlands Finance BV                                                        | CUSIP: 29082HAF9<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |    180000 | PA      | $178603.20    | 0.00%             | 2038-01-09      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                                                              | Emerson Electric Co                                                                   | CUSIP: 291011BD5<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51875.00     | 0.00%             | 2039-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                                                              | Emerson Electric Co                                                                   | CUSIP: 291011BL7<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144816.00    | 0.00%             | 2027-10-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                                                              | Emerson Electric Co                                                                   | CUSIP: 291011BM5<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $65431.00     | 0.00%             | 2050-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                                                              | Emerson Electric Co                                                                   | CUSIP: 291011BN3<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |     75000 | PA      | $68276.25     | 0.00%             | 2030-10-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                                                              | Emerson Electric Co                                                                   | CUSIP: 291011BQ6<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189490.00    | 0.00%             | 2028-12-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                                                              | Emerson Electric Co                                                                   | CUSIP: 291011BR4<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $179086.00    | 0.00%             | 2031-12-21      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                                                              | Emerson Electric Co                                                                   | CUSIP: 291011BS2<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $130398.00    | 0.00%             | 2051-12-21      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                                                              | Emerson Electric Co                                                                   | CUSIP: 291011BT0<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77701.50     | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                                                              | Emera US Finance LP                                                                   | CUSIP: 29103DAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $216557.50    | 0.00%             | 2046-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EMORY UNIVERSITY                                                                 | Emory University                                                                      | CUSIP: 29157TAE6<br>LEI: 95MD72NUUVZ3P8PQ6919 | Long             | DBT              | CORP              | US        |    150000 | PA      | $102232.50    | 0.00%             | 2050-09-01      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                                    | CUSIP: 292480AJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     75000 | PA      | $66033.00     | 0.00%             | 2044-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                                    | CUSIP: 292480AK6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150294.00    | 0.00%             | 2027-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                                    | CUSIP: 292480AL4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152490.00    | 0.00%             | 2028-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                                    | CUSIP: 292480AM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99574.00     | 0.00%             | 2029-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ENACT HOLDINGS INC                                                               | Enact Holdings Inc                                                                    | CUSIP: 29249EAA7<br>LEI: 9845003CA5664B741N19 | Long             | DBT              | CORP              | US        |    150000 | PA      | $157425.00    | 0.00%             | 2029-05-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                      | Ovintiv Inc                                                                           | CUSIP: 292505AD6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107456.00    | 0.00%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                      | Ovintiv Inc                                                                           | CUSIP: 292505AE4<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106614.00    | 0.00%             | 2037-08-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                          | CUSIP: 29250NAJ4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $86033.00     | 0.00%             | 2044-06-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                          | CUSIP: 29250NAL9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $150226.50    | 0.00%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                          | CUSIP: 29250NAM7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $99813.00     | 0.00%             | 2046-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                          | CUSIP: 29250NAR6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $149127.00    | 0.00%             | 2027-07-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                          | CUSIP: 29250NAZ8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    175000 | PA      | $167842.50    | 0.00%             | 2029-11-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                          | CUSIP: 29250NBA2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $77515.00     | 0.00%             | 2049-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                          | CUSIP: 29250NBE4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $103875.00    | 0.00%             | 2051-08-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                          | CUSIP: 29250NBF1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $172080.00    | 0.00%             | 2033-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                          | CUSIP: 29250NBR5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $423992.00    | 0.01%             | 2033-03-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                          | CUSIP: 29250NBW4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $152370.00    | 0.00%             | 2026-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                          | CUSIP: 29250NBX2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $157866.00    | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                          | CUSIP: 29250NBY0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $161767.50    | 0.00%             | 2030-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                          | CUSIP: 29250NBZ7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    225000 | PA      | $251577.00    | 0.00%             | 2053-11-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                          | CUSIP: 29250NCA1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    125000 | PA      | $126717.50    | 0.00%             | 2027-04-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                          | CUSIP: 29250NCB9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $154947.00    | 0.00%             | 2029-04-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                          | CUSIP: 29250NCC7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $210162.00    | 0.00%             | 2034-04-05      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                          | CUSIP: 29250NCD5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    225000 | PA      | $231792.75    | 0.00%             | 2054-04-05      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                          | CUSIP: 29250NCF0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    125000 | PA      | $134082.50    | 0.00%             | 2054-06-27      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                          | CUSIP: 29250NCG8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $106403.00    | 0.00%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                          | CUSIP: 29250NCH6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $70796.60     | 0.00%             | 2028-06-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                          | CUSIP: 29250NCJ2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    110000 | PA      | $112719.20    | 0.00%             | 2030-06-20      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                          | CUSIP: 29250NCK9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    170000 | PA      | $176878.20    | 0.00%             | 2035-06-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE ENERGY PARTNERS                                                         | Enbridge Energy Partners LP                                                           | CUSIP: 29250RAP1<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |    100000 | PA      | $119045.00    | 0.00%             | 2038-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE ENERGY PARTNERS                                                         | Enbridge Energy Partners LP                                                           | CUSIP: 29250RAT3<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80471.20     | 0.00%             | 2040-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE ENERGY PARTNERS                                                         | Enbridge Energy Partners LP                                                           | CUSIP: 29250RAX4<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |    100000 | PA      | $118423.00    | 0.00%             | 2045-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| IBERDROLA INTL BV                                                                | Iberdrola International BV                                                            | CUSIP: 29266MAF6<br>LEI: 549300ZMLFJKWC63XN87 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $113953.00    | 0.00%             | 2036-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                                    | CUSIP: 29273RAF6<br>LEI: 5493008K8W3OKZE54J59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $109607.00    | 0.00%             | 2036-10-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                                    | CUSIP: 29273RAJ8<br>LEI: 5493008K8W3OKZE54J59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $117097.00    | 0.00%             | 2038-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                                    | CUSIP: 29273RAP4<br>LEI: 5493008K8W3OKZE54J59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101789.00    | 0.00%             | 2041-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                                    | CUSIP: 29273RAR0<br>LEI: 5493008K8W3OKZE54J59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $212486.00    | 0.00%             | 2042-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                                    | CUSIP: 29273RAT6<br>LEI: 5493008K8W3OKZE54J59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90631.00     | 0.00%             | 2043-02-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                                    | CUSIP: 29273RAZ2<br>LEI: 5493008K8W3OKZE54J59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98917.00     | 0.00%             | 2043-10-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                                    | CUSIP: 29273RBE8<br>LEI: 5493008K8W3OKZE54J59 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78632.00     | 0.00%             | 2035-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                                    | CUSIP: 29273RBF5<br>LEI: 5493008K8W3OKZE54J59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $179120.00    | 0.00%             | 2045-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                                    | CUSIP: 29273RBJ7<br>LEI: 5493008K8W3OKZE54J59 | Long             | DBT              | CORP              | US        |    165000 | PA      | $165140.25    | 0.00%             | 2045-12-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                                    | CUSIP: 29273RBK4<br>LEI: 5493008K8W3OKZE54J59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100021.00    | 0.00%             | 2027-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                                    | CUSIP: 29273RBL2<br>LEI: 5493008K8W3OKZE54J59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $180680.00    | 0.00%             | 2047-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                                    | CUSIP: 29273VAP5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154420.50    | 0.00%             | 2028-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                                    | CUSIP: 29273VAQ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    250000 | PA      | $263975.00    | 0.00%             | 2033-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                                    | CUSIP: 29273VAR1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305268.00    | 0.01%             | 2026-12-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                                    | CUSIP: 29273VAS9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    150000 | PA      | $157767.00    | 0.00%             | 2028-12-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                                    | CUSIP: 29273VAT7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $217232.00    | 0.00%             | 2030-12-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                                    | CUSIP: 29273VAU4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    250000 | PA      | $275800.00    | 0.00%             | 2033-12-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                                    | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    300000 | PA      | $289518.00    | 0.01%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                                    | CUSIP: 29273VAY6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206644.00    | 0.00%             | 2034-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                                    | CUSIP: 29273VAZ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206472.00    | 0.00%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                                    | CUSIP: 29273VBA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    225000 | PA      | $233316.00    | 0.00%             | 2034-09-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                                    | CUSIP: 29273VBB5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    225000 | PA      | $220317.75    | 0.00%             | 2054-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                                    | CUSIP: 29273VBD1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    125000 | PA      | $129380.00    | 0.00%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                                    | CUSIP: 29273VBE9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208170.00    | 0.00%             | 2035-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                                    | CUSIP: 29273VBF6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200000.00    | 0.00%             | 2055-04-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ENEL CHILE SA                                                                    | Enel Chile SA                                                                         | CUSIP: 29278DAA3<br>LEI: 549300YM5CWCAUVOPB53 | Long             | DBT              | CORP              | CL        |    100000 | PA      | $101519.00    | 0.00%             | 2028-06-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                                    | CUSIP: 29278NAD5<br>LEI: 5493008K8W3OKZE54J59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102770.00    | 0.00%             | 2038-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                                    | CUSIP: 29278NAE3<br>LEI: 5493008K8W3OKZE54J59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196584.00    | 0.00%             | 2048-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                                    | CUSIP: 29278NAF0<br>LEI: 5493008K8W3OKZE54J59 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152635.50    | 0.00%             | 2028-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                                    | CUSIP: 29278NAG8<br>LEI: 5493008K8W3OKZE54J59 | Long             | DBT              | CORP              | US        |    300000 | PA      | $308862.00    | 0.01%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                                    | CUSIP: 29278NAN3<br>LEI: 5493008K8W3OKZE54J59 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152395.50    | 0.00%             | 2027-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                                    | CUSIP: 29278NAQ6<br>LEI: 5493008K8W3OKZE54J59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195232.00    | 0.00%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                                    | CUSIP: 29278NAR4<br>LEI: 5493008K8W3OKZE54J59 | Long             | DBT              | CORP              | US        |    350000 | PA      | $298049.50    | 0.01%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                                    | CUSIP: 29279FAA7<br>LEI: 5493008K8W3OKZE54J59 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302244.00    | 0.01%             | 2049-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ENSTAR GROUP LTD                                                                 | Enstar Group Ltd                                                                      | CUSIP: 29359UAB5<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |    100000 | PA      | $101295.00    | 0.00%             | 2029-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ENSTAR GROUP LTD                                                                 | Enstar Group Ltd                                                                      | CUSIP: 29359UAC3<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |    100000 | PA      | $90243.00     | 0.00%             | 2031-09-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ENSTAR FINANCE LLC                                                               | Enstar Finance LLC                                                                    | CUSIP: 29360AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $74111.25     | 0.00%             | 2042-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                                     | Entergy Corp                                                                          | CUSIP: 29364GAK9<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     50000 | PA      | $36992.50     | 0.00%             | 2050-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                                     | Entergy Corp                                                                          | CUSIP: 29364GAL7<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93981.00     | 0.00%             | 2030-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                                     | Entergy Corp                                                                          | CUSIP: 29364GAN3<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142330.50    | 0.00%             | 2028-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                                     | Entergy Corp                                                                          | CUSIP: 29364GAP8<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    150000 | PA      | $135232.50    | 0.00%             | 2031-06-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                                     | Entergy Corp                                                                          | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210702.00    | 0.00%             | 2054-12-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | Entergy Louisiana LLC                                                                 | CUSIP: 29364WAV0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     75000 | PA      | $69693.00     | 0.00%             | 2045-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | Entergy Louisiana LLC                                                                 | CUSIP: 29364WAW8<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98697.00     | 0.00%             | 2028-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | Entergy Louisiana LLC                                                                 | CUSIP: 29364WAZ1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74039.25     | 0.00%             | 2027-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | Entergy Louisiana LLC                                                                 | CUSIP: 29364WBA5<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96864.00     | 0.00%             | 2033-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | Entergy Louisiana LLC                                                                 | CUSIP: 29364WBB3<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    175000 | PA      | $144242.00    | 0.00%             | 2048-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | Entergy Louisiana LLC                                                                 | CUSIP: 29364WBC1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    150000 | PA      | $121998.00    | 0.00%             | 2050-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | Entergy Louisiana LLC                                                                 | CUSIP: 29364WBD9<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    150000 | PA      | $96444.00     | 0.00%             | 2051-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | Entergy Louisiana LLC                                                                 | CUSIP: 29364WBE7<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     75000 | PA      | $66765.75     | 0.00%             | 2030-12-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | Entergy Louisiana LLC                                                                 | CUSIP: 29364WBH0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88382.00     | 0.00%             | 2032-06-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | Entergy Louisiana LLC                                                                 | CUSIP: 29364WBJ6<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    100000 | PA      | $76516.00     | 0.00%             | 2041-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | Entergy Louisiana LLC                                                                 | CUSIP: 29364WBL1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89468.00     | 0.00%             | 2052-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | Entergy Louisiana LLC                                                                 | CUSIP: 29364WBM9<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104495.00    | 0.00%             | 2034-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | Entergy Louisiana LLC                                                                 | CUSIP: 29364WBN7<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152145.00    | 0.00%             | 2054-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | Entergy Louisiana LLC                                                                 | CUSIP: 29364WBP2<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102947.00    | 0.00%             | 2034-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | Entergy Louisiana LLC                                                                 | CUSIP: 29364WBQ0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102773.00    | 0.00%             | 2055-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                                                | Entergy Texas Inc                                                                     | CUSIP: 29365TAH7<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94320.00     | 0.00%             | 2039-03-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                                                | Entergy Texas Inc                                                                     | CUSIP: 29365TAJ3<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    100000 | PA      | $73158.00     | 0.00%             | 2049-09-30      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                                                | Entergy Texas Inc                                                                     | CUSIP: 29365TAK0<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    150000 | PA      | $132724.50    | 0.00%             | 2031-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                                                | Entergy Texas Inc                                                                     | CUSIP: 29365TAM6<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     75000 | PA      | $68538.00     | 0.00%             | 2052-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                                                | Entergy Texas Inc                                                                     | CUSIP: 29365TAP9<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98803.00     | 0.00%             | 2054-09-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                                                | Entergy Texas Inc                                                                     | CUSIP: 29365TAQ7<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103332.00    | 0.00%             | 2035-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                                             | Entergy Arkansas LLC                                                                  | CUSIP: 29366MAA6<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    150000 | PA      | $123496.50    | 0.00%             | 2049-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                                             | Entergy Arkansas LLC                                                                  | CUSIP: 29366MAB4<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    100000 | PA      | $60998.00     | 0.00%             | 2051-06-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                                             | Entergy Arkansas LLC                                                                  | CUSIP: 29366MAD0<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207830.00    | 0.00%             | 2033-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                                             | Entergy Arkansas LLC                                                                  | CUSIP: 29366MAF5<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78937.50     | 0.00%             | 2034-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                                             | Entergy Arkansas LLC                                                                  | CUSIP: 29366MAG3<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77543.25     | 0.00%             | 2054-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                                                          | Entergy Mississippi LLC                                                               | CUSIP: 29366WAA4<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77940.00     | 0.00%             | 2049-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                                                          | Entergy Mississippi LLC                                                               | CUSIP: 29366WAB2<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |     75000 | PA      | $54168.00     | 0.00%             | 2051-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                                                          | Entergy Mississippi LLC                                                               | CUSIP: 29366WAD8<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51284.50     | 0.00%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                                                          | Entergy Mississippi LLC                                                               | CUSIP: 29366WAE6<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77451.00     | 0.00%             | 2054-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                                                          | Entergy Mississippi LLC                                                               | CUSIP: 29366WAG1<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102953.00    | 0.00%             | 2055-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                     | CUSIP: 293791AF6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     50000 | PA      | $57059.00     | 0.00%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                     | CUSIP: 293791AP4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     75000 | PA      | $85572.75     | 0.00%             | 2034-10-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                     | CUSIP: 29379VAG8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $109256.00    | 0.00%             | 2039-10-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                     | CUSIP: 29379VAM5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $122010.00    | 0.00%             | 2038-04-15      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                     | CUSIP: 29379VAQ6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $112894.00    | 0.00%             | 2040-09-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                     | CUSIP: 29379VAT0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106630.00    | 0.00%             | 2041-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                     | CUSIP: 29379VAV5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103079.00    | 0.00%             | 2042-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                     | CUSIP: 29379VAW3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93702.00     | 0.00%             | 2042-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                     | CUSIP: 29379VAY9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $179232.00    | 0.00%             | 2043-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                     | CUSIP: 29379VBA0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    225000 | PA      | $209229.75    | 0.00%             | 2044-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                     | CUSIP: 29379VBC6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191786.00    | 0.00%             | 2045-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                     | CUSIP: 29379VBF9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    125000 | PA      | $113295.00    | 0.00%             | 2054-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                     | CUSIP: 29379VBJ1<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $184596.00    | 0.00%             | 2046-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                     | CUSIP: 29379VBL6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150117.00    | 0.00%             | 2027-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                     | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    175000 | PA      | $174781.25    | 0.00%             | 2077-08-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                     | CUSIP: 29379VBQ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    250000 | PA      | $209560.00    | 0.00%             | 2048-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                     | CUSIP: 29379VBR3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99860.00     | 0.00%             | 2078-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                     | CUSIP: 29379VBT9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150975.00    | 0.00%             | 2028-10-16      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                     | CUSIP: 29379VBU6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    250000 | PA      | $225190.00    | 0.00%             | 2049-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                     | CUSIP: 29379VBV4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145599.00    | 0.00%             | 2029-07-31      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                     | CUSIP: 29379VBW2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    250000 | PA      | $205157.50    | 0.00%             | 2050-01-31      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                     | CUSIP: 29379VBX0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    250000 | PA      | $237777.50    | 0.00%             | 2030-01-31      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                     | CUSIP: 29379VBY8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $149572.00    | 0.00%             | 2051-01-31      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                     | CUSIP: 29379VBZ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $149824.00    | 0.00%             | 2060-01-31      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                     | CUSIP: 29379VCA9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $135820.00    | 0.00%             | 2052-02-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                     | CUSIP: 29379VCB7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    180000 | PA      | $123357.60    | 0.00%             | 2053-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                     | CUSIP: 29379VCD3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210442.00    | 0.00%             | 2033-01-31      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                     | CUSIP: 29379VCE1<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201454.00    | 0.00%             | 2027-01-11      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                     | CUSIP: 29379VCF8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152746.50    | 0.00%             | 2034-01-31      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                     | CUSIP: 29379VCG6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203678.00    | 0.00%             | 2035-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                     | CUSIP: 29379VCH4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247855.00    | 0.00%             | 2055-02-16      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                     | CUSIP: 29379VCJ0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90774.00     | 0.00%             | 2028-06-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                     | CUSIP: 29379VCK7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    140000 | PA      | $142076.20    | 0.00%             | 2031-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                     | CUSIP: 29379VCL5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    140000 | PA      | $143687.60    | 0.00%             | 2036-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| EQUINIX EU 2 FINANCING C                                                         | Equinix Europe 2 Financing Corp LLC                                                   | CUSIP: 29390XAA2<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              |  | US        |    125000 | PA      | $130247.50    | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                                                      | Equifax Inc                                                                           | CUSIP: 294429AS4<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94790.00     | 0.00%             | 2030-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                                                      | Equifax Inc                                                                           | CUSIP: 294429AT2<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178286.00    | 0.00%             | 2031-09-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                                                      | Equifax Inc                                                                           | CUSIP: 294429AV7<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152697.00    | 0.00%             | 2027-12-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                                                      | Equifax Inc                                                                           | CUSIP: 294429AW5<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153061.50    | 0.00%             | 2028-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                                                      | Equifax Inc                                                                           | CUSIP: 294429AX3<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101679.00    | 0.00%             | 2029-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | Equinix Inc                                                                           | CUSIP: 29444UBD7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    100000 | PA      | $98930.00     | 0.00%             | 2026-11-18      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | Equinix Inc                                                                           | CUSIP: 29444UBE5<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    200000 | PA      | $192322.00    | 0.00%             | 2029-11-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | Equinix Inc                                                                           | CUSIP: 29444UBH8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    200000 | PA      | $181738.00    | 0.00%             | 2030-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | Equinix Inc                                                                           | CUSIP: 29444UBJ4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    100000 | PA      | $65354.00     | 0.00%             | 2050-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | Equinix Inc                                                                           | CUSIP: 29444UBL9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    150000 | PA      | $141849.00    | 0.00%             | 2028-03-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | Equinix Inc                                                                           | CUSIP: 29444UBM7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |     95000 | PA      | $61042.25     | 0.00%             | 2051-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | Equinix Inc                                                                           | CUSIP: 29444UBR6<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |     75000 | PA      | $71493.75     | 0.00%             | 2028-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | Equinix Inc                                                                           | CUSIP: 29444UBS4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    200000 | PA      | $181436.00    | 0.00%             | 2031-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | Equinix Inc                                                                           | CUSIP: 29444UBT2<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    100000 | PA      | $69870.00     | 0.00%             | 2052-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | Equinix Inc                                                                           | CUSIP: 29444UBU9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    200000 | PA      | $192922.00    | 0.00%             | 2032-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | Equinor ASA                                                                           | CUSIP: 29446MAB8<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    300000 | PA      | $298884.00    | 0.01%             | 2028-09-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | Equinor ASA                                                                           | CUSIP: 29446MAC6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    300000 | PA      | $216105.00    | 0.00%             | 2049-11-18      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | Equinor ASA                                                                           | CUSIP: 29446MAE2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    200000 | PA      | $198272.00    | 0.00%             | 2027-04-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | Equinor ASA                                                                           | CUSIP: 29446MAF9<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    250000 | PA      | $241342.50    | 0.00%             | 2030-04-06      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | Equinor ASA                                                                           | CUSIP: 29446MAG7<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    100000 | PA      | $86225.00     | 0.00%             | 2040-04-06      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | Equinor ASA                                                                           | CUSIP: 29446MAH5<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    250000 | PA      | $194595.00    | 0.00%             | 2050-04-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | Equinor ASA                                                                           | CUSIP: 29446MAK8<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    100000 | PA      | $93342.00     | 0.00%             | 2030-05-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | Equinor ASA                                                                           | CUSIP: 29446MAN2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    150000 | PA      | $155659.50    | 0.00%             | 2035-06-03      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                                           | Equitable Holdings Inc                                                                | CUSIP: 29452EAC5<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78614.25     | 0.00%             | 2033-01-11      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                                           | Equitable Holdings Inc                                                                | CUSIP: 29452EAD3<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78238.50     | 0.00%             | 2055-03-28      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| ESSENT GROUP LTD                                                                 | Essent Group Ltd                                                                      | CUSIP: 29669JAA7<br>LEI: 254900QUO860OUT6ZF83 | Long             | DBT              | CORP              | BM        |    100000 | PA      | $104673.00    | 0.00%             | 2029-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                                          | Essential Utilities Inc                                                               | CUSIP: 29670GAD4<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93900.00     | 0.00%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                                          | Essential Utilities Inc                                                               | CUSIP: 29670GAE2<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    100000 | PA      | $69592.00     | 0.00%             | 2050-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                                          | Essential Utilities Inc                                                               | CUSIP: 29670GAF9<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45180.50     | 0.00%             | 2031-05-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                                          | Essential Utilities Inc                                                               | CUSIP: 29670GAG7<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94332.00     | 0.00%             | 2052-05-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                                          | Essential Utilities Inc                                                               | CUSIP: 29670GAH5<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103901.00    | 0.00%             | 2034-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                                          | Essential Utilities Inc                                                               | CUSIP: 29670GAJ1<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101157.00    | 0.00%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                                          | Essential Utilities Inc                                                               | CUSIP: 29670GAK8<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153943.50    | 0.00%             | 2035-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL PROPER                                                                 | Essential Properties LP                                                               | CUSIP: 29670VAA7<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              |  | US        |    100000 | PA      | $91454.00     | 0.00%             | 2031-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL PROPERTIES LP                                                          | Essential Properties LP                                                               | CUSIP: 29670VAB5<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              |  | US        |     75000 | PA      | $75323.25     | 0.00%             | 2035-12-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                               | Essex Portfolio LP                                                                    | CUSIP: 29717PAT4<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |    150000 | PA      | $149238.00    | 0.00%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                               | Essex Portfolio LP                                                                    | CUSIP: 29717PAU1<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |    100000 | PA      | $95176.00     | 0.00%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                               | Essex Portfolio LP                                                                    | CUSIP: 29717PAV9<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |    150000 | PA      | $134472.00    | 0.00%             | 2032-03-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                               | Essex Portfolio LP                                                                    | CUSIP: 29717PAW7<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |    150000 | PA      | $131088.00    | 0.00%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                               | Essex Portfolio LP                                                                    | CUSIP: 29717PAX5<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |    100000 | PA      | $61545.00     | 0.00%             | 2050-09-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                               | Essex Portfolio LP                                                                    | CUSIP: 29717PAY3<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |     75000 | PA      | $71158.50     | 0.00%             | 2028-03-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                               | Essex Portfolio LP                                                                    | CUSIP: 29717PBA4<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |    100000 | PA      | $104366.00    | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                                              | Estee Lauder Cos Inc/The                                                              | CUSIP: 29736RAC4<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |     90000 | PA      | $98523.90     | 0.00%             | 2037-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                                              | Estee Lauder Cos Inc/The                                                              | CUSIP: 29736RAJ9<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99034.00     | 0.00%             | 2027-03-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                                              | Estee Lauder Cos Inc/The                                                              | CUSIP: 29736RAK6<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81600.00     | 0.00%             | 2047-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                                              | Estee Lauder Cos Inc/The                                                              | CUSIP: 29736RAM2<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    150000 | PA      | $101277.00    | 0.00%             | 2049-12-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                                              | Estee Lauder Cos Inc/The                                                              | CUSIP: 29736RAP5<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93756.00     | 0.00%             | 2029-12-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                                              | Estee Lauder Cos Inc/The                                                              | CUSIP: 29736RAQ3<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140806.50    | 0.00%             | 2030-04-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                                              | Estee Lauder Cos Inc/The                                                              | CUSIP: 29736RAR1<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    150000 | PA      | $133780.50    | 0.00%             | 2031-03-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                                              | Estee Lauder Cos Inc/The                                                              | CUSIP: 29736RAS9<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101091.00    | 0.00%             | 2028-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                                              | Estee Lauder Cos Inc/The                                                              | CUSIP: 29736RAT7<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100872.00    | 0.00%             | 2033-05-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                                              | Estee Lauder Cos Inc/The                                                              | CUSIP: 29736RAU4<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94101.00     | 0.00%             | 2053-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                                              | Estee Lauder Cos Inc/The                                                              | CUSIP: 29736RAV2<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153322.50    | 0.00%             | 2034-02-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                                                          | European Bank for Reconstruction & Development                                        | CUSIP: 29874QEX8<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $508945.00    | 0.01%             | 2028-03-09      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                                                          | European Bank for Reconstruction & Development                                        | CUSIP: 29874QFA7<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $508310.00    | 0.01%             | 2029-01-25      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                                                          | European Bank for Reconstruction & Development                                        | CUSIP: 29874QFB5<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |    250000 | PA      | $254942.50    | 0.00%             | 2034-03-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                              | CUSIP: 298785DV5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    550000 | PA      | $586861.00    | 0.01%             | 2036-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                              | CUSIP: 298785HM1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    450000 | PA      | $442224.00    | 0.01%             | 2027-05-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                              | CUSIP: 298785JA5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    350000 | PA      | $325640.00    | 0.01%             | 2029-10-09      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                              | CUSIP: 298785JE7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    170000 | PA      | $150985.50    | 0.00%             | 2030-05-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                              | CUSIP: 298785JH0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $437020.00    | 0.01%             | 2030-09-23      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                              | CUSIP: 298785JL1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $442965.00    | 0.01%             | 2031-02-14      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                              | CUSIP: 298785JN7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    250000 | PA      | $224700.00    | 0.00%             | 2031-05-13      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                              | CUSIP: 298785JQ0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    750000 | PA      | $729135.00    | 0.01%             | 2027-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                              | CUSIP: 298785JR8<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $472310.00    | 0.01%             | 2029-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                              | CUSIP: 298785JT4<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $497350.00    | 0.01%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                              | CUSIP: 298785JU1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   1050000 | PA      | $1058200.50   | 0.02%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                              | CUSIP: 298785JV9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $496995.00    | 0.01%             | 2033-02-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                              | CUSIP: 298785JW7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    800000 | PA      | $799712.00    | 0.01%             | 2030-07-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                              | CUSIP: 298785JY3<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    750000 | PA      | $769905.00    | 0.01%             | 2028-10-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                              | CUSIP: 298785JZ0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    750000 | PA      | $760380.00    | 0.01%             | 2029-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                              | CUSIP: 298785KA3<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    750000 | PA      | $759600.00    | 0.01%             | 2034-02-13      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                              | CUSIP: 298785KB1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    700000 | PA      | $706790.00    | 0.01%             | 2027-03-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                              | CUSIP: 298785KC9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   1100000 | PA      | $1142944.00   | 0.02%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                              | CUSIP: 298785KE5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    750000 | PA      | $775395.00    | 0.01%             | 2031-10-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                              | CUSIP: 298785KF2<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $1005870.00   | 0.02%             | 2029-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                              | CUSIP: 298785KG0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $1034860.00   | 0.02%             | 2030-03-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                              | CUSIP: 298785KH8<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $523120.00    | 0.01%             | 2035-02-12      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                              | CUSIP: 298785KJ4<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    300000 | PA      | $302667.00    | 0.01%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                              | CUSIP: 298785KL9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    910000 | PA      | $932031.10    | 0.02%             | 2032-08-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                              | CUSIP: 298785KM7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    600000 | PA      | $605868.00    | 0.01%             | 2030-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EVEREST REINSURANCE HLDG                                                         | Everest Reinsurance Holdings Inc                                                      | CUSIP: 299808AF2<br>LEI: 254900P29PM5UJR3VU91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90687.00     | 0.00%             | 2044-06-01      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| EVEREST REINSURANCE HLDG                                                         | Everest Reinsurance Holdings Inc                                                      | CUSIP: 299808AH8<br>LEI: 254900P29PM5UJR3VU91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $141202.00    | 0.00%             | 2050-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EVEREST REINSURANCE HLDG                                                         | Everest Reinsurance Holdings Inc                                                      | CUSIP: 299808AJ4<br>LEI: 254900P29PM5UJR3VU91 | Long             | DBT              | CORP              | US        |    150000 | PA      | $96472.50     | 0.00%             | 2052-10-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| EVERGY INC                                                                       | Evergy Inc                                                                            | CUSIP: 30034WAB2<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143248.50    | 0.00%             | 2029-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| EVERGY INC                                                                       | Evergy Inc                                                                            | CUSIP: 30034WAE6<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102333.00    | 0.00%             | 2055-06-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                                            | Evergy Kansas Central Inc                                                             | CUSIP: 30036FAA9<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |     50000 | PA      | $36018.00     | 0.00%             | 2050-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                                            | Evergy Kansas Central Inc                                                             | CUSIP: 30036FAB7<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101263.00    | 0.00%             | 2053-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| EVERGY METRO                                                                     | Evergy Metro Inc                                                                      | CUSIP: 30037DAA3<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |     75000 | PA      | $69377.25     | 0.00%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| EVERGY METRO                                                                     | Evergy Metro Inc                                                                      | CUSIP: 30037DAB1<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51277.00     | 0.00%             | 2033-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EVERGY METRO                                                                     | Evergy Metro Inc                                                                      | CUSIP: 30037DAD7<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78852.75     | 0.00%             | 2034-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| EVERGY METRO                                                                     | Evergy Metro Inc                                                                      | CUSIP: 30037DAE5<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122257.20    | 0.00%             | 2035-08-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                                     | CUSIP: 30040WAE8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98167.00     | 0.00%             | 2028-01-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                                     | CUSIP: 30040WAF5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149895.00    | 0.00%             | 2029-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                                     | CUSIP: 30040WAH1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    150000 | PA      | $107905.50    | 0.00%             | 2050-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                                     | CUSIP: 30040WAK4<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    200000 | PA      | $176624.00    | 0.00%             | 2030-08-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                                     | CUSIP: 30040WAL2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90649.00     | 0.00%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                                     | CUSIP: 30040WAP3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139248.00    | 0.00%             | 2032-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                                     | CUSIP: 30040WAQ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98424.00     | 0.00%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                                     | CUSIP: 30040WAR9<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75454.50     | 0.00%             | 2027-07-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                                     | CUSIP: 30040WAT5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204940.00    | 0.00%             | 2028-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                                     | CUSIP: 30040WAU2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152472.00    | 0.00%             | 2033-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                                     | CUSIP: 30040WAW8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104713.00    | 0.00%             | 2029-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                                     | CUSIP: 30040WAX6<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103280.00    | 0.00%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                                     | CUSIP: 30040WAZ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106231.00    | 0.00%             | 2034-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                                     | CUSIP: 30040WBA5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    150000 | PA      | $158745.00    | 0.00%             | 2031-04-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                                     | CUSIP: 30040WBB3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99800.00     | 0.00%             | 2030-12-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                         | Constellation Energy Generation LLC                                                   | CUSIP: 30161MAG8<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    162000 | PA      | $177506.64    | 0.00%             | 2039-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                         | Constellation Energy Generation LLC                                                   | CUSIP: 30161MAJ2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102999.00    | 0.00%             | 2041-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                         | Constellation Energy Generation LLC                                                   | CUSIP: 30161MAN3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101482.00    | 0.00%             | 2042-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                      | Exelon Corp                                                                           | CUSIP: 30161NAC5<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105420.00    | 0.00%             | 2035-06-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                      | Exelon Corp                                                                           | CUSIP: 30161NAQ4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80084.80     | 0.00%             | 2035-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                      | Exelon Corp                                                                           | CUSIP: 30161NAS0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94021.00     | 0.00%             | 2045-06-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                      | Exelon Corp                                                                           | CUSIP: 30161NAV3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85641.00     | 0.00%             | 2046-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                      | Exelon Corp                                                                           | CUSIP: 30161NAX9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198666.00    | 0.00%             | 2030-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                      | Exelon Corp                                                                           | CUSIP: 30161NAY7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87113.00     | 0.00%             | 2050-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                      | Exelon Corp                                                                           | CUSIP: 30161NBB6<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98357.00     | 0.00%             | 2027-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                      | Exelon Corp                                                                           | CUSIP: 30161NBE0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93911.00     | 0.00%             | 2032-03-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                      | Exelon Corp                                                                           | CUSIP: 30161NBH3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    150000 | PA      | $117133.50    | 0.00%             | 2052-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                      | Exelon Corp                                                                           | CUSIP: 30161NBJ9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204562.00    | 0.00%             | 2028-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                      | Exelon Corp                                                                           | CUSIP: 30161NBK6<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156624.00    | 0.00%             | 2033-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                      | Exelon Corp                                                                           | CUSIP: 30161NBL4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    175000 | PA      | $172625.25    | 0.00%             | 2053-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                      | Exelon Corp                                                                           | CUSIP: 30161NBM2<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128827.50    | 0.00%             | 2029-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                      | Exelon Corp                                                                           | CUSIP: 30161NBN0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    125000 | PA      | $130896.25    | 0.00%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                      | Exelon Corp                                                                           | CUSIP: 30161NBQ3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    175000 | PA      | $182714.00    | 0.00%             | 2055-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                      | Exelon Corp                                                                           | CUSIP: 30161NBR1<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103608.00    | 0.00%             | 2031-03-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                      | Exelon Corp                                                                           | CUSIP: 30161NBS9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76827.00     | 0.00%             | 2055-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| F&G ANNUITIES & LIFE INC                                                         | F&G Annuities & Life Inc                                                              | CUSIP: 30190AAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $104948.00    | 0.00%             | 2028-01-13      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| F&G ANNUITIES & LIFE INC                                                         | F&G Annuities & Life Inc                                                              | CUSIP: 30190AAF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $104333.00    | 0.00%             | 2029-06-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| F&G ANNUITIES & LIFE INC                                                         | F&G Annuities & Life Inc                                                              | CUSIP: 30190AAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $76147.50     | 0.00%             | 2034-10-04      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                                                | Expedia Group Inc                                                                     | CUSIP: 30212PAP0<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198804.00    | 0.00%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                                                | Expedia Group Inc                                                                     | CUSIP: 30212PAR6<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192224.00    | 0.00%             | 2030-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                                                | Expedia Group Inc                                                                     | CUSIP: 30212PBH7<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139687.50    | 0.00%             | 2031-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                                                | Expedia Group Inc                                                                     | CUSIP: 30212PBK0<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100702.00    | 0.00%             | 2027-08-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                                                | Expedia Group Inc                                                                     | CUSIP: 30212PBL8<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    175000 | PA      | $180825.75    | 0.00%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                           | CUSIP: 302154DD8<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    250000 | PA      | $221930.00    | 0.00%             | 2030-09-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                           | CUSIP: 302154DJ5<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $194248.00    | 0.00%             | 2026-12-29      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                           | CUSIP: 302154DK2<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $148470.00    | 0.00%             | 2041-06-29      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                           | CUSIP: 302154DM8<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    250000 | PA      | $244047.50    | 0.00%             | 2027-01-18      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                           | CUSIP: 302154DN6<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    250000 | PA      | $224172.50    | 0.00%             | 2032-01-18      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                           | CUSIP: 302154DR7<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $201580.00    | 0.00%             | 2027-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                           | CUSIP: 302154DV8<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    400000 | PA      | $409604.00    | 0.01%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                           | CUSIP: 302154DW6<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $211406.00    | 0.00%             | 2033-01-11      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                           | CUSIP: 302154EA3<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $201774.00    | 0.00%             | 2027-01-11      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                           | CUSIP: 302154EC9<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $205776.00    | 0.00%             | 2034-01-11      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                           | CUSIP: 302154EE5<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $201172.00    | 0.00%             | 2029-09-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                           | CUSIP: 302154EG0<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $201260.00    | 0.00%             | 2027-10-17      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                           | CUSIP: 302154EJ4<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $203318.00    | 0.00%             | 2028-01-14      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                           | CUSIP: 302154EK1<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $207806.00    | 0.00%             | 2030-01-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                           | CUSIP: 302154EL9<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $215430.00    | 0.00%             | 2035-01-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                                                         | Export Development Canada                                                             | CUSIP: 30216BJR4<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |    550000 | PA      | $545242.50    | 0.01%             | 2027-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                                                         | Export Development Canada                                                             | CUSIP: 30216BJW3<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |    750000 | PA      | $755182.50    | 0.01%             | 2028-02-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                                                         | Export Development Canada                                                             | CUSIP: 30216BKF8<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |    500000 | PA      | $527895.00    | 0.01%             | 2034-06-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                                                         | Export Development Canada                                                             | CUSIP: 30216BKH4<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |    500000 | PA      | $501460.00    | 0.01%             | 2027-09-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                                                         | Export Development Canada                                                             | CUSIP: 30216BKK7<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |    400000 | PA      | $406024.00    | 0.01%             | 2030-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                           | Extra Space Storage LP                                                                | CUSIP: 30225VAF4<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |    100000 | PA      | $90727.00     | 0.00%             | 2031-06-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                           | Extra Space Storage LP                                                                | CUSIP: 30225VAG2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |    150000 | PA      | $131274.00    | 0.00%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                           | Extra Space Storage LP                                                                | CUSIP: 30225VAH0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |     75000 | PA      | $74196.75     | 0.00%             | 2029-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                           | Extra Space Storage LP                                                                | CUSIP: 30225VAJ6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |    150000 | PA      | $155041.50    | 0.00%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                           | Extra Space Storage LP                                                                | CUSIP: 30225VAK3<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |     75000 | PA      | $78451.50     | 0.00%             | 2030-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                           | Extra Space Storage LP                                                                | CUSIP: 30225VAN7<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |    100000 | PA      | $99426.00     | 0.00%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                           | Extra Space Storage LP                                                                | CUSIP: 30225VAP2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |     50000 | PA      | $45229.50     | 0.00%             | 2030-10-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                           | Extra Space Storage LP                                                                | CUSIP: 30225VAQ0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |    150000 | PA      | $133408.50    | 0.00%             | 2031-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                           | Extra Space Storage LP                                                                | CUSIP: 30225VAR8<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |    100000 | PA      | $106393.00    | 0.00%             | 2031-01-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                           | Extra Space Storage LP                                                                | CUSIP: 30225VAS6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |    100000 | PA      | $103117.00    | 0.00%             | 2034-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                           | Extra Space Storage LP                                                                | CUSIP: 30225VAT4<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |     75000 | PA      | $77070.00     | 0.00%             | 2035-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                           | Extra Space Storage LP                                                                | CUSIP: 30225VAU1<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |    100000 | PA      | $103055.00    | 0.00%             | 2035-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                           | Extra Space Storage LP                                                                | CUSIP: 30225VAV9<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |    150000 | PA      | $151801.50    | 0.00%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                          | Exxon Mobil Corp                                                                      | CUSIP: 30231GAN2<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    230000 | PA      | $183464.10    | 0.00%             | 2045-03-06      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                          | Exxon Mobil Corp                                                                      | CUSIP: 30231GAW2<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    475000 | PA      | $405303.25    | 0.01%             | 2046-03-01      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                          | Exxon Mobil Corp                                                                      | CUSIP: 30231GAY8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    150000 | PA      | $121822.50    | 0.00%             | 2039-08-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                          | Exxon Mobil Corp                                                                      | CUSIP: 30231GAZ5<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    300000 | PA      | $210126.00    | 0.00%             | 2049-08-16      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                          | Exxon Mobil Corp                                                                      | CUSIP: 30231GBE1<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191426.00    | 0.00%             | 2029-08-16      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                          | Exxon Mobil Corp                                                                      | CUSIP: 30231GBF8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    350000 | PA      | $324978.50    | 0.01%             | 2040-03-19      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                          | Exxon Mobil Corp                                                                      | CUSIP: 30231GBG6<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    500000 | PA      | $428875.00    | 0.01%             | 2050-03-19      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                          | Exxon Mobil Corp                                                                      | CUSIP: 30231GBJ0<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248745.00    | 0.00%             | 2027-03-19      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                          | Exxon Mobil Corp                                                                      | CUSIP: 30231GBK7<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    350000 | PA      | $343689.50    | 0.01%             | 2030-03-19      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                          | Exxon Mobil Corp                                                                      | CUSIP: 30231GBM3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    450000 | PA      | $331636.50    | 0.01%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                          | Exxon Mobil Corp                                                                      | CUSIP: 30231GBN1<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    350000 | PA      | $328762.00    | 0.01%             | 2030-10-15      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| TELEDYNE FLIR LLC                                                                | Teledyne FLIR LLC                                                                     | CUSIP: 302445AE1<br>LEI: 5493000HDPX16EHNN346 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139108.50    | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                                         | FMC Corp                                                                              | CUSIP: 302491AU9<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90767.00     | 0.00%             | 2029-10-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                                         | FMC Corp                                                                              | CUSIP: 302491AV7<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    100000 | PA      | $66501.00     | 0.00%             | 2049-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                                         | FMC Corp                                                                              | CUSIP: 302491AX3<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22918.25     | 0.00%             | 2033-05-18      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                                         | FMC Corp                                                                              | CUSIP: 302491AY1<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80872.00     | 0.00%             | 2053-05-18      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FNB CORP                                                                         | FNB Corp/PA                                                                           | CUSIP: 302520AD3<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102257.00    | 0.00%             | 2030-12-11      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                              | FS KKR Capital Corp                                                                   | CUSIP: 302635AH0<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97049.00     | 0.00%             | 2027-01-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                              | FS KKR Capital Corp                                                                   | CUSIP: 302635AK3<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    150000 | PA      | $138948.00    | 0.00%             | 2028-10-12      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                              | FS KKR Capital Corp                                                                   | CUSIP: 302635AL1<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72228.00     | 0.00%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                              | FS KKR Capital Corp                                                                   | CUSIP: 302635AM9<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104261.00    | 0.00%             | 2029-01-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                              | FS KKR Capital Corp                                                                   | CUSIP: 302635AN7<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101785.00    | 0.00%             | 2029-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                              | FS KKR Capital Corp                                                                   | CUSIP: 302635AP2<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124341.25    | 0.00%             | 2030-01-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                              | FS KKR Capital Corp                                                                   | CUSIP: 302635AQ0<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68938.80     | 0.00%             | 2031-01-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                                    | CUSIP: 30303M8G0<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    450000 | PA      | $448695.00    | 0.01%             | 2027-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                                    | CUSIP: 30303M8H8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    600000 | PA      | $585828.00    | 0.01%             | 2032-08-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                                    | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    500000 | PA      | $421510.00    | 0.01%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                                    | CUSIP: 30303M8K1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    250000 | PA      | $209995.00    | 0.00%             | 2062-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                                    | CUSIP: 30303M8L9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254997.50    | 0.00%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                                    | CUSIP: 30303M8M7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206690.00    | 0.00%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                                    | CUSIP: 30303M8N5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    300000 | PA      | $310749.00    | 0.01%             | 2033-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                                    | CUSIP: 30303M8Q8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    450000 | PA      | $448884.00    | 0.01%             | 2053-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                                    | CUSIP: 30303M8R6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299913.00    | 0.01%             | 2063-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                                    | CUSIP: 30303M8S4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203088.00    | 0.00%             | 2029-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                                    | CUSIP: 30303M8T2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204498.00    | 0.00%             | 2031-08-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                                    | CUSIP: 30303M8U9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    450000 | PA      | $457969.50    | 0.01%             | 2034-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                                    | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    600000 | PA      | $582036.00    | 0.01%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                                    | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    500000 | PA      | $484005.00    | 0.01%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| FACTSET RESEARCH SYSTEMS                                                         | FactSet Research Systems Inc                                                          | CUSIP: 303075AA3<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98311.00     | 0.00%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FACTSET RESEARCH SYSTEMS                                                         | FactSet Research Systems Inc                                                          | CUSIP: 303075AB1<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92736.00     | 0.00%             | 2032-03-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                                           | Fairfax Financial Holdings Ltd                                                        | CUSIP: 303901BB7<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $101283.00    | 0.00%             | 2028-04-17      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                                           | Fairfax Financial Holdings Ltd                                                        | CUSIP: 303901BF8<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    125000 | PA      | $125676.25    | 0.00%             | 2030-04-29      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                                           | Fairfax Financial Holdings Ltd                                                        | CUSIP: 303901BJ0<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $94227.00     | 0.00%             | 2031-03-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                                           | Fairfax Financial Holdings Ltd                                                        | CUSIP: 303901BL5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    125000 | PA      | $130753.75    | 0.00%             | 2032-08-16      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                                           | Fairfax Financial Holdings Ltd                                                        | CUSIP: 303901BN1<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $106550.00    | 0.00%             | 2033-12-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                                           | Fairfax Financial Holdings Ltd                                                        | CUSIP: 303901BR2<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    175000 | PA      | $183424.50    | 0.00%             | 2054-03-22      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                                           | Fairfax Financial Holdings Ltd                                                        | CUSIP: 303901BU5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $101479.00    | 0.00%             | 2055-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                                           | Fairfax Financial Holdings Ltd                                                        | CUSIP: 303901BX9<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $104748.00    | 0.00%             | 2035-05-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                                           | Fairfax Financial Holdings Ltd                                                        | CUSIP: 303901BY7<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $108066.00    | 0.00%             | 2055-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31283HUA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22282 | PA      | $23184.01     | 0.00%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31283HZ40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12876 | PA      | $13396.88     | 0.00%             | 2034-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31288KA78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    146958 | PA      | $152249.94    | 0.00%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128E5NW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     50764 | PA      | $50749.08     | 0.00%             | 2031-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128K0SW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16612 | PA      | $17341.39     | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128L1E30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22720 | PA      | $24133.14     | 0.00%             | 2037-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128LDCW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13983 | PA      | $14479.89     | 0.00%             | 2032-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128LXGB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23854 | PA      | $24516.17     | 0.00%             | 2035-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128LXKB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     52442 | PA      | $55861.45     | 0.00%             | 2036-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128M4NK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     31872 | PA      | $33737.37     | 0.00%             | 2037-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128M5VT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     42009 | PA      | $44618.68     | 0.00%             | 2038-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128M6G93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22728 | PA      | $24137.83     | 0.00%             | 2038-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128M6SA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13065 | PA      | $13875.17     | 0.00%             | 2038-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128M6SU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     41973 | PA      | $43906.37     | 0.00%             | 2038-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128M6YJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    236111 | PA      | $242867.12    | 0.00%             | 2038-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128M72V7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     44271 | PA      | $46345.79     | 0.00%             | 2039-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128M74K9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15453 | PA      | $15897.82     | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128M7KK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    137306 | PA      | $140675.80    | 0.00%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128M7QP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     78626 | PA      | $79480.21     | 0.00%             | 2039-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128M7SW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     59752 | PA      | $62552.49     | 0.00%             | 2039-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128M83D4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     35237 | PA      | $34763.50     | 0.00%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128M8RR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    109872 | PA      | $113024.33    | 0.00%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128M8RW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     39340 | PA      | $38811.23     | 0.00%             | 2041-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128M8XQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14331 | PA      | $14745.46     | 0.00%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128M9CL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    151713 | PA      | $149030.26    | 0.00%             | 2042-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128M9H70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    102377 | PA      | $103138.22    | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128M9JJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     66439 | PA      | $67160.94     | 0.00%             | 2041-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128M9LK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     51547 | PA      | $48018.06     | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128M9NE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14292 | PA      | $13317.10     | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128M9U59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    512067 | PA      | $516781.37    | 0.01%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128M9WV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    154624 | PA      | $151977.13    | 0.00%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128M9YG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    275395 | PA      | $270825.57    | 0.00%             | 2044-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128M9Z54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    343797 | PA      | $329529.64    | 0.01%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MABL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    103226 | PA      | $104176.10    | 0.00%             | 2042-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MABP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10923 | PA      | $11421.18     | 0.00%             | 2041-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MAFA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    334784 | PA      | $321121.98    | 0.01%             | 2045-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MAFB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     32308 | PA      | $33237.23     | 0.00%             | 2041-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MC6K6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5210 | PA      | $5194.09      | 0.00%             | 2026-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128ME4V0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23515 | PA      | $23195.99     | 0.00%             | 2030-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128ME5D9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    595206 | PA      | $577273.88    | 0.01%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MERR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    150602 | PA      | $148063.92    | 0.00%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MEVP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     44950 | PA      | $44637.54     | 0.00%             | 2030-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MFAJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     38856 | PA      | $37980.01     | 0.00%             | 2031-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJ2H2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    636188 | PA      | $616998.89    | 0.01%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJ2M1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    646716 | PA      | $609164.35    | 0.01%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJ2N9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    233671 | PA      | $226623.18    | 0.00%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJ2S8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    117261 | PA      | $110452.02    | 0.00%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJ2T6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    342511 | PA      | $332180.25    | 0.01%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJ3A6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    292508 | PA      | $275523.25    | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJ3F5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    247097 | PA      | $239643.71    | 0.00%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJ3J7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    298961 | PA      | $281601.80    | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJ3M0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     85349 | PA      | $77671.33     | 0.00%             | 2048-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJ4H0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    100158 | PA      | $94266.59     | 0.00%             | 2048-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJ4T4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     60870 | PA      | $61976.17     | 0.00%             | 2048-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJ5C0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    316052 | PA      | $305919.97    | 0.01%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJFQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23379 | PA      | $24747.68     | 0.00%             | 2037-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJKX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     52275 | PA      | $54722.89     | 0.00%             | 2038-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJMS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     94019 | PA      | $95042.41     | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJNK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     40645 | PA      | $41814.11     | 0.00%             | 2040-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJPR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    151767 | PA      | $149728.48    | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJQ78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    162075 | PA      | $154899.62    | 0.00%             | 2042-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJR36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    774181 | PA      | $721177.16    | 0.01%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJRE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     38670 | PA      | $36022.94     | 0.00%             | 2042-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJRW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     39504 | PA      | $37792.79     | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJSJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    136443 | PA      | $123153.20    | 0.00%             | 2043-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJSY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    749803 | PA      | $694448.72    | 0.01%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJT67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    281195 | PA      | $269525.82    | 0.00%             | 2044-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJT75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    141451 | PA      | $139038.31    | 0.00%             | 2044-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJTA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    423523 | PA      | $392256.35    | 0.01%             | 2043-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJTU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    114920 | PA      | $110151.18    | 0.00%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJTY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    221340 | PA      | $212154.36    | 0.00%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJU73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     77195 | PA      | $73321.29     | 0.00%             | 2044-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJU81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    214556 | PA      | $209529.01    | 0.00%             | 2044-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJUB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    168340 | PA      | $164395.93    | 0.00%             | 2044-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJUK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    294347 | PA      | $279574.75    | 0.00%             | 2044-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJUN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    162831 | PA      | $159016.10    | 0.00%             | 2044-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJUS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     74100 | PA      | $72363.86     | 0.00%             | 2044-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJUV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13385 | PA      | $13070.94     | 0.00%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJUX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22136 | PA      | $21024.79     | 0.00%             | 2044-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJV31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    351878 | PA      | $343513.26    | 0.01%             | 2045-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJV72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15366 | PA      | $15000.64     | 0.00%             | 2045-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJVZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     70395 | PA      | $64594.36     | 0.00%             | 2045-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJW55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    178725 | PA      | $168962.77    | 0.00%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJWA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    150834 | PA      | $138405.26    | 0.00%             | 2045-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJWC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     81379 | PA      | $79444.19     | 0.00%             | 2045-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJWJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     54894 | PA      | $50371.18     | 0.00%             | 2045-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJWL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1027897 | PA      | $971752.71    | 0.02%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJWU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     97012 | PA      | $89018.72     | 0.00%             | 2045-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJWV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     52052 | PA      | $49208.72     | 0.00%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJWW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     97264 | PA      | $94951.83     | 0.00%             | 2045-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJX54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     99474 | PA      | $96745.31     | 0.00%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJX70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    180536 | PA      | $164531.91    | 0.00%             | 2046-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJXA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    112816 | PA      | $110134.22    | 0.00%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJXD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    613288 | PA      | $562753.91    | 0.01%             | 2045-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJXE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    356928 | PA      | $337432.16    | 0.01%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJXF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     89559 | PA      | $87429.70     | 0.00%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJXK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    581905 | PA      | $550121.24    | 0.01%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJXQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    184984 | PA      | $169741.82    | 0.00%             | 2046-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJXR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    316382 | PA      | $299101.30    | 0.01%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJXX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     82326 | PA      | $77829.12     | 0.00%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJXY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    244505 | PA      | $238692.85    | 0.00%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJY61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    647570 | PA      | $590164.36    | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJYC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    218502 | PA      | $206400.38    | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJYH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    251912 | PA      | $237959.61    | 0.00%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJYM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    732993 | PA      | $668014.49    | 0.01%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJYT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     86965 | PA      | $79255.95     | 0.00%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJYV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    156683 | PA      | $152384.43    | 0.00%             | 2046-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJYX2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     45102 | PA      | $39651.88     | 0.00%             | 2046-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJYY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    935403 | PA      | $852481.20    | 0.02%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJZA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     83436 | PA      | $73353.33     | 0.00%             | 2046-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJZB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1883880 | PA      | $1716877.46   | 0.03%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJZF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1211056 | PA      | $1103697.94   | 0.02%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJZQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    130744 | PA      | $119153.69    | 0.00%             | 2047-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJZR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    347287 | PA      | $328052.64    | 0.01%             | 2047-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJZS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     31924 | PA      | $30960.77     | 0.00%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MJZW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    137926 | PA      | $125699.10    | 0.00%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MMPR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4307 | PA      | $4262.60      | 0.00%             | 2027-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MMQ22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    453187 | PA      | $446250.45    | 0.01%             | 2028-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MMQG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16343 | PA      | $16045.63     | 0.00%             | 2028-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MMQT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     28138 | PA      | $27731.73     | 0.00%             | 2028-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MMS20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     52916 | PA      | $51749.25     | 0.00%             | 2030-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MMSA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9789 | PA      | $9659.71      | 0.00%             | 2029-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MMSC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     89411 | PA      | $88202.95     | 0.00%             | 2029-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MMTF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     67628 | PA      | $66038.54     | 0.00%             | 2030-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MMTG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15967 | PA      | $15717.20     | 0.00%             | 2030-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MMTN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     96995 | PA      | $94681.66     | 0.00%             | 2030-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MMTT0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    100307 | PA      | $98691.54     | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MMTW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     48195 | PA      | $47002.33     | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MMUG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    106771 | PA      | $104903.95    | 0.00%             | 2031-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MMVE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    136895 | PA      | $134321.73    | 0.00%             | 2031-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MMVG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     36603 | PA      | $35540.77     | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MMVQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     75822 | PA      | $73564.19     | 0.00%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MMVU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    166890 | PA      | $161859.07    | 0.00%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MMVW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    107740 | PA      | $103382.34    | 0.00%             | 2031-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MMXE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    226966 | PA      | $218731.65    | 0.00%             | 2033-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MMXF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    249535 | PA      | $243491.36    | 0.00%             | 2033-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128MMXT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     59618 | PA      | $58833.53     | 0.00%             | 2033-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128P73E1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     76101 | PA      | $75052.47     | 0.00%             | 2033-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128P73Q4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24168 | PA      | $23527.96     | 0.00%             | 2033-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128P76T5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     38002 | PA      | $37376.85     | 0.00%             | 2034-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128P7RX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12687 | PA      | $12686.26     | 0.00%             | 2031-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128P7SB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     27456 | PA      | $27454.54     | 0.00%             | 2031-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128P7SJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    144841 | PA      | $141626.47    | 0.00%             | 2032-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128P7XS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19357 | PA      | $19132.92     | 0.00%             | 2032-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128P7ZN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     96874 | PA      | $94329.19     | 0.00%             | 2033-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128P8A84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    142574 | PA      | $137470.11    | 0.00%             | 2035-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128P8AR2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     79153 | PA      | $77639.55     | 0.00%             | 2035-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128P8B67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     47780 | PA      | $45974.41     | 0.00%             | 2036-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128P8CG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    389665 | PA      | $374343.63    | 0.01%             | 2036-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128P8CQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     61435 | PA      | $58989.09     | 0.00%             | 2036-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128P8DM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     78486 | PA      | $75120.70     | 0.00%             | 2037-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128P8DR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    832340 | PA      | $796909.34    | 0.01%             | 2037-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128P8DV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     59500 | PA      | $55826.51     | 0.00%             | 2037-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128P8EW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     44379 | PA      | $42378.44     | 0.00%             | 2037-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128P8FG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     48818 | PA      | $46573.41     | 0.00%             | 2037-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128P8FR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     67787 | PA      | $65952.63     | 0.00%             | 2038-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128PTUX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       627 | PA      | $625.63       | 0.00%             | 2026-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128PVCT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2490 | PA      | $2484.13      | 0.00%             | 2026-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128PWEA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4004 | PA      | $3981.51      | 0.00%             | 2026-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128PWV21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2423 | PA      | $2408.66      | 0.00%             | 2026-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3128PX2A3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14281 | PA      | $14179.03     | 0.00%             | 2027-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31292K2K2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     42936 | PA      | $43330.86     | 0.00%             | 2040-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31292K4Q7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     60888 | PA      | $60070.48     | 0.00%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31292LJD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    122212 | PA      | $117582.61    | 0.00%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31292LPX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     50065 | PA      | $48168.21     | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31292LYA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1107830 | PA      | $1031983.47   | 0.02%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31292LYB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8545 | PA      | $7960.02      | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31292R7M8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8228 | PA      | $7871.09      | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31292SA67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    324162 | PA      | $301968.32    | 0.01%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31292SAN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    126865 | PA      | $118179.47    | 0.00%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31292SAX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    453102 | PA      | $422080.42    | 0.01%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31292SBD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    458416 | PA      | $439392.31    | 0.01%             | 2043-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31292SBM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24817 | PA      | $23787.30     | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3129304R8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     35400 | PA      | $35785.70     | 0.00%             | 2039-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 312931DD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30813 | PA      | $32261.80     | 0.00%             | 2039-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 312933AQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14501 | PA      | $14659.23     | 0.00%             | 2039-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 312933TT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18278 | PA      | $18806.00     | 0.00%             | 2039-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 312934HK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14586 | PA      | $15011.26     | 0.00%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 312935HY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     39344 | PA      | $38813.58     | 0.00%             | 2039-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 312936FU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16739 | PA      | $16921.58     | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 312936NA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11128 | PA      | $11249.16     | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 312938F24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13979 | PA      | $14130.38     | 0.00%             | 2039-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 312938KQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    263168 | PA      | $266027.51    | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 312939C74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21191 | PA      | $21420.92     | 0.00%             | 2040-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 312939JD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     72420 | PA      | $73085.62     | 0.00%             | 2040-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 312939JE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23374 | PA      | $23588.97     | 0.00%             | 2040-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 312939WA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     36735 | PA      | $37900.83     | 0.00%             | 2040-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3129404Y2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30659 | PA      | $30940.77     | 0.00%             | 2040-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 312940NN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     98148 | PA      | $101261.96    | 0.00%             | 2040-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 312940ZV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4273 | PA      | $4402.57      | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3129413U9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    109644 | PA      | $112796.75    | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 312942L86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     46167 | PA      | $45547.08     | 0.00%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 312942XS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     34337 | PA      | $33876.15     | 0.00%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 312943LY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     60033 | PA      | $59228.67     | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 312943ME0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     45669 | PA      | $45055.80     | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 312944TS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    198920 | PA      | $196248.30    | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 312945DN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24533 | PA      | $23537.52     | 0.00%             | 2041-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 312945N87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    418753 | PA      | $401767.72    | 0.01%             | 2041-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 312945R42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     44910 | PA      | $44307.08     | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 312946ES1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     49114 | PA      | $49568.92     | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 312946V60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     62493 | PA      | $62958.34     | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31294NQ44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23089 | PA      | $22815.20     | 0.00%             | 2027-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31294UAK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     26920 | PA      | $26590.34     | 0.00%             | 2027-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31297B3N0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30389 | PA      | $31888.30     | 0.00%             | 2034-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31297KM58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     86481 | PA      | $90105.79     | 0.00%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31306YA92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     59700 | PA      | $58945.06     | 0.00%             | 2027-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31307BGG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     54588 | PA      | $53612.86     | 0.00%             | 2028-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31307BY38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4080 | PA      | $4022.28      | 0.00%             | 2028-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31307BY79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     26909 | PA      | $26411.45     | 0.00%             | 2028-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31307BYY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2555 | PA      | $2518.78      | 0.00%             | 2028-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31307C5V6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     27682 | PA      | $27269.19     | 0.00%             | 2028-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31307DBS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     97764 | PA      | $96271.97     | 0.00%             | 2028-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31307DEJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17533 | PA      | $17186.93     | 0.00%             | 2028-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31307EHJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    114575 | PA      | $113302.05    | 0.00%             | 2028-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                                           | Federal Home Loan Banks                                                               | CUSIP: 3130AFFX0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   2850000 | PA      | $2837032.50   | 0.05%             | 2028-11-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                                           | Federal Home Loan Banks                                                               | CUSIP: 3130AWGS3<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    750000 | PA      | $765292.50    | 0.01%             | 2030-06-14      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                                           | Federal Home Loan Banks                                                               | CUSIP: 3130AWN63<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   3500000 | PA      | $3543890.00   | 0.06%             | 2028-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                                           | Federal Home Loan Banks                                                               | CUSIP: 3130AXQK7<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   1500000 | PA      | $1551465.00   | 0.03%             | 2028-12-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                                           | Federal Home Loan Banks                                                               | CUSIP: 3130B0X87<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   1500000 | PA      | $1570800.00   | 0.03%             | 2034-03-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3131XLT64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    713164 | PA      | $663618.58    | 0.01%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3131XPTF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     48025 | PA      | $46105.28     | 0.00%             | 2044-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3131XVRE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1021846 | PA      | $930141.65    | 0.02%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3131XWAY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    559318 | PA      | $530554.89    | 0.01%             | 2047-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3131XX3V1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    203584 | PA      | $197204.26    | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3131Y0MU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     49690 | PA      | $49463.76     | 0.00%             | 2048-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3131Y3DA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    375956 | PA      | $363485.52    | 0.01%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3131Y3GG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    440554 | PA      | $425939.52    | 0.01%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 31329JL70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    125191 | PA      | $119629.71    | 0.00%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 31329KXR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    128261 | PA      | $122166.01    | 0.00%             | 2038-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 31329NJX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    630589 | PA      | $635638.05    | 0.01%             | 2034-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 31329NU48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    264321 | PA      | $248672.33    | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 31329PXL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    258580 | PA      | $257399.95    | 0.00%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 31329QHG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    272947 | PA      | $271492.27    | 0.00%             | 2049-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132A3J35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1228714 | PA      | $1283190.66   | 0.02%             | 2035-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132A4Q68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    562946 | PA      | $540439.34    | 0.01%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132A4SQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     27090 | PA      | $27196.00     | 0.00%             | 2044-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132A5AQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     62299 | PA      | $57630.86     | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132A5DK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    522425 | PA      | $478790.02    | 0.01%             | 2045-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132A5DN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    363901 | PA      | $333506.72    | 0.01%             | 2045-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132A5FB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    213209 | PA      | $194074.70    | 0.00%             | 2046-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132A5FS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    114651 | PA      | $104362.21    | 0.00%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132A5GL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    114321 | PA      | $104061.19    | 0.00%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132A5HT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    115739 | PA      | $105184.91    | 0.00%             | 2047-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132A5JC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     32358 | PA      | $30443.18     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132A8EC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     95524 | PA      | $93866.61     | 0.00%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132A8SY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    126128 | PA      | $120979.86    | 0.00%             | 2032-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132A9QP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     64246 | PA      | $62672.41     | 0.00%             | 2030-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132A9U21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     51293 | PA      | $50569.21     | 0.00%             | 2033-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132ACLE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    156349 | PA      | $149403.77    | 0.00%             | 2044-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132ACMA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    117905 | PA      | $110962.64    | 0.00%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132ACQ37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    113819 | PA      | $113299.83    | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132ADPF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    153352 | PA      | $155800.48    | 0.00%             | 2048-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132AEB39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    617747 | PA      | $615053.14    | 0.01%             | 2049-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132AEKC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     78813 | PA      | $76564.23     | 0.00%             | 2034-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132CWAQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     75708 | PA      | $74804.05     | 0.00%             | 2033-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132CWHK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     64080 | PA      | $62906.12     | 0.00%             | 2032-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132CWTN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    794326 | PA      | $718563.89    | 0.01%             | 2036-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132CWY81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    343593 | PA      | $324918.92    | 0.01%             | 2037-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132D53R1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    248465 | PA      | $237215.05    | 0.00%             | 2034-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132D53T7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     40410 | PA      | $38524.61     | 0.00%             | 2034-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132D53Y6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     88158 | PA      | $83982.62     | 0.00%             | 2034-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132D54A7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     46265 | PA      | $45413.12     | 0.00%             | 2034-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132D54D1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    128669 | PA      | $122506.32    | 0.00%             | 2034-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132D54E9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     46023 | PA      | $44595.84     | 0.00%             | 2034-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132D54K5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    134305 | PA      | $127846.86    | 0.00%             | 2035-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132D54L3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     50378 | PA      | $48798.03     | 0.00%             | 2035-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132D54Q2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     78089 | PA      | $74279.83     | 0.00%             | 2035-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132D54R0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    213620 | PA      | $206916.44    | 0.00%             | 2035-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132D54U3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    154082 | PA      | $147191.98    | 0.00%             | 2035-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132D54Y5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    184310 | PA      | $172267.81    | 0.00%             | 2035-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132D55H1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    222868 | PA      | $208134.55    | 0.00%             | 2035-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132D55J7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    269012 | PA      | $256672.20    | 0.00%             | 2035-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132D55M0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    388520 | PA      | $362715.50    | 0.01%             | 2035-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132D55S7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1172301 | PA      | $1094078.21   | 0.02%             | 2035-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132D55T5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    788266 | PA      | $751502.48    | 0.01%             | 2035-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132D56B3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    159018 | PA      | $144783.59    | 0.00%             | 2035-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132D56C1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    241859 | PA      | $220125.79    | 0.00%             | 2035-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132D56J6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    894806 | PA      | $813778.17    | 0.01%             | 2035-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132D56K3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1693722 | PA      | $1579143.48   | 0.03%             | 2035-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132D56P2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    497111 | PA      | $451923.39    | 0.01%             | 2035-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132D56Q0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1101263 | PA      | $1026424.75   | 0.02%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132D56U1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1119924 | PA      | $1017735.27   | 0.02%             | 2036-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132D56V9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    902690 | PA      | $841067.82    | 0.01%             | 2036-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132D56Z0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    781939 | PA      | $710319.23    | 0.01%             | 2036-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132D57E6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    783244 | PA      | $726551.39    | 0.01%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132D57J5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    907508 | PA      | $820455.07    | 0.01%             | 2036-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132D6A42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1215322 | PA      | $1096773.63   | 0.02%             | 2036-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132D6A59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1329007 | PA      | $1231172.83   | 0.02%             | 2036-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132D6A83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    842486 | PA      | $760111.43    | 0.01%             | 2036-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132D6A91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    613335 | PA      | $568089.84    | 0.01%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132D6AB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    919929 | PA      | $831471.69    | 0.01%             | 2036-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132D6AC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1150848 | PA      | $1067192.66   | 0.02%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132D6AF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1121701 | PA      | $1013582.13   | 0.02%             | 2036-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132D6AK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    776747 | PA      | $701697.87    | 0.01%             | 2036-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132D6AL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    860481 | PA      | $797667.63    | 0.01%             | 2036-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132D6AM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    100671 | PA      | $95457.61     | 0.00%             | 2036-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132D6AP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    656374 | PA      | $592803.99    | 0.01%             | 2036-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132D6AQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    755838 | PA      | $700546.93    | 0.01%             | 2036-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132D6AU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    765502 | PA      | $709385.80    | 0.01%             | 2036-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132D6AW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    261832 | PA      | $230183.36    | 0.00%             | 2036-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132D6AY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    963402 | PA      | $892629.86    | 0.02%             | 2036-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132D6BD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    855009 | PA      | $771211.46    | 0.01%             | 2037-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132D6BN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    585820 | PA      | $541485.88    | 0.01%             | 2037-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132D6C32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    867941 | PA      | $872251.34    | 0.02%             | 2037-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132D6E63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    442938 | PA      | $453591.78    | 0.01%             | 2038-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132D6FW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    570572 | PA      | $577437.27    | 0.01%             | 2039-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132D6GX2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    345898 | PA      | $349994.92    | 0.01%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132D6H29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    447222 | PA      | $447610.22    | 0.01%             | 2040-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132D6H37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    240284 | PA      | $243130.04    | 0.00%             | 2039-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132D6HX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    607332 | PA      | $599493.42    | 0.01%             | 2039-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132D6JG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    495924 | PA      | $501798.04    | 0.01%             | 2040-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132D6JM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    127853 | PA      | $132311.49    | 0.00%             | 2040-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132D6N22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    697279 | PA      | $649998.60    | 0.01%             | 2036-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DMA62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    410651 | PA      | $378095.80    | 0.01%             | 2047-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DMES0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    972471 | PA      | $885197.72    | 0.02%             | 2047-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DMHU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    290980 | PA      | $290086.78    | 0.01%             | 2047-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DMJM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    837862 | PA      | $825965.82    | 0.01%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DMVD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1979579 | PA      | $1732870.30   | 0.03%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DN5K5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1931174 | PA      | $1669522.24   | 0.03%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DN5V1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1789811 | PA      | $1722778.05   | 0.03%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DNAM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4478869 | PA      | $3702665.29   | 0.07%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DNAX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    759036 | PA      | $656327.71    | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DNV83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2203524 | PA      | $2222149.71   | 0.04%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DNVL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1156175 | PA      | $1111221.24   | 0.02%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DNWK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1624418 | PA      | $1606181.76   | 0.03%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DNYL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1070696 | PA      | $1097132.47   | 0.02%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DPCT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    421252 | PA      | $425731.07    | 0.01%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DPJP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2180371 | PA      | $1819411.19   | 0.03%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DPJT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3441201 | PA      | $2845437.35   | 0.05%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DPMN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1578264 | PA      | $1659956.18   | 0.03%             | 2053-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DPPP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2427730 | PA      | $1999322.70   | 0.04%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DPUZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1965669 | PA      | $2044393.37   | 0.04%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DQB39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2297021 | PA      | $2354395.26   | 0.04%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DQBY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1182252 | PA      | $1186080.18   | 0.02%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DQNQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3206157 | PA      | $2997764.11   | 0.05%             | 2053-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DQQN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2498447 | PA      | $2508020.16   | 0.04%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DQT22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1153387 | PA      | $1154621.98   | 0.02%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DQT89<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    364903 | PA      | $370436.11    | 0.01%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DQYK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2210975 | PA      | $2248548.17   | 0.04%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DS3D2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    253829 | PA      | $264480.36    | 0.00%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DS6Y3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    407989 | PA      | $421989.68    | 0.01%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DSB68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2221221 | PA      | $2004704.80   | 0.04%             | 2053-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DSD33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1195159 | PA      | $1260371.57   | 0.02%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DSDJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    309759 | PA      | $324585.06    | 0.01%             | 2054-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DSF80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    625158 | PA      | $657004.99    | 0.01%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DSG48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    494864 | PA      | $525215.57    | 0.01%             | 2054-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DSQ62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1402175 | PA      | $1404167.92   | 0.02%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DSR53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    574445 | PA      | $586070.80    | 0.01%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DSTV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     89214 | PA      | $94159.56     | 0.00%             | 2054-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DT5Y2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1870974 | PA      | $1965351.80   | 0.03%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DTEZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2273375 | PA      | $1881756.71   | 0.03%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DTQQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2944905 | PA      | $3034294.36   | 0.05%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DU4X2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3326931 | PA      | $3355062.90   | 0.06%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DUAT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1299322 | PA      | $1340409.19   | 0.02%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DULB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1110983 | PA      | $1133946.92   | 0.02%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DUTH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    763968 | PA      | $776303.14    | 0.01%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DUVQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    557490 | PA      | $482187.25    | 0.01%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DUWX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1745965 | PA      | $1772440.20   | 0.03%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DV3J2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     94515 | PA      | $88410.11     | 0.00%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DV3M5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     83881 | PA      | $75624.14     | 0.00%             | 2049-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DV3T0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    149012 | PA      | $134342.86    | 0.00%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DV3U7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     96397 | PA      | $90170.23     | 0.00%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DV3Z6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1439347 | PA      | $1297656.98   | 0.02%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DV4A0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     99322 | PA      | $92906.16     | 0.00%             | 2049-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DV4G7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    148957 | PA      | $128527.04    | 0.00%             | 2049-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DV4H5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    553621 | PA      | $499122.49    | 0.01%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DV4J1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     95946 | PA      | $89747.87     | 0.00%             | 2049-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DV4N2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    587079 | PA      | $506559.44    | 0.01%             | 2049-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DV4P7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1619274 | PA      | $1459872.01   | 0.03%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DV4Q5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     93820 | PA      | $87759.65     | 0.00%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DV4R3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    190725 | PA      | $184093.23    | 0.00%             | 2049-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DV4V4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    599667 | PA      | $540635.85    | 0.01%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DV4W2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    141558 | PA      | $122143.14    | 0.00%             | 2050-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DV4X0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     94137 | PA      | $88056.24     | 0.00%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DV4Y8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    186383 | PA      | $179901.83    | 0.00%             | 2050-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DV5B7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     34547 | PA      | $35086.01     | 0.00%             | 2049-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DV5C5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    246995 | PA      | $213118.95    | 0.00%             | 2050-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DV5D3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1218971 | PA      | $1098974.99   | 0.02%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DV5E1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    108424 | PA      | $101420.02    | 0.00%             | 2050-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DV5T8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    178871 | PA      | $172329.24    | 0.00%             | 2050-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DV5Y7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    260594 | PA      | $243923.80    | 0.00%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DV6D2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1285425 | PA      | $1156341.50   | 0.02%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DV6E0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    384015 | PA      | $359241.04    | 0.01%             | 2050-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DV6F7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     99634 | PA      | $95990.53     | 0.00%             | 2050-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DV6K6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    689841 | PA      | $620353.02    | 0.01%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DV6M2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    180014 | PA      | $173430.88    | 0.00%             | 2050-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DV6S9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    135489 | PA      | $105445.56    | 0.00%             | 2050-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DV6U4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2974805 | PA      | $2561907.49   | 0.05%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DV7A7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1988766 | PA      | $1713344.79   | 0.03%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DV7B5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5147013 | PA      | $4240546.79   | 0.08%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DV7D1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1033116 | PA      | $928247.58    | 0.02%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DV7J8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3721498 | PA      | $3067384.58   | 0.05%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DV7K5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5424757 | PA      | $4467482.42   | 0.08%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DVKM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    304279 | PA      | $297317.72    | 0.01%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DVKR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    471975 | PA      | $443113.46    | 0.01%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DVKS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    312793 | PA      | $311734.81    | 0.01%             | 2049-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DVLC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2722509 | PA      | $2372865.96   | 0.04%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DVLQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    278502 | PA      | $242269.25    | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DVLZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2052281 | PA      | $1861699.12   | 0.03%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DVMY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    555084 | PA      | $570995.67    | 0.01%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DWA45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1980027 | PA      | $1540665.48   | 0.03%             | 2051-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DWA52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5539105 | PA      | $4553920.84   | 0.08%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DWAD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    493210 | PA      | $383825.51    | 0.01%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DWAF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4057661 | PA      | $3340214.04   | 0.06%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DWAM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2337538 | PA      | $1819027.71   | 0.03%             | 2050-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DWAN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6184506 | PA      | $5088846.59   | 0.09%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DWAP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1694606 | PA      | $1457296.27   | 0.03%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DWAV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4110335 | PA      | $3198425.46   | 0.06%             | 2051-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DWAW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7708142 | PA      | $6339862.40   | 0.11%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DWB44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    237774 | PA      | $184935.40    | 0.00%             | 2051-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DWB51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4536753 | PA      | $3722702.29   | 0.07%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DWB69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3924043 | PA      | $3364949.42   | 0.06%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DWBA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3716661 | PA      | $2891454.98   | 0.05%             | 2051-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DWBB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9388843 | PA      | $7720543.74   | 0.14%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DWBG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3118157 | PA      | $2425714.74   | 0.04%             | 2051-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DWBH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7773963 | PA      | $6389897.97   | 0.11%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DWBN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3739294 | PA      | $2908772.46   | 0.05%             | 2051-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DWBP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3572241 | PA      | $2938543.87   | 0.05%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DWBS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1914647 | PA      | $1489316.95   | 0.03%             | 2051-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DWBT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5822519 | PA      | $4781821.65   | 0.09%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DWBU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2432908 | PA      | $2087777.30   | 0.04%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DWBY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4409061 | PA      | $3619461.78   | 0.06%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DWC27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3699199 | PA      | $3165830.94   | 0.06%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DWC68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1045276 | PA      | $855365.11    | 0.02%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DWCB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4498569 | PA      | $3689800.07   | 0.07%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DWCC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4152605 | PA      | $3559659.18   | 0.06%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DWCE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    255706 | PA      | $237623.61    | 0.00%             | 2051-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DWCH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5011885 | PA      | $4109081.07   | 0.07%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DWCJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1517958 | PA      | $1300739.69   | 0.02%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DWCP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4438626 | PA      | $3801395.17   | 0.07%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DWCT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5742986 | PA      | $4703580.58   | 0.08%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DWCU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4477571 | PA      | $3833360.96   | 0.07%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DWCV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1024002 | PA      | $916478.51    | 0.02%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DWDJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1666289 | PA      | $1426020.91   | 0.03%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DWDR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1306675 | PA      | $1118261.41   | 0.02%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DWDS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3053319 | PA      | $2723259.99   | 0.05%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DWGH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4667144 | PA      | $4744344.67   | 0.08%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DWGJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1289091 | PA      | $1324559.11   | 0.02%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DWH22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3190742 | PA      | $3238799.44   | 0.06%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DWHG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2930063 | PA      | $2974967.12   | 0.05%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DWHT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2401533 | PA      | $2438020.92   | 0.04%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DWJ53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1357370 | PA      | $1391411.79   | 0.02%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DWJ79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    343376 | PA      | $359598.15    | 0.01%             | 2053-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DWJF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2433895 | PA      | $2470232.00   | 0.04%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DWJM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1287302 | PA      | $1319779.64   | 0.02%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DWJT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1125520 | PA      | $1164097.93   | 0.02%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DWKJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2767151 | PA      | $2861998.67   | 0.05%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DWKK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1006766 | PA      | $1054329.03   | 0.02%             | 2054-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DWM91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    104384 | PA      | $99465.21     | 0.00%             | 2054-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DWMA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1699007 | PA      | $1721456.13   | 0.03%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DWMC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1402439 | PA      | $1449731.11   | 0.03%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DWML4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    692436 | PA      | $708410.69    | 0.01%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DWMT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1194386 | PA      | $1221957.13   | 0.02%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DWMX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2099589 | PA      | $2096042.32   | 0.04%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DWMY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2660709 | PA      | $2695257.03   | 0.05%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132DWMZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    882287 | PA      | $903215.60    | 0.02%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132E04G4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2254600 | PA      | $2034734.28   | 0.04%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132E0NS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2412245 | PA      | $2078751.50   | 0.04%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3132E0VN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1046644 | PA      | $1097160.01   | 0.02%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3132GK2H8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25215 | PA      | $24391.05     | 0.00%             | 2041-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3132GKCK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21916 | PA      | $21629.62     | 0.00%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3132GKF43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    212599 | PA      | $203186.19    | 0.00%             | 2041-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3132GKV60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    225254 | PA      | $215280.92    | 0.00%             | 2041-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3132GKZN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    175143 | PA      | $167388.50    | 0.00%             | 2041-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3132GRKB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     90323 | PA      | $86323.91     | 0.00%             | 2042-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3132GRLZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     29518 | PA      | $29132.61     | 0.00%             | 2042-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3132GRUE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    136041 | PA      | $130147.54    | 0.00%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3132GS5M7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     50344 | PA      | $49633.24     | 0.00%             | 2042-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3132GTD53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9457 | PA      | $9109.06      | 0.00%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3132GTR33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    133871 | PA      | $128948.93    | 0.00%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3132GU4P6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     61266 | PA      | $58611.42     | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3132HL4C4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14106 | PA      | $13140.40     | 0.00%             | 2042-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3132HMK26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    198994 | PA      | $185369.77    | 0.00%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3132HMK91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     45529 | PA      | $43556.56     | 0.00%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3132HP2J2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     32042 | PA      | $29848.24     | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3132HPHK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    139320 | PA      | $129773.90    | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3132HQ6W7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     45735 | PA      | $43753.89     | 0.00%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3132HRMN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     28882 | PA      | $27632.96     | 0.00%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3132J4DH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     27391 | PA      | $26941.79     | 0.00%             | 2035-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3132J4J26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30668 | PA      | $30619.04     | 0.00%             | 2035-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3132J62G8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    266066 | PA      | $247780.52    | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3132J6GQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    131782 | PA      | $118945.68    | 0.00%             | 2043-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3132J7EQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     37576 | PA      | $36033.48     | 0.00%             | 2043-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3132J7YR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     38317 | PA      | $36803.27     | 0.00%             | 2043-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3132J86E5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25018 | PA      | $23979.41     | 0.00%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3132J8TR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25569 | PA      | $24519.03     | 0.00%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3132J9LB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12144 | PA      | $11974.91     | 0.00%             | 2043-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3132JM5V7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     56400 | PA      | $54059.88     | 0.00%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3132JNCS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     47241 | PA      | $46526.35     | 0.00%             | 2043-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3132JNF36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     81888 | PA      | $80649.57     | 0.00%             | 2043-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3132JNYY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11596 | PA      | $11655.80     | 0.00%             | 2043-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3132JPMZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21010 | PA      | $20651.59     | 0.00%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3132KF5Q1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    117123 | PA      | $114446.85    | 0.00%             | 2032-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3132L65V9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     46856 | PA      | $45741.93     | 0.00%             | 2045-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3132L6NM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    290276 | PA      | $283478.63    | 0.01%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3132L8WD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    134408 | PA      | $130343.24    | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3132M3KW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     43544 | PA      | $42801.09     | 0.00%             | 2043-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3132M4PV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    113948 | PA      | $112359.13    | 0.00%             | 2044-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3132M7GX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11851 | PA      | $11573.02     | 0.00%             | 2044-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3132QUG31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    165472 | PA      | $157800.02    | 0.00%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3132QWMN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    402464 | PA      | $377477.71    | 0.01%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3132WJEA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1012324 | PA      | $956256.28    | 0.02%             | 2046-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3132WLTW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    132297 | PA      | $124615.04    | 0.00%             | 2047-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3132WPRL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     45383 | PA      | $42747.38     | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3132XCRY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     43143 | PA      | $40971.98     | 0.00%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3132XTF45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     99707 | PA      | $93917.82     | 0.00%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3132XUSH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    433266 | PA      | $408108.17    | 0.01%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3132XVXB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    347228 | PA      | $327065.79    | 0.01%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 3132XWN49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    201202 | PA      | $189519.08    | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31335A3Z9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    478833 | PA      | $492679.90    | 0.01%             | 2041-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31335A5E4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    139609 | PA      | $129301.64    | 0.00%             | 2043-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31335A5Q7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     95840 | PA      | $96169.49     | 0.00%             | 2045-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31335ACS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    169667 | PA      | $166705.26    | 0.00%             | 2045-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31335AH92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     84776 | PA      | $85406.04     | 0.00%             | 2042-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31335ALX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    597742 | PA      | $603245.97    | 0.01%             | 2042-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31335ALY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    149664 | PA      | $156490.31    | 0.00%             | 2041-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31335AMN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     50436 | PA      | $51760.29     | 0.00%             | 2038-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31335ANN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     84909 | PA      | $82889.87     | 0.00%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31335APX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    158094 | PA      | $145067.51    | 0.00%             | 2041-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31335AS33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     57859 | PA      | $55352.56     | 0.00%             | 2043-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31335ATP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     38128 | PA      | $39937.94     | 0.00%             | 2040-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31335AU55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    410599 | PA      | $391832.46    | 0.01%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31335B5H5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    314824 | PA      | $298260.29    | 0.01%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31335B6G6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    146798 | PA      | $148149.12    | 0.00%             | 2045-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31335BAL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    117543 | PA      | $114110.21    | 0.00%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31335BGB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    389465 | PA      | $372589.66    | 0.01%             | 2044-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31335BGG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     56091 | PA      | $55099.24     | 0.00%             | 2044-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31335BJC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    222707 | PA      | $224756.24    | 0.00%             | 2046-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31335BJZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    107720 | PA      | $106313.95    | 0.00%             | 2045-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31335BKX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     48538 | PA      | $47904.98     | 0.00%             | 2044-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31335BPP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    230037 | PA      | $243503.45    | 0.00%             | 2040-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31335BQ82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    425476 | PA      | $407040.31    | 0.01%             | 2044-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31335BTY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    382110 | PA      | $370583.06    | 0.01%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31335BUF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     45909 | PA      | $47183.49     | 0.00%             | 2044-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31335BXK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    371321 | PA      | $360485.74    | 0.01%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31335BZN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    129951 | PA      | $127050.09    | 0.00%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31335CAA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     77450 | PA      | $80856.62     | 0.00%             | 2041-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31335CAJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    427883 | PA      | $389390.59    | 0.01%             | 2048-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                                 | CUSIP: 31335CHQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    316076 | PA      | $301418.70    | 0.01%             | 2048-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 31339SP82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24965 | PA      | $25397.83     | 0.00%             | 2049-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 31339SQJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    179216 | PA      | $161574.24    | 0.00%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 31339SVQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    260030 | PA      | $243233.61    | 0.00%             | 2049-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133A2BZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    254799 | PA      | $229716.91    | 0.00%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133A94U6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2092208 | PA      | $1723738.89   | 0.03%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133ABPX2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    209967 | PA      | $175386.45    | 0.00%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133ACKY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    173838 | PA      | $144530.74    | 0.00%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133AJ7J6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1520185 | PA      | $1196541.97   | 0.02%             | 2051-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133APW70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1600371 | PA      | $1327475.27   | 0.02%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133B8AL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1962685 | PA      | $1680147.84   | 0.03%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133BJNZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1698641 | PA      | $1677756.43   | 0.03%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133BKHB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    208029 | PA      | $213040.61    | 0.00%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133BMQG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1026255 | PA      | $1013507.27   | 0.02%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133CAGF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    937882 | PA      | $982014.41    | 0.02%             | 2053-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133CYR83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2032920 | PA      | $2032330.50   | 0.04%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133D3JD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    244492 | PA      | $230855.37    | 0.00%             | 2040-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                                                         | Federal Farm Credit Banks Funding Corp                                                | CUSIP: 3133EN5N6<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    500000 | PA      | $504410.00    | 0.01%             | 2028-01-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                                                         | Federal Farm Credit Banks Funding Corp                                                | CUSIP: 3133EP5U5<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   1000000 | PA      | $1016520.00   | 0.02%             | 2029-03-20      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                                                         | Federal Farm Credit Banks Funding Corp                                                | CUSIP: 3133EP6K6<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   1000000 | PA      | $1011080.00   | 0.02%             | 2027-03-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133KGGK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    148412 | PA      | $143249.86    | 0.00%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133KGGT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    182808 | PA      | $170996.46    | 0.00%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133KGWD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    471240 | PA      | $440785.27    | 0.01%             | 2049-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133KHR57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    122548 | PA      | $118321.80    | 0.00%             | 2050-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133KJDQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1217694 | PA      | $1014104.37   | 0.02%             | 2050-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133KJMA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    422185 | PA      | $351656.00    | 0.01%             | 2050-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133KJR20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    131561 | PA      | $109519.43    | 0.00%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133KKC31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4101591 | PA      | $3413530.59   | 0.06%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133KKGR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1433845 | PA      | $1168135.83   | 0.02%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133KKU72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    334535 | PA      | $285243.77    | 0.01%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133KL2T3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1442872 | PA      | $1229917.78   | 0.02%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133KLG35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2273861 | PA      | $1878825.47   | 0.03%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133KLS65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    610667 | PA      | $504150.28    | 0.01%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133KLUA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4036754 | PA      | $3506263.18   | 0.06%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133KLWM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1383006 | PA      | $1229093.53   | 0.02%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133KMBC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1177311 | PA      | $1002620.44   | 0.02%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133KME84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2551307 | PA      | $2172742.49   | 0.04%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133KNCZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    404141 | PA      | $350279.84    | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133KND83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    840744 | PA      | $747178.47    | 0.01%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133KNGG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    830271 | PA      | $676167.29    | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133KPZG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    952544 | PA      | $977925.17    | 0.02%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133KQ2R6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1299635 | PA      | $1319341.88   | 0.02%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133KQQC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2439501 | PA      | $2537201.68   | 0.05%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133KRMV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    389973 | PA      | $400463.53    | 0.01%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133KRPV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1920842 | PA      | $1950970.39   | 0.03%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133KRPW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    155258 | PA      | $158629.63    | 0.00%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133KRV84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1347131 | PA      | $1386477.40   | 0.02%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133KYR84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     77177 | PA      | $73007.99     | 0.00%             | 2039-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133KYS83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    197311 | PA      | $180968.88    | 0.00%             | 2040-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133KYSE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     59584 | PA      | $56365.85     | 0.00%             | 2039-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133KYSK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     96478 | PA      | $91266.92     | 0.00%             | 2039-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133KYSQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    106635 | PA      | $100874.53    | 0.00%             | 2040-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133KYSV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     66939 | PA      | $61452.78     | 0.00%             | 2040-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133KYSW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21835 | PA      | $20655.53     | 0.00%             | 2040-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133KYSZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     46566 | PA      | $42764.53     | 0.00%             | 2040-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133KYTE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    190631 | PA      | $179998.12    | 0.00%             | 2040-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133KYTQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    417005 | PA      | $381983.27    | 0.01%             | 2040-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133KYTW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    224622 | PA      | $199777.45    | 0.00%             | 2040-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133KYTX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    200986 | PA      | $184028.93    | 0.00%             | 2040-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133KYU80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    475052 | PA      | $406104.40    | 0.01%             | 2041-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133KYUP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    590419 | PA      | $523068.16    | 0.01%             | 2040-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133KYUT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    191380 | PA      | $164699.05    | 0.00%             | 2041-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133KYUU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1081707 | PA      | $957562.84    | 0.02%             | 2041-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133KYUY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    196280 | PA      | $168764.47    | 0.00%             | 2041-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133KYUZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    741535 | PA      | $655917.53    | 0.01%             | 2041-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133KYVB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    339553 | PA      | $290166.06    | 0.01%             | 2041-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133KYVC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    369138 | PA      | $325832.22    | 0.01%             | 2041-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133KYVE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    234075 | PA      | $199956.75    | 0.00%             | 2041-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133KYVF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    670165 | PA      | $591125.85    | 0.01%             | 2041-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133KYVK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    606349 | PA      | $534457.19    | 0.01%             | 2041-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133KYVN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    691203 | PA      | $608819.39    | 0.01%             | 2041-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133L8B95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    701417 | PA      | $634500.02    | 0.01%             | 2036-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133L8CN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    544234 | PA      | $492716.11    | 0.01%             | 2036-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3133USHZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3207537 | PA      | $2785136.32   | 0.05%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                                           | Federal Home Loan Banks                                                               | CUSIP: 3133XGAY0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    330000 | PA      | $365504.70    | 0.01%             | 2036-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 31346Y2X0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    850244 | PA      | $733631.20    | 0.01%             | 2049-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | Federal Home Loan Mortgage Corp                                                       | CUSIP: 3134A4AA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |    200000 | PA      | $229446.00    | 0.00%             | 2031-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | Federal Home Loan Mortgage Corp                                                       | CUSIP: 3134A4KX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   1100000 | PA      | $1255375.00   | 0.02%             | 2032-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | Federal National Mortgage Association                                                 | CUSIP: 31359MFP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   1000000 | PA      | $1150090.00   | 0.02%             | 2030-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | Federal National Mortgage Association                                                 | CUSIP: 31359MGK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   2180000 | PA      | $2473580.60   | 0.04%             | 2030-11-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | Federal National Mortgage Association                                                 | CUSIP: 3135G05Q2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   3000000 | PA      | $2651580.00   | 0.05%             | 2030-08-05      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | Federal National Mortgage Association                                                 | CUSIP: 3135G05Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   1750000 | PA      | $1663672.50   | 0.03%             | 2027-10-08      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | Federal National Mortgage Association                                                 | CUSIP: 31364FDC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    164000 | PA      | $171320.96    | 0.00%             | 2027-10-08      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31368HM26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47201 | PA      | $48454.94     | 0.00%             | 2036-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31368HNN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    154071 | PA      | $158351.22    | 0.00%             | 2039-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                   | Fannie Mae-Aces                                                                       | CUSIP: 3136AT5C4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    511479 | PA      | $506104.82    | 0.01%             | 2026-07-25      | Variable      | 2.37%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY OP LP                                                             | Federal Realty OP LP                                                                  | CUSIP: 313747AV9<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              |  | US        |    100000 | PA      | $88709.00     | 0.00%             | 2044-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY OP LP                                                             | Federal Realty OP LP                                                                  | CUSIP: 313747AY3<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              |  | US        |    100000 | PA      | $98861.00     | 0.00%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY OP LP                                                             | Federal Realty OP LP                                                                  | CUSIP: 313747AZ0<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              |  | US        |     75000 | PA      | $72429.75     | 0.00%             | 2029-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY OP LP                                                             | Federal Realty OP LP                                                                  | CUSIP: 313747BA4<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              |  | US        |     50000 | PA      | $48348.00     | 0.00%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY OP LP                                                             | Federal Realty OP LP                                                                  | CUSIP: 313747BC0<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              |  | US        |     75000 | PA      | $77046.00     | 0.00%             | 2028-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES                           | Freddie Mac Multifamily Structured Pass Through Certificates                          | CUSIP: 3137BNGT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5455 | PA      | $5434.52      | 0.00%             | 2026-01-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                          | CUSIP: 3137BSP72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    600000 | PA      | $594040.07    | 0.01%             | 2026-08-25      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                          | CUSIP: 3137BTUM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2387185 | PA      | $2372536.80   | 0.04%             | 2026-11-25      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES                           | Freddie Mac Multifamily Structured Pass Through Certificates                          | CUSIP: 3137BUX60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    299132 | PA      | $297441.18    | 0.01%             | 2026-12-25      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                          | CUSIP: 3137BXQY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    750000 | PA      | $743956.20    | 0.01%             | 2027-03-25      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                          | CUSIP: 3137F2LJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1200000 | PA      | $1187365.38   | 0.02%             | 2027-06-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES                           | Freddie Mac Multifamily Structured Pass Through Certificates                          | CUSIP: 3137F4D33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1088 | PA      | $1088.33      | 0.00%             | 2027-09-25      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES                           | Freddie Mac Multifamily Structured Pass Through Certificates                          | CUSIP: 3137F4D41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3500000 | PA      | $3484433.26   | 0.06%             | 2028-01-25      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                          | CUSIP: 3137FCJK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $495167.87    | 0.01%             | 2027-11-25      | Variable      | 3.30%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES                           | Freddie Mac Multifamily Structured Pass Through Certificates                          | CUSIP: 3137FCLD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $1979850.72   | 0.04%             | 2027-11-25      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                          | CUSIP: 3137FDES7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    700000 | PA      | $689105.62    | 0.01%             | 2032-04-25      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                          | CUSIP: 3137FEBQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    900000 | PA      | $893282.95    | 0.02%             | 2027-12-25      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                          | CUSIP: 3137FGR31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1182367 | PA      | $1183499.39   | 0.02%             | 2028-06-25      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                          | CUSIP: 3137FHQ63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    360000 | PA      | $360515.80    | 0.01%             | 2033-05-25      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                          | CUSIP: 3137FJXV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    250000 | PA      | $251574.59    | 0.00%             | 2028-09-25      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                          | CUSIP: 3137FK4M5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    700000 | PA      | $704735.75    | 0.01%             | 2028-10-25      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                          | CUSIP: 3137FKUP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     97283 | PA      | $97204.57     | 0.00%             | 2028-12-25      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                          | CUSIP: 3137FKZZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    975000 | PA      | $971989.17    | 0.02%             | 2029-01-25      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                          | CUSIP: 3137FL6P4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1500000 | PA      | $1489394.40   | 0.03%             | 2029-01-25      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                          | CUSIP: 3137FMTS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2500000 | PA      | $2384193.00   | 0.04%             | 2031-05-25      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                          | CUSIP: 3137FMU67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    636362 | PA      | $632279.41    | 0.01%             | 2026-05-25      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                          | CUSIP: 3137FPJG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2210000 | PA      | $2115511.16   | 0.04%             | 2029-09-25      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                          | CUSIP: 3137FUZV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1910000 | PA      | $1712286.33   | 0.03%             | 2030-05-25      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                          | CUSIP: 3137H1YS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $1781869.00   | 0.03%             | 2031-06-25      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                          | CUSIP: 3137H7M91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1200000 | PA      | $1092504.22   | 0.02%             | 2032-04-25      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                          | CUSIP: 3137H7ZB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2500000 | PA      | $2335242.95   | 0.04%             | 2032-06-25      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                          | CUSIP: 3137H93C1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $966197.30    | 0.02%             | 2032-08-25      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                          | CUSIP: 3137H9C98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    700000 | PA      | $682844.45    | 0.01%             | 2032-09-25      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                          | CUSIP: 3137H9PB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1200000 | PA      | $1176357.47   | 0.02%             | 2032-12-25      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                          | CUSIP: 3137HAAG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    800000 | PA      | $800707.06    | 0.01%             | 2033-05-25      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                          | CUSIP: 3137HAMB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2700000 | PA      | $2752730.19   | 0.05%             | 2033-07-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                          | CUSIP: 3137HCXK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    600000 | PA      | $630493.36    | 0.01%             | 2034-03-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138A14W8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32692 | PA      | $32639.66     | 0.00%             | 2030-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138A1SK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51876 | PA      | $51120.51     | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138A2BE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     67406 | PA      | $64599.50     | 0.00%             | 2040-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138A2HW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22734 | PA      | $22917.00     | 0.00%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138A2R43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7771 | PA      | $7657.91      | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138A2W62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     72409 | PA      | $72988.51     | 0.00%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138A4Y58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       141 | PA      | $140.78       | 0.00%             | 2026-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138A8EL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2559 | PA      | $2549.78      | 0.00%             | 2026-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138A8RC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19724 | PA      | $19444.31     | 0.00%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138A8RQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48738 | PA      | $50227.69     | 0.00%             | 2041-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138A8Y42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     82530 | PA      | $83180.44     | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138A8YG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63936 | PA      | $64335.95     | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138AFCY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13328 | PA      | $13430.50     | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138AMTD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10988 | PA      | $11289.68     | 0.00%             | 2041-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138ANCX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    107788 | PA      | $106259.76    | 0.00%             | 2041-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138ARG99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    158508 | PA      | $159499.79    | 0.00%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138ASLL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     85270 | PA      | $85803.53     | 0.00%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138ASMH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1592 | PA      | $1580.53      | 0.00%             | 2026-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138ASSB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49746 | PA      | $50128.77     | 0.00%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138ASSE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    216972 | PA      | $218329.12    | 0.00%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138ATJJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12612 | PA      | $12522.54     | 0.00%             | 2026-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138ATN63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    179530 | PA      | $180912.14    | 0.00%             | 2041-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138AV4D4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    162917 | PA      | $160606.99    | 0.00%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138AW3J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39957 | PA      | $39390.39     | 0.00%             | 2041-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138AXJZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1672 | PA      | $1662.86      | 0.00%             | 2026-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138E2LH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    184281 | PA      | $177887.54    | 0.00%             | 2042-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138E5YJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11200 | PA      | $11112.91     | 0.00%             | 2027-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138EBRY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32704 | PA      | $32498.43     | 0.00%             | 2027-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138ECEV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56885 | PA      | $54357.80     | 0.00%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138ECFT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13444 | PA      | $13330.76     | 0.00%             | 2027-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138EDDJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    183467 | PA      | $175316.88    | 0.00%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138EERL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    639520 | PA      | $627471.67    | 0.01%             | 2042-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138EGCB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     86880 | PA      | $87575.67     | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138EGCF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3847 | PA      | $3954.23      | 0.00%             | 2040-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138EH3N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13994 | PA      | $15042.37     | 0.00%             | 2040-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138EHBD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     88462 | PA      | $87172.48     | 0.00%             | 2041-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138EHKF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11025 | PA      | $10868.81     | 0.00%             | 2041-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138EHR87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    147982 | PA      | $148907.19    | 0.00%             | 2041-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138EHWH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     78246 | PA      | $78735.06     | 0.00%             | 2041-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138EJ2P2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20347 | PA      | $21516.44     | 0.00%             | 2040-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138EJ3V8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    198650 | PA      | $196072.69    | 0.00%             | 2027-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138EJC71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16438 | PA      | $16234.34     | 0.00%             | 2032-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138EJQ35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12611 | PA      | $12529.43     | 0.00%             | 2027-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138EJUS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     83665 | PA      | $80499.07     | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138EJWW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3026 | PA      | $2985.56      | 0.00%             | 2027-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138ELAF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38222 | PA      | $36712.99     | 0.00%             | 2043-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138ELBW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53657 | PA      | $56923.68     | 0.00%             | 2040-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138ELK51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52005 | PA      | $51266.68     | 0.00%             | 2042-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138EMEP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43205 | PA      | $42944.30     | 0.00%             | 2027-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138EMZQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13834 | PA      | $13616.42     | 0.00%             | 2028-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138EN4L0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16572 | PA      | $16204.93     | 0.00%             | 2030-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138ENAA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    266628 | PA      | $268295.13    | 0.00%             | 2043-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138ENC56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    196068 | PA      | $195554.04    | 0.00%             | 2034-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138ENGK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    551943 | PA      | $543605.12    | 0.01%             | 2044-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138ENHB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    509894 | PA      | $490881.17    | 0.01%             | 2044-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138ENLA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45445 | PA      | $44845.19     | 0.00%             | 2033-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138EP4F8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41341 | PA      | $38243.00     | 0.00%             | 2044-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138EPG65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    506212 | PA      | $493778.76    | 0.01%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138EPWS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68227 | PA      | $65081.80     | 0.00%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138EQ7A4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    156052 | PA      | $152675.28    | 0.00%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138EQJU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40070 | PA      | $39574.35     | 0.00%             | 2032-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138EQKK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    434386 | PA      | $412104.60    | 0.01%             | 2040-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138EQZV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    290220 | PA      | $278616.98    | 0.00%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138ER2P4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    291256 | PA      | $293587.55    | 0.01%             | 2046-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138ER5N6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46067 | PA      | $45314.10     | 0.00%             | 2030-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138ER6B1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    171927 | PA      | $156497.19    | 0.00%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138ER6X3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    561306 | PA      | $540376.47    | 0.01%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138ER7D6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53813 | PA      | $52474.11     | 0.00%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138ERAQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    276791 | PA      | $256050.88    | 0.00%             | 2044-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138ERCL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    124312 | PA      | $131003.88    | 0.00%             | 2041-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138ERHV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48052 | PA      | $48436.81     | 0.00%             | 2044-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138ERNP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    616157 | PA      | $565341.95    | 0.01%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138ERR85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     61512 | PA      | $58778.98     | 0.00%             | 2044-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138ERSC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    308473 | PA      | $303975.77    | 0.01%             | 2043-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138ERT59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     76652 | PA      | $75209.65     | 0.00%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138ERTM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     66094 | PA      | $65155.67     | 0.00%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138ERTU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60462 | PA      | $63936.21     | 0.00%             | 2041-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138ERV23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    180921 | PA      | $167364.35    | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138ERW55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     79555 | PA      | $78360.78     | 0.00%             | 2030-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138ERY79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    187640 | PA      | $179304.70    | 0.00%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138ESB64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    455612 | PA      | $423937.93    | 0.01%             | 2044-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138ETC53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    191503 | PA      | $187761.31    | 0.00%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138ETEH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36695 | PA      | $36389.69     | 0.00%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138ETU53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50356 | PA      | $49667.43     | 0.00%             | 2030-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138LSKK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22673 | PA      | $21665.59     | 0.00%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138LTKF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    606371 | PA      | $579433.76    | 0.01%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138LTMS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    595847 | PA      | $554422.91    | 0.01%             | 2042-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138LUSX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35784 | PA      | $34449.84     | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138LWCJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    167256 | PA      | $159825.34    | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138LWTY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9224 | PA      | $9200.99      | 0.00%             | 2027-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138LY4U8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20751 | PA      | $19828.83     | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138M3RR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    186107 | PA      | $179064.98    | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138M5EA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    308244 | PA      | $302444.72    | 0.01%             | 2042-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138M5VS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    382198 | PA      | $375003.55    | 0.01%             | 2042-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138M7WU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37281 | PA      | $34689.30     | 0.00%             | 2042-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138MBKA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    166506 | PA      | $159109.10    | 0.00%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138MBMB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36204 | PA      | $33687.38     | 0.00%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138MBWC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5077 | PA      | $5025.80      | 0.00%             | 2027-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138MDS52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    129827 | PA      | $120801.57    | 0.00%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138MDZA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    132909 | PA      | $127004.67    | 0.00%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138MFPX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26405 | PA      | $26043.11     | 0.00%             | 2027-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138MGK53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3692 | PA      | $3640.01      | 0.00%             | 2027-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138MQ3X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8258 | PA      | $8138.06      | 0.00%             | 2027-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138MTE60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20153 | PA      | $20857.76     | 0.00%             | 2042-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138NXBC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21980 | PA      | $21740.28     | 0.00%             | 2028-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138W15X1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    325395 | PA      | $311525.77    | 0.01%             | 2043-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138W1GE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     92646 | PA      | $86204.85     | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138W1KQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11750 | PA      | $11584.45     | 0.00%             | 2028-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138W1SQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    182979 | PA      | $169456.09    | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138W7WS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    191048 | PA      | $192479.40    | 0.00%             | 2043-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138W92S8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1340399 | PA      | $1317930.99   | 0.02%             | 2043-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138W93S7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    397083 | PA      | $389848.80    | 0.01%             | 2043-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138W9BN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    747123 | PA      | $691141.43    | 0.01%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138W9J76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13783 | PA      | $13489.50     | 0.00%             | 2028-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138W9KY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    220438 | PA      | $211041.94    | 0.00%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138W9N97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24689 | PA      | $24237.43     | 0.00%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138W9VQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41223 | PA      | $40718.64     | 0.00%             | 2028-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WAXP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42260 | PA      | $42425.63     | 0.00%             | 2044-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WAXQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    104702 | PA      | $105112.53    | 0.00%             | 2044-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WBBD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28885 | PA      | $28426.53     | 0.00%             | 2044-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WBRC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    162436 | PA      | $161484.62    | 0.00%             | 2044-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WC2F9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     57834 | PA      | $56413.33     | 0.00%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WCAA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     67697 | PA      | $66439.15     | 0.00%             | 2044-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WCPC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18867 | PA      | $18587.37     | 0.00%             | 2029-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WDAD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16416 | PA      | $16167.96     | 0.00%             | 2029-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WDJM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    240137 | PA      | $235553.93    | 0.00%             | 2044-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WDKV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30016 | PA      | $29278.39     | 0.00%             | 2044-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WDMT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55254 | PA      | $53897.04     | 0.00%             | 2044-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WDN64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    759444 | PA      | $716830.99    | 0.01%             | 2044-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WE4D8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     70957 | PA      | $67000.34     | 0.00%             | 2045-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WE6X2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     62758 | PA      | $61194.79     | 0.00%             | 2045-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WEBK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     96135 | PA      | $88818.68     | 0.00%             | 2045-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WEGE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56553 | PA      | $53904.04     | 0.00%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WEKB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54754 | PA      | $50181.03     | 0.00%             | 2045-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WEXU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    475849 | PA      | $447791.60    | 0.01%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WF4G8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    205652 | PA      | $200530.28    | 0.00%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WFB96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     81193 | PA      | $76666.25     | 0.00%             | 2045-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WFDE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    239853 | PA      | $230924.13    | 0.00%             | 2035-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WFEU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     76119 | PA      | $74135.94     | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WFKJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52512 | PA      | $49584.59     | 0.00%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WFKL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58835 | PA      | $55554.63     | 0.00%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WFNY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    294670 | PA      | $270057.60    | 0.00%             | 2045-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WFS80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63084 | PA      | $61513.30     | 0.00%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WFZB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    626148 | PA      | $591236.79    | 0.01%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WGBA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    139753 | PA      | $131961.18    | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WGCY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37718 | PA      | $34567.47     | 0.00%             | 2045-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WGG65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    187432 | PA      | $176982.00    | 0.00%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WGGZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27381 | PA      | $26699.13     | 0.00%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WGLP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    452325 | PA      | $414544.53    | 0.01%             | 2046-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WGVX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    468602 | PA      | $426547.65    | 0.01%             | 2046-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WGXY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     59808 | PA      | $58097.47     | 0.00%             | 2046-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WH2U5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15487 | PA      | $15018.98     | 0.00%             | 2031-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WHBB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     72936 | PA      | $66390.18     | 0.00%             | 2046-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WHBC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    166919 | PA      | $151938.91    | 0.00%             | 2046-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WHGK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     94685 | PA      | $91975.22     | 0.00%             | 2046-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WHLY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    224347 | PA      | $213142.02    | 0.00%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WHNT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     97823 | PA      | $95023.35     | 0.00%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WHRL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    377995 | PA      | $358556.55    | 0.01%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WHUY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    115052 | PA      | $104727.03    | 0.00%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WJ3B2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    123515 | PA      | $119647.25    | 0.00%             | 2032-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WJ5Y0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    267290 | PA      | $259983.84    | 0.00%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WJB31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     70982 | PA      | $70764.31     | 0.00%             | 2046-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WJFL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    649770 | PA      | $570599.98    | 0.01%             | 2046-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WJK56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    615851 | PA      | $560596.06    | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WJL63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23133 | PA      | $22169.47     | 0.00%             | 2031-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WJM96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    641466 | PA      | $583898.18    | 0.01%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WJMJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    231774 | PA      | $218705.09    | 0.00%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WJQ27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    127679 | PA      | $120462.67    | 0.00%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WJQY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    160753 | PA      | $141166.65    | 0.00%             | 2046-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WJRW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15657 | PA      | $15160.10     | 0.00%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WJVG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    137623 | PA      | $133353.25    | 0.00%             | 2032-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WJXB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60107 | PA      | $57419.20     | 0.00%             | 2037-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WJZP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    148359 | PA      | $141754.46    | 0.00%             | 2037-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WKK53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    192860 | PA      | $192284.05    | 0.00%             | 2047-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WKKT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     80827 | PA      | $80182.68     | 0.00%             | 2037-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WKR31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    180859 | PA      | $176754.28    | 0.00%             | 2032-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WKRH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    240685 | PA      | $233142.45    | 0.00%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WKS97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58554 | PA      | $57004.56     | 0.00%             | 2037-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WKUK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     84106 | PA      | $82026.70     | 0.00%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WKWZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    182788 | PA      | $177058.10    | 0.00%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WLCM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    199139 | PA      | $192893.06    | 0.00%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WPCZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4233 | PA      | $4206.25      | 0.00%             | 2026-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WPJG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14514 | PA      | $14296.43     | 0.00%             | 2028-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WQA28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    154112 | PA      | $142564.81    | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WQF56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     61922 | PA      | $59311.37     | 0.00%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WQGC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13562 | PA      | $13362.36     | 0.00%             | 2028-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WQJU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     57349 | PA      | $54904.35     | 0.00%             | 2043-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WQNL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68937 | PA      | $62235.51     | 0.00%             | 2043-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WSNK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19283 | PA      | $17837.84     | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WT5U6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8838 | PA      | $8742.29      | 0.00%             | 2028-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WTUT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1492356 | PA      | $1380534.33   | 0.02%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WU7D9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5951 | PA      | $5857.78      | 0.00%             | 2028-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WVEK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    171599 | PA      | $168811.78    | 0.00%             | 2043-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138WVEL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    113066 | PA      | $111171.16    | 0.00%             | 2043-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138X0Y28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75209 | PA      | $69573.93     | 0.00%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138X0Y36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34913 | PA      | $32297.07     | 0.00%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138X32U5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24875 | PA      | $24458.47     | 0.00%             | 2043-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138X3EZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    248161 | PA      | $244001.32    | 0.00%             | 2043-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138X4WG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55952 | PA      | $55273.88     | 0.00%             | 2028-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138X5R25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     61923 | PA      | $60993.38     | 0.00%             | 2033-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138X5S40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13556 | PA      | $13400.31     | 0.00%             | 2028-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138X9KE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46593 | PA      | $45812.33     | 0.00%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138X9TJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75628 | PA      | $72404.47     | 0.00%             | 2043-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138XBXW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60806 | PA      | $59786.71     | 0.00%             | 2043-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138XPKL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    190617 | PA      | $187737.69    | 0.00%             | 2044-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138XR7A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     66255 | PA      | $64172.25     | 0.00%             | 2034-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138XUTV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     83437 | PA      | $81387.98     | 0.00%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138XYG73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     62897 | PA      | $59670.69     | 0.00%             | 2044-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138Y32E0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    202052 | PA      | $197084.50    | 0.00%             | 2044-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138Y3U74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    114021 | PA      | $112364.68    | 0.00%             | 2029-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138Y4KV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    138725 | PA      | $131609.70    | 0.00%             | 2044-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138Y63F9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    113380 | PA      | $116501.79    | 0.00%             | 2042-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138YAZX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    460571 | PA      | $436946.73    | 0.01%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138YBSS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    400251 | PA      | $379675.42    | 0.01%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138YENY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    146999 | PA      | $138803.21    | 0.00%             | 2045-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138YGZW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    744921 | PA      | $703387.17    | 0.01%             | 2045-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138YHVY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     87532 | PA      | $85400.69     | 0.00%             | 2030-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138YR5K0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    256868 | PA      | $235413.65    | 0.00%             | 2045-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138YWJV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    297146 | PA      | $280578.11    | 0.00%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3138YWJZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    153225 | PA      | $149408.85    | 0.00%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | Federal National Mortgage Association                                                 | CUSIP: 31398AFD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    500000 | PA      | $559935.00    | 0.01%             | 2037-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31400HF40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    128420 | PA      | $132874.76    | 0.00%             | 2033-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31400QZX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    129908 | PA      | $134413.94    | 0.00%             | 2033-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31402C4H2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53341 | PA      | $55196.43     | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31402CPL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    143296 | PA      | $146638.93    | 0.00%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31402CV74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    144789 | PA      | $148166.11    | 0.00%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31402Q2V2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7299 | PA      | $7482.11      | 0.00%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31402RAB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19163 | PA      | $19643.05     | 0.00%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31402RJL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22620 | PA      | $23186.93     | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31402RJV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    144570 | PA      | $148194.25    | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31403C5R8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45772 | PA      | $47989.92     | 0.00%             | 2036-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31403C6N6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65887 | PA      | $69079.76     | 0.00%             | 2036-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31403DWU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    110124 | PA      | $115008.04    | 0.00%             | 2036-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31404XJ70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25266 | PA      | $26293.52     | 0.00%             | 2034-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31405QU30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31738 | PA      | $32841.46     | 0.00%             | 2034-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31406GUK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    213646 | PA      | $222769.20    | 0.00%             | 2035-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31406UHT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48948 | PA      | $50244.27     | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31407VFE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63436 | PA      | $66850.82     | 0.00%             | 2035-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140A04E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    588411 | PA      | $606993.48    | 0.01%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140A5MZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    631893 | PA      | $653551.66    | 0.01%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140A6MF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    803304 | PA      | $844319.32    | 0.02%             | 2053-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140BKZ72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    596819 | PA      | $612744.01    | 0.01%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140E0E35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    222761 | PA      | $210340.99    | 0.00%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140EU6X2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    988713 | PA      | $899982.47    | 0.02%             | 2046-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140EUJE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75218 | PA      | $73862.26     | 0.00%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140EUKS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    365113 | PA      | $344489.47    | 0.01%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140EUKT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     99624 | PA      | $96774.84     | 0.00%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140EVJC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    152175 | PA      | $143690.70    | 0.00%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140EWAK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    171032 | PA      | $161371.15    | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140F0GY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    179523 | PA      | $164717.85    | 0.00%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140F1VU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    237986 | PA      | $224542.72    | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140F9WZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     67410 | PA      | $65335.89     | 0.00%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140FE2A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    266803 | PA      | $266006.61    | 0.00%             | 2047-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140FE5P5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37746 | PA      | $36563.43     | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140FEZW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    182679 | PA      | $172569.10    | 0.00%             | 2047-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140FPCV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56177 | PA      | $53068.22     | 0.00%             | 2047-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140FQTG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     90983 | PA      | $89323.03     | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140FVUY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    140033 | PA      | $135644.70    | 0.00%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140GSPG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    453514 | PA      | $426673.16    | 0.01%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140GSRX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     77625 | PA      | $73030.90     | 0.00%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140GUMA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25639 | PA      | $24121.92     | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140GVZ32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     70115 | PA      | $66285.73     | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140GXPN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    303228 | PA      | $285282.12    | 0.01%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140GYGZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     81932 | PA      | $77082.94     | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140GYJX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33749 | PA      | $31751.48     | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140H1WJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    153618 | PA      | $144413.89    | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140HAFK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    398227 | PA      | $397540.58    | 0.01%             | 2048-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140HBFK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    104361 | PA      | $100898.50    | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140HBH68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    816017 | PA      | $788946.55    | 0.01%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140HHTP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    278369 | PA      | $269133.96    | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140HJJP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     89445 | PA      | $90952.80     | 0.00%             | 2048-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140J52V0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    386023 | PA      | $374976.34    | 0.01%             | 2047-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140J5DM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    352723 | PA      | $341618.56    | 0.01%             | 2032-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140J5DT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    752855 | PA      | $714139.04    | 0.01%             | 2047-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140J5GF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    346609 | PA      | $356113.07    | 0.01%             | 2045-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140J5GG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41366 | PA      | $43884.89     | 0.00%             | 2041-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140J5M30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    113175 | PA      | $110081.81    | 0.00%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140J5NB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    108498 | PA      | $108706.80    | 0.00%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140J5SL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    344181 | PA      | $333885.41    | 0.01%             | 2032-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140J5ST7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    232094 | PA      | $227072.29    | 0.00%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140J5Z28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    296527 | PA      | $288421.51    | 0.01%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140J6FN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    193432 | PA      | $188669.99    | 0.00%             | 2037-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140J6GJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    601582 | PA      | $567600.64    | 0.01%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140J76D2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    612073 | PA      | $596942.46    | 0.01%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140J7L94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     94972 | PA      | $94808.33     | 0.00%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140J7LS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    214108 | PA      | $204596.51    | 0.00%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140J7M93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    121099 | PA      | $119379.84    | 0.00%             | 2045-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140J7RV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1793598 | PA      | $1659204.82   | 0.03%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140J7UA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     97373 | PA      | $96199.06     | 0.00%             | 2032-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140J7VW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    470420 | PA      | $445130.04    | 0.01%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140J7VX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    453161 | PA      | $436264.01    | 0.01%             | 2045-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140J7XP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    278233 | PA      | $271399.47    | 0.00%             | 2045-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140J7ZQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    290872 | PA      | $283682.16    | 0.01%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140J82W2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    532042 | PA      | $517185.32    | 0.01%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140J84K6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     57561 | PA      | $59090.50     | 0.00%             | 2047-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140J8F40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    147593 | PA      | $141036.01    | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140J8GP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    447026 | PA      | $427167.57    | 0.01%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140J8TK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    220475 | PA      | $215122.74    | 0.00%             | 2033-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140J93G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    660044 | PA      | $610587.12    | 0.01%             | 2043-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140J9DN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    131485 | PA      | $130201.46    | 0.00%             | 2038-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140J9HP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42916 | PA      | $40493.00     | 0.00%             | 2048-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140J9N49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75364 | PA      | $75967.26     | 0.00%             | 2043-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140J9NN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1212981 | PA      | $1122093.15   | 0.02%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140J9QZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    145679 | PA      | $154548.97    | 0.00%             | 2041-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140J9SN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    300872 | PA      | $273436.57    | 0.00%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140J9UY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    212063 | PA      | $216051.38    | 0.00%             | 2048-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140J9XR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    382293 | PA      | $350362.36    | 0.01%             | 2046-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140J9ZL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     61641 | PA      | $57947.58     | 0.00%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140J9ZW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    296299 | PA      | $294946.92    | 0.01%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140JAFF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    215631 | PA      | $209609.43    | 0.00%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140JAFK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    335148 | PA      | $326254.33    | 0.01%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140JAP36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    933967 | PA      | $892476.22    | 0.02%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140JKEF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    435743 | PA      | $421287.30    | 0.01%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140JQQQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    133002 | PA      | $124411.06    | 0.00%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140JQRZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     98305 | PA      | $88627.82     | 0.00%             | 2049-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140JVNV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    135378 | PA      | $133291.28    | 0.00%             | 2034-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140JWNM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44338 | PA      | $45090.01     | 0.00%             | 2049-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140K3LH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    596063 | PA      | $537360.42    | 0.01%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140KQMB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    318225 | PA      | $266311.48    | 0.00%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140M9CA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1728730 | PA      | $1561988.01   | 0.03%             | 2037-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140MFFL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    774533 | PA      | $668140.67    | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140MMJ90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1278538 | PA      | $1186123.79   | 0.02%             | 2037-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140NA2U6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1276722 | PA      | $1296065.42   | 0.02%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140NRM86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1183750 | PA      | $1183037.38   | 0.02%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140Q7DQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    120695 | PA      | $113549.55    | 0.00%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140Q7VM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    102964 | PA      | $99737.32     | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140Q7VS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58882 | PA      | $55397.31     | 0.00%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140Q8CV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    368955 | PA      | $367852.90    | 0.01%             | 2048-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140Q8DA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    155672 | PA      | $147170.66    | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140Q8E35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    155705 | PA      | $146493.60    | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140Q8F75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    486958 | PA      | $475058.52    | 0.01%             | 2033-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140Q8V28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    100817 | PA      | $94803.42     | 0.00%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140Q8WZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    381979 | PA      | $380235.72    | 0.01%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140Q94R1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    344302 | PA      | $332881.63    | 0.01%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140Q95R0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     61552 | PA      | $63635.85     | 0.00%             | 2048-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140Q9DF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    536472 | PA      | $534133.06    | 0.01%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140Q9DG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     57008 | PA      | $56748.23     | 0.00%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140Q9F65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    290126 | PA      | $288803.37    | 0.01%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140Q9SP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    254946 | PA      | $239670.41    | 0.00%             | 2048-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QARE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    249833 | PA      | $242453.84    | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QAS68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     78936 | PA      | $80274.84     | 0.00%             | 2049-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QB3Q9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1153213 | PA      | $1046730.26   | 0.02%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QBJC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    437961 | PA      | $411625.14    | 0.01%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QBPF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    206225 | PA      | $193614.55    | 0.00%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QBPL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     61219 | PA      | $57264.20     | 0.00%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QBTN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    247133 | PA      | $232272.07    | 0.00%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QBTW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    213076 | PA      | $199308.73    | 0.00%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QBVQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    303685 | PA      | $284467.79    | 0.01%             | 2048-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QCD86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    196584 | PA      | $191075.02    | 0.00%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QCE51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    344321 | PA      | $325518.12    | 0.01%             | 2048-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QCEW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    249129 | PA      | $226412.18    | 0.00%             | 2048-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QCKS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    711711 | PA      | $669363.23    | 0.01%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QCKV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    467531 | PA      | $437315.59    | 0.01%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QCMP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    502926 | PA      | $453396.16    | 0.01%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QCRJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    161893 | PA      | $157916.45    | 0.00%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QD5S9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    764349 | PA      | $666185.83    | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QDA20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    975064 | PA      | $878122.14    | 0.02%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QDDN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    273519 | PA      | $247087.72    | 0.00%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QDEJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    878585 | PA      | $797660.41    | 0.01%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QDKQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    794102 | PA      | $691844.61    | 0.01%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QDWM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2604850 | PA      | $2369641.85   | 0.04%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QDXG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1986296 | PA      | $1694405.14   | 0.03%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QDZJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2729308 | PA      | $2353046.52   | 0.04%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QEBC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    342208 | PA      | $297595.26    | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QEJ94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1299789 | PA      | $1081274.36   | 0.02%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QEN32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2431848 | PA      | $2118476.77   | 0.04%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QEW81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1054869 | PA      | $917726.29    | 0.02%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QFNR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2481472 | PA      | $2160169.91   | 0.04%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QFRN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    337553 | PA      | $264659.97    | 0.00%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QFS34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1589851 | PA      | $1375458.77   | 0.02%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QGBZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    967706 | PA      | $861823.93    | 0.02%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QGE60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1894062 | PA      | $1615059.75   | 0.03%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QGL88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    354223 | PA      | $288496.94    | 0.01%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QGPL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1005533 | PA      | $869313.75    | 0.02%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QGZS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1800222 | PA      | $1488205.03   | 0.03%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QHP58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    659123 | PA      | $627104.81    | 0.01%             | 2036-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QHPS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    374385 | PA      | $348419.79    | 0.01%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QKDT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    503806 | PA      | $446240.47    | 0.01%             | 2041-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QKQH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    204545 | PA      | $175538.10    | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QKQJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3071593 | PA      | $2618254.92   | 0.05%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QKR91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2050547 | PA      | $1769981.38   | 0.03%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QL6U5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3315765 | PA      | $2718742.29   | 0.05%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QLM52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2343435 | PA      | $2020617.12   | 0.04%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QLMZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    976844 | PA      | $837710.13    | 0.01%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QLNT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1062243 | PA      | $919419.20    | 0.02%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QMCK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1907425 | PA      | $1713481.48   | 0.03%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QMP57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1068089 | PA      | $1013914.60   | 0.02%             | 2036-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QMRH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1783009 | PA      | $1542846.37   | 0.03%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QMT61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2963282 | PA      | $2567079.62   | 0.05%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QMT79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1872886 | PA      | $1622474.08   | 0.03%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QMZN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    924900 | PA      | $798439.63    | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QNCA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3215320 | PA      | $2632515.86   | 0.05%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QNDH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2183431 | PA      | $1798555.80   | 0.03%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QNFJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2590295 | PA      | $2234091.40   | 0.04%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QNJL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    843105 | PA      | $780714.39    | 0.01%             | 2037-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QPFK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    733558 | PA      | $684688.01    | 0.01%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QPYC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2272042 | PA      | $2302632.44   | 0.04%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QPYD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1380609 | PA      | $1396732.54   | 0.02%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QQCB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    699695 | PA      | $707776.44    | 0.01%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QQF91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2100622 | PA      | $2168333.77   | 0.04%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QQFN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2232676 | PA      | $2217836.26   | 0.04%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QQNX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1113487 | PA      | $1146852.77   | 0.02%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QRKR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1482944 | PA      | $1539304.87   | 0.03%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QS4E8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    391026 | PA      | $403862.92    | 0.01%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QS4J7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1445087 | PA      | $1505619.51   | 0.03%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QSHP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1498527 | PA      | $1563247.61   | 0.03%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QSTU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1107062 | PA      | $1109662.44   | 0.02%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QT2Q1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    262489 | PA      | $268028.63    | 0.00%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QT3E7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1832354 | PA      | $1909109.34   | 0.03%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QTCM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    369182 | PA      | $388588.29    | 0.01%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QTH36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    542903 | PA      | $561608.95    | 0.01%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QTK99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1685239 | PA      | $1771087.49   | 0.03%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QTKN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    832574 | PA      | $867449.58    | 0.02%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QU7E0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    539402 | PA      | $551089.97    | 0.01%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QUBV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2427483 | PA      | $2463349.86   | 0.04%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QUNV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    474397 | PA      | $486857.05    | 0.01%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QUYV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    985834 | PA      | $1033178.88   | 0.02%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QVA46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    726397 | PA      | $762998.32    | 0.01%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QVWB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    691664 | PA      | $699161.13    | 0.01%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140QWCK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1527378 | PA      | $1564534.66   | 0.03%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140W26W6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    493815 | PA      | $516521.46    | 0.01%             | 2055-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140X3AJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     91556 | PA      | $85957.21     | 0.00%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140X3BF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    628063 | PA      | $611136.57    | 0.01%             | 2034-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140X43Y0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1951686 | PA      | $1805446.99   | 0.03%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140X45X0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1059736 | PA      | $1039798.34   | 0.02%             | 2046-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140X46F8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    393036 | PA      | $395404.74    | 0.01%             | 2047-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140X4F84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    187063 | PA      | $181839.11    | 0.00%             | 2049-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140X4HZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    234005 | PA      | $237762.40    | 0.00%             | 2049-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140X4JX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    131874 | PA      | $137510.55    | 0.00%             | 2044-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140X4LB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    107251 | PA      | $100801.52    | 0.00%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140X4PF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    165392 | PA      | $161646.34    | 0.00%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140X4TZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    513335 | PA      | $470458.88    | 0.01%             | 2047-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140X4UD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48952 | PA      | $47732.38     | 0.00%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140X4UE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    379387 | PA      | $374000.97    | 0.01%             | 2046-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140X4YV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    298379 | PA      | $286449.18    | 0.01%             | 2043-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140X5BW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    137682 | PA      | $135259.71    | 0.00%             | 2033-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140X5DB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51302 | PA      | $50435.27     | 0.00%             | 2032-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140X5F40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55544 | PA      | $56645.60     | 0.00%             | 2049-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140X5H48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    541124 | PA      | $487855.70    | 0.01%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140X5HJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    275884 | PA      | $271359.90    | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140X5KU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    475363 | PA      | $456265.85    | 0.01%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140X5SR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    198329 | PA      | $199524.18    | 0.00%             | 2047-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140X5UA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    513729 | PA      | $511489.19    | 0.01%             | 2049-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140X6P47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    770557 | PA      | $746400.94    | 0.01%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140X6Q38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    624730 | PA      | $596976.66    | 0.01%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140X6TF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    939724 | PA      | $852610.42    | 0.02%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140X6VR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     74412 | PA      | $73333.13     | 0.00%             | 2035-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140X6XC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    579532 | PA      | $553787.05    | 0.01%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140X73K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1827157 | PA      | $1522723.45   | 0.03%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140X7B73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1639817 | PA      | $1412721.31   | 0.03%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140X7CU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    199395 | PA      | $193319.34    | 0.00%             | 2049-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140X7LT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    667751 | PA      | $656619.85    | 0.01%             | 2033-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140X7ML0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    703869 | PA      | $670896.22    | 0.01%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140X7PW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     99102 | PA      | $95775.18     | 0.00%             | 2033-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140X7UA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1115286 | PA      | $1087508.19   | 0.02%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140X7UW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    527601 | PA      | $498184.62    | 0.01%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140X7VU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2354083 | PA      | $2045732.82   | 0.04%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140X7Y86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1303088 | PA      | $1178975.73   | 0.02%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140X7YP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2287777 | PA      | $2062468.33   | 0.04%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140X8JQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    311235 | PA      | $308819.20    | 0.01%             | 2034-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140X8MU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1169573 | PA      | $952836.84    | 0.02%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140X8P92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4373480 | PA      | $3632131.16   | 0.06%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140X8XX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    685551 | PA      | $673045.33    | 0.01%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140X9GT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    926788 | PA      | $863446.14    | 0.02%             | 2036-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140XAVV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8210200 | PA      | $6815953.66   | 0.12%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140XB7B0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    638177 | PA      | $592404.07    | 0.01%             | 2036-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140XCLP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    724935 | PA      | $599944.34    | 0.01%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140XCVB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    736774 | PA      | $715590.84    | 0.01%             | 2033-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140XCXR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    263136 | PA      | $227358.68    | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140XD7G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1113116 | PA      | $960391.29    | 0.02%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140XGV30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3750143 | PA      | $3368970.78   | 0.06%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140XH6W2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2020262 | PA      | $1951117.15   | 0.03%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140XJNU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1854185 | PA      | $1829107.91   | 0.03%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140XJW90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2332014 | PA      | $1940213.10   | 0.03%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140XJZS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2111465 | PA      | $2137302.33   | 0.04%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140XKJZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1930046 | PA      | $2033528.00   | 0.04%             | 2053-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140XKUA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    684139 | PA      | $717800.34    | 0.01%             | 2053-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140XLNC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3869353 | PA      | $3213859.65   | 0.06%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140XLNS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3258923 | PA      | $2815696.77   | 0.05%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140XLPR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1880736 | PA      | $1928123.17   | 0.03%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140XLQW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1184197 | PA      | $1224866.50   | 0.02%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140XLWG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1296757 | PA      | $1123696.27   | 0.02%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140XM2T2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1139271 | PA      | $1054963.76   | 0.02%             | 2037-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140XM3Q7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2642405 | PA      | $2709824.52   | 0.05%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140XMMT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    388987 | PA      | $400722.79    | 0.01%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140XMYT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1336848 | PA      | $1187914.99   | 0.02%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140XNAM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1572518 | PA      | $1618447.32   | 0.03%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140XNFP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1714350 | PA      | $1421758.81   | 0.03%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140XNT95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    935665 | PA      | $983329.17    | 0.02%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140XNZL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    467631 | PA      | $487886.58    | 0.01%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140XNZN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     73882 | PA      | $78852.86     | 0.00%             | 2054-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140XPHD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    332747 | PA      | $342887.70    | 0.01%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140XPTU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1358273 | PA      | $1260385.73   | 0.02%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140XQM95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    523408 | PA      | $532563.04    | 0.01%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140XQN94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    226108 | PA      | $230190.80    | 0.00%             | 2043-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140XQT80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    383535 | PA      | $399355.07    | 0.01%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140XRXV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2046549 | PA      | $2057655.91   | 0.04%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140Y6SW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    583235 | PA      | $598344.30    | 0.01%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 3140Y6TX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    677335 | PA      | $693019.51    | 0.01%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31410BF66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53723 | PA      | $56800.47     | 0.00%             | 2036-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31410F4Z5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8032 | PA      | $8233.54      | 0.00%             | 2036-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31410FUZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48203 | PA      | $50163.97     | 0.00%             | 2036-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31410GB51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16634 | PA      | $17764.67     | 0.00%             | 2036-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31410GJS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22515 | PA      | $23403.04     | 0.00%             | 2035-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31410GPQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37938 | PA      | $40753.53     | 0.00%             | 2037-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31410GZ97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13167 | PA      | $13945.00     | 0.00%             | 2034-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31410KGP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46777 | PA      | $49464.77     | 0.00%             | 2037-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31410KJT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34348 | PA      | $36322.04     | 0.00%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31410KKX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    429398 | PA      | $448660.48    | 0.01%             | 2038-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31410KNH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15139 | PA      | $15818.70     | 0.00%             | 2038-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31410KVW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22984 | PA      | $23783.02     | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31410LFB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19376 | PA      | $19535.81     | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31410LNY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68525 | PA      | $70469.13     | 0.00%             | 2043-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31410LR46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29988 | PA      | $29176.78     | 0.00%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31410LTW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    378751 | PA      | $357633.74    | 0.01%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31412PG70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50285 | PA      | $50771.31     | 0.00%             | 2039-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31412QXZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    982948 | PA      | $992460.49    | 0.02%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31412REK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     99512 | PA      | $102552.20    | 0.00%             | 2040-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31416BK72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55197 | PA      | $57676.62     | 0.00%             | 2038-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31416BN53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13374 | PA      | $13917.94     | 0.00%             | 2036-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31416JAS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39470 | PA      | $40560.36     | 0.00%             | 2037-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31416M3T9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14540 | PA      | $14680.60     | 0.00%             | 2039-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31416Q6N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6135 | PA      | $6194.59      | 0.00%             | 2039-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31416RRG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23417 | PA      | $23642.79     | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31416TL56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     74895 | PA      | $76970.25     | 0.00%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31416W7J5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    232324 | PA      | $222652.25    | 0.00%             | 2040-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31416WTV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     94877 | PA      | $93494.83     | 0.00%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31416XKH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    236205 | PA      | $232764.99    | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31416XQT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50796 | PA      | $50056.15     | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31416XWH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1419 | PA      | $1413.92      | 0.00%             | 2026-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31416Y3D8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2271 | PA      | $2259.58      | 0.00%             | 2026-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31416YLL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    319529 | PA      | $321527.00    | 0.01%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31416YT81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26449 | PA      | $26652.91     | 0.00%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31417AD63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3059 | PA      | $3037.37      | 0.00%             | 2026-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31417AJP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    203406 | PA      | $194164.10    | 0.00%             | 2041-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31417AX53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    108579 | PA      | $103648.63    | 0.00%             | 2042-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31417AX61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    179218 | PA      | $171080.10    | 0.00%             | 2042-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31417BUK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15539 | PA      | $15339.59     | 0.00%             | 2032-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31417C3W3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    468496 | PA      | $435966.27    | 0.01%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31417C4P7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    163170 | PA      | $155920.53    | 0.00%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31417CAZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    112112 | PA      | $107869.78    | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31417CKY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11284 | PA      | $11145.03     | 0.00%             | 2027-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31417CR56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40472 | PA      | $40080.13     | 0.00%             | 2027-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31417DKZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    133022 | PA      | $127112.21    | 0.00%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31417DL50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15239 | PA      | $15034.45     | 0.00%             | 2027-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31417DTN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    179681 | PA      | $167189.77    | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31417ECJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    129185 | PA      | $120219.06    | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31417EFE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28110 | PA      | $26155.33     | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31417EFN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32720 | PA      | $32107.59     | 0.00%             | 2027-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31417ES44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40829 | PA      | $37990.99     | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31417ESA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37348 | PA      | $36805.14     | 0.00%             | 2028-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31417EUV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31889 | PA      | $31429.29     | 0.00%             | 2028-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31417F7F9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41235 | PA      | $40642.78     | 0.00%             | 2028-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31417FMN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    323347 | PA      | $291483.61    | 0.01%             | 2043-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31417FSB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    261430 | PA      | $241869.20    | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31417G2M7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    124524 | PA      | $122541.12    | 0.00%             | 2028-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31417GDF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31321 | PA      | $30485.81     | 0.00%             | 2033-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31417GLV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51055 | PA      | $47315.60     | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31417GWB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24356 | PA      | $23318.20     | 0.00%             | 2043-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31417GZX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    429583 | PA      | $411272.43    | 0.01%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31417HBT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    332228 | PA      | $318738.87    | 0.01%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31417MLN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10885 | PA      | $11186.63     | 0.00%             | 2039-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31417YMB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7180 | PA      | $7221.30      | 0.00%             | 2030-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31417YQK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     76803 | PA      | $76664.06     | 0.00%             | 2030-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31417YUH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16052 | PA      | $15818.23     | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31417YVT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29102 | PA      | $28795.52     | 0.00%             | 2031-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31417YWB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60050 | PA      | $59965.24     | 0.00%             | 2031-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31417YYH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5132 | PA      | $5075.86      | 0.00%             | 2031-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418ACM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    195026 | PA      | $186170.56    | 0.00%             | 2042-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418ACN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25058 | PA      | $24758.06     | 0.00%             | 2032-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418AGQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    208477 | PA      | $203433.77    | 0.00%             | 2032-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418AH50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8329 | PA      | $8305.30      | 0.00%             | 2027-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418AJD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26646 | PA      | $26877.46     | 0.00%             | 2042-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418AKN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    103678 | PA      | $101076.15    | 0.00%             | 2032-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418AKP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    126868 | PA      | $125200.91    | 0.00%             | 2032-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418AMU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20634 | PA      | $19868.67     | 0.00%             | 2032-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418AP28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     91787 | PA      | $82741.80     | 0.00%             | 2043-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418AQU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    106736 | PA      | $103860.63    | 0.00%             | 2033-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418ATC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40136 | PA      | $39546.17     | 0.00%             | 2033-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418ATZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38949 | PA      | $38165.76     | 0.00%             | 2028-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418AUQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    142809 | PA      | $138823.61    | 0.00%             | 2033-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418AXN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75349 | PA      | $74196.85     | 0.00%             | 2033-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418AXZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28967 | PA      | $28910.22     | 0.00%             | 2033-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418AYD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44981 | PA      | $43687.34     | 0.00%             | 2033-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418AYE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33859 | PA      | $33341.00     | 0.00%             | 2033-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418B6G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1315369 | PA      | $1197323.21   | 0.02%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418B6J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50658 | PA      | $48591.00     | 0.00%             | 2036-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418BFA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     87938 | PA      | $87695.13     | 0.00%             | 2034-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418BFB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13170 | PA      | $12978.94     | 0.00%             | 2029-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418BJX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    133120 | PA      | $130708.63    | 0.00%             | 2034-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418BK96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     92196 | PA      | $89149.99     | 0.00%             | 2034-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418BMG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    147186 | PA      | $147517.97    | 0.00%             | 2045-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418BMM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    359257 | PA      | $340829.31    | 0.01%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418BR24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34691 | PA      | $33827.07     | 0.00%             | 2045-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418BSY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    729163 | PA      | $688508.00    | 0.01%             | 2045-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418BUP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    454821 | PA      | $445291.73    | 0.01%             | 2035-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418BVH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    284702 | PA      | $277610.86    | 0.00%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418BWF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    267201 | PA      | $252303.29    | 0.00%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418BYN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    528124 | PA      | $484013.11    | 0.01%             | 2046-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418BYU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    341773 | PA      | $322716.87    | 0.01%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418BZD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23826 | PA      | $23232.90     | 0.00%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418C2E3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     95865 | PA      | $97395.19     | 0.00%             | 2048-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418C3C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    199540 | PA      | $187584.79    | 0.00%             | 2048-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418C3D4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    316090 | PA      | $305604.00    | 0.01%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418C4C5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    333837 | PA      | $333590.56    | 0.01%             | 2033-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418C4F8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     88607 | PA      | $85667.31     | 0.00%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418C5A8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    133128 | PA      | $131145.66    | 0.00%             | 2033-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418C7E8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63595 | PA      | $61485.16     | 0.00%             | 2049-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418C7G3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11457 | PA      | $11640.37     | 0.00%             | 2049-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418CBF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    174183 | PA      | $158550.77    | 0.00%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418CBG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     66830 | PA      | $64053.56     | 0.00%             | 2036-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418CBT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18761 | PA      | $17628.05     | 0.00%             | 2036-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418CCH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1343396 | PA      | $1222835.00   | 0.02%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418CCM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    161412 | PA      | $156587.53    | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418CDJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    161696 | PA      | $154787.93    | 0.00%             | 2036-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418CDL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1560331 | PA      | $1420301.09   | 0.03%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418CEE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    172289 | PA      | $164890.97    | 0.00%             | 2036-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418CEF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    269244 | PA      | $245080.84    | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418CEG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36630 | PA      | $34560.66     | 0.00%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418CEP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     88254 | PA      | $82850.24     | 0.00%             | 2036-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418CFD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    279136 | PA      | $254085.31    | 0.00%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418CFF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16961 | PA      | $15906.93     | 0.00%             | 2037-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418CFG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    128235 | PA      | $122705.28    | 0.00%             | 2037-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418CFH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    282932 | PA      | $270767.63    | 0.00%             | 2032-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418CFJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    264968 | PA      | $256856.29    | 0.00%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418CG99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54383 | PA      | $52974.82     | 0.00%             | 2037-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418CGD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1756959 | PA      | $1599282.96   | 0.03%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418CGE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    460839 | PA      | $434807.94    | 0.01%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418CGF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    113927 | PA      | $108990.08    | 0.00%             | 2037-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418CGM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    121073 | PA      | $118573.72    | 0.00%             | 2032-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418CJA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    158864 | PA      | $144606.59    | 0.00%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418CJD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    127213 | PA      | $119684.14    | 0.00%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418CJE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    109832 | PA      | $106389.85    | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418CJG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    157205 | PA      | $153152.49    | 0.00%             | 2037-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418CKH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    116834 | PA      | $113172.69    | 0.00%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418CNE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    293116 | PA      | $283930.50    | 0.01%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418CNQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     80042 | PA      | $79105.28     | 0.00%             | 2032-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418CPE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1224778 | PA      | $1152291.10   | 0.02%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418CPF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    234097 | PA      | $226760.70    | 0.00%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418CQA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    194158 | PA      | $182667.00    | 0.00%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418CQB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    503308 | PA      | $487536.41    | 0.01%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418CR89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    629826 | PA      | $592550.35    | 0.01%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418CR97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    157586 | PA      | $152647.57    | 0.00%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418CRC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    509493 | PA      | $479339.58    | 0.01%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418CS47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    608690 | PA      | $572664.97    | 0.01%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418CSD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43835 | PA      | $42607.39     | 0.00%             | 2037-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418CT95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    617316 | PA      | $561026.45    | 0.01%             | 2048-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418CTD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    258652 | PA      | $252260.32    | 0.00%             | 2033-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418CU77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    125377 | PA      | $117864.56    | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418CUA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1331837 | PA      | $1253013.39   | 0.02%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418CUH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    514035 | PA      | $501053.60    | 0.01%             | 2033-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418CV27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    219187 | PA      | $206054.41    | 0.00%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418CV35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    135333 | PA      | $130843.10    | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418CV43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    144233 | PA      | $143574.56    | 0.00%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418CVF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     84027 | PA      | $82843.77     | 0.00%             | 2033-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418CW26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43919 | PA      | $43302.09     | 0.00%             | 2033-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418CWT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    274315 | PA      | $265215.20    | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418CXN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    234063 | PA      | $226298.63    | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418CXP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    235391 | PA      | $234316.48    | 0.00%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418CXQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34543 | PA      | $35020.53     | 0.00%             | 2048-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418CYL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     84404 | PA      | $79346.51     | 0.00%             | 2048-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418CYM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     85961 | PA      | $83109.15     | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418CZ49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    152946 | PA      | $150749.78    | 0.00%             | 2033-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418CZ72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     77687 | PA      | $76910.97     | 0.00%             | 2038-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418CZG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    205589 | PA      | $193270.67    | 0.00%             | 2048-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418CZV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39567 | PA      | $35856.93     | 0.00%             | 2048-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418D2L5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3928672 | PA      | $3225103.38   | 0.06%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418D2R2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    566879 | PA      | $525498.03    | 0.01%             | 2036-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418D2U5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    507374 | PA      | $433263.44    | 0.01%             | 2041-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418D2V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    602435 | PA      | $531007.42    | 0.01%             | 2041-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418D2W1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    373203 | PA      | $338628.22    | 0.01%             | 2041-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418D3C4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    124188 | PA      | $109591.45    | 0.00%             | 2036-07-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418D3H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3880603 | PA      | $3327699.06   | 0.06%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418D3J9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1198375 | PA      | $1074025.06   | 0.02%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418D3L4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    665433 | PA      | $600984.88    | 0.01%             | 2036-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418D3M2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    759302 | PA      | $703757.11    | 0.01%             | 2036-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418D3R1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    542631 | PA      | $477955.48    | 0.01%             | 2041-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418D3S9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    729805 | PA      | $661854.43    | 0.01%             | 2041-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418D3X8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4429218 | PA      | $3636003.87   | 0.06%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418D3Y6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3325553 | PA      | $2850701.38   | 0.05%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418D3Z3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1009919 | PA      | $904811.14    | 0.02%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418D4B5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    628628 | PA      | $566655.69    | 0.01%             | 2036-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418D4D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    162001 | PA      | $153312.28    | 0.00%             | 2036-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418D4F6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    145341 | PA      | $124021.59    | 0.00%             | 2041-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418D4G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    683181 | PA      | $601327.29    | 0.01%             | 2041-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418D4H2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    197250 | PA      | $178792.63    | 0.00%             | 2041-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418D4X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3160800 | PA      | $2591436.41   | 0.05%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418D4Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2662881 | PA      | $2281826.07   | 0.04%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418D5B4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    643711 | PA      | $581069.15    | 0.01%             | 2036-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418D5C2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1156415 | PA      | $1071464.68   | 0.02%             | 2036-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418D6B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4225851 | PA      | $3462502.59   | 0.06%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418D6C1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4195749 | PA      | $3593386.52   | 0.06%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418D6H0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    290808 | PA      | $275390.11    | 0.00%             | 2036-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418D6K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    950419 | PA      | $810416.58    | 0.01%             | 2041-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418D6L1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    421727 | PA      | $370672.07    | 0.01%             | 2041-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418D6M9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    265628 | PA      | $240526.00    | 0.00%             | 2041-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418D7E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3467784 | PA      | $2840160.21   | 0.05%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418D7J5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    921191 | PA      | $831120.70    | 0.01%             | 2036-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418D7K2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    872012 | PA      | $807685.17    | 0.01%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DA85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18197 | PA      | $18505.12     | 0.00%             | 2049-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DAQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    111984 | PA      | $104750.69    | 0.00%             | 2049-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DB92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18965 | PA      | $17740.09     | 0.00%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DBF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49914 | PA      | $46689.32     | 0.00%             | 2049-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DBG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    105752 | PA      | $102074.79    | 0.00%             | 2049-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DBH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19485 | PA      | $19375.38     | 0.00%             | 2049-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DC59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     96332 | PA      | $86848.60     | 0.00%             | 2049-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DC67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    194889 | PA      | $182300.24    | 0.00%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DCF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63159 | PA      | $63941.61     | 0.00%             | 2049-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DCT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     98289 | PA      | $95435.97     | 0.00%             | 2034-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DCX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    136726 | PA      | $123266.84    | 0.00%             | 2049-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DCY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    119714 | PA      | $111981.12    | 0.00%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DEM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51882 | PA      | $50966.44     | 0.00%             | 2034-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DES7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32348 | PA      | $29163.98     | 0.00%             | 2049-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DET5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    247733 | PA      | $231731.04    | 0.00%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DFE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13119 | PA      | $12514.59     | 0.00%             | 2034-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DFF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    271490 | PA      | $234254.24    | 0.00%             | 2049-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DFQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    321525 | PA      | $289873.99    | 0.01%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DFR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    168015 | PA      | $157161.95    | 0.00%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DGF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    203088 | PA      | $193609.65    | 0.00%             | 2034-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DGH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     95400 | PA      | $93663.51     | 0.00%             | 2034-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DGJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56340 | PA      | $53296.87     | 0.00%             | 2039-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DGK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    192757 | PA      | $166319.97    | 0.00%             | 2049-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DGL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    287899 | PA      | $259558.33    | 0.00%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DGM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    425936 | PA      | $398422.09    | 0.01%             | 2049-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DH96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18798 | PA      | $17553.47     | 0.00%             | 2034-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DHD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    466859 | PA      | $444713.58    | 0.01%             | 2034-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DHE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43467 | PA      | $42146.25     | 0.00%             | 2034-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DHH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38909 | PA      | $36806.91     | 0.00%             | 2039-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DHK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    375940 | PA      | $324378.78    | 0.01%             | 2049-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DHL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    755913 | PA      | $681500.73    | 0.01%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DHM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    100222 | PA      | $93747.89     | 0.00%             | 2049-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DJM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42235 | PA      | $38786.34     | 0.00%             | 2039-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DJN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     71221 | PA      | $67373.83     | 0.00%             | 2039-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DJQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    190882 | PA      | $164702.10    | 0.00%             | 2049-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DJR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    940847 | PA      | $848229.98    | 0.02%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DKB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34173 | PA      | $31382.63     | 0.00%             | 2040-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DKJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    189004 | PA      | $179832.01    | 0.00%             | 2035-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DKK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    300603 | PA      | $291227.14    | 0.01%             | 2035-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DKL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56543 | PA      | $55476.34     | 0.00%             | 2035-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DKQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    290694 | PA      | $250824.28    | 0.00%             | 2050-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DKT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    116108 | PA      | $104678.24    | 0.00%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DKU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     89913 | PA      | $84105.36     | 0.00%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DKV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    252269 | PA      | $243497.38    | 0.00%             | 2050-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DLL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75545 | PA      | $71888.05     | 0.00%             | 2035-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DLM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    157228 | PA      | $152261.61    | 0.00%             | 2035-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DLP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21858 | PA      | $20066.33     | 0.00%             | 2040-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DLQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39309 | PA      | $37185.40     | 0.00%             | 2040-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DLS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    523536 | PA      | $451731.31    | 0.01%             | 2050-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DLT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    602573 | PA      | $543255.84    | 0.01%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DMD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    185212 | PA      | $176929.65    | 0.00%             | 2035-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DME9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    176747 | PA      | $171350.44    | 0.00%             | 2035-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DMG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    201695 | PA      | $190445.27    | 0.00%             | 2040-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DN65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    228911 | PA      | $213847.85    | 0.00%             | 2035-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DN73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    139967 | PA      | $133599.98    | 0.00%             | 2035-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DN81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    311112 | PA      | $301613.77    | 0.01%             | 2035-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DNA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    219778 | PA      | $209865.60    | 0.00%             | 2035-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DNE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    138781 | PA      | $131040.35    | 0.00%             | 2040-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DNJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    207035 | PA      | $193791.48    | 0.00%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DP48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    414513 | PA      | $387109.46    | 0.01%             | 2035-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DP89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    234551 | PA      | $221468.63    | 0.00%             | 2040-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DP97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    996311 | PA      | $822044.23    | 0.01%             | 2050-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DPD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3604798 | PA      | $3108373.29   | 0.06%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DPE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    915240 | PA      | $823613.83    | 0.01%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DPF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    339279 | PA      | $317575.95    | 0.01%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DPL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    143685 | PA      | $138430.35    | 0.00%             | 2050-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DQ47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    350471 | PA      | $327193.51    | 0.01%             | 2035-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DQ54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    160090 | PA      | $152685.57    | 0.00%             | 2035-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DQ70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    741595 | PA      | $611506.74    | 0.01%             | 2050-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DQ88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3689571 | PA      | $3178608.06   | 0.06%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DQA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2329349 | PA      | $2095433.61   | 0.04%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DQB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    235352 | PA      | $220169.25    | 0.00%             | 2050-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DQF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    296772 | PA      | $283158.65    | 0.01%             | 2035-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DQH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3020499 | PA      | $2603603.74   | 0.05%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DQQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    226354 | PA      | $220053.32    | 0.00%             | 2040-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DQZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    222236 | PA      | $197654.83    | 0.00%             | 2040-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DR95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    303571 | PA      | $276397.11    | 0.00%             | 2035-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DRP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    245294 | PA      | $217993.18    | 0.00%             | 2040-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DRR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    529662 | PA      | $494320.30    | 0.01%             | 2035-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DRU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     85039 | PA      | $79536.46     | 0.00%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DRW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3676856 | PA      | $3030589.32   | 0.05%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DS45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    135977 | PA      | $105830.54    | 0.00%             | 2050-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DSC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    121760 | PA      | $117307.40    | 0.00%             | 2050-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DSH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2365858 | PA      | $1949194.95   | 0.03%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DSJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3584523 | PA      | $3085886.48   | 0.05%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DSK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    654729 | PA      | $588269.53    | 0.01%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DSL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43475 | PA      | $39568.68     | 0.00%             | 2035-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DSM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    911038 | PA      | $849967.71    | 0.02%             | 2035-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DSN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1003659 | PA      | $956464.24    | 0.02%             | 2035-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DSP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    275903 | PA      | $267478.92    | 0.00%             | 2035-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DSS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2448825 | PA      | $2174572.44   | 0.04%             | 2040-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DST0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    423306 | PA      | $387427.51    | 0.01%             | 2040-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DSY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    537934 | PA      | $503022.41    | 0.01%             | 2050-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DTK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    354261 | PA      | $324235.16    | 0.01%             | 2040-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DTL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47470 | PA      | $43187.58     | 0.00%             | 2035-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DTM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1043629 | PA      | $973350.06    | 0.02%             | 2035-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DTP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    344625 | PA      | $268207.07    | 0.00%             | 2050-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DTQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4812257 | PA      | $3963067.13   | 0.07%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DTR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1878514 | PA      | $1616615.21   | 0.03%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DU75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    944504 | PA      | $858648.73    | 0.02%             | 2035-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DU83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    824596 | PA      | $768559.47    | 0.01%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DUC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    343396 | PA      | $312300.55    | 0.01%             | 2035-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DUF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1061277 | PA      | $825906.86    | 0.01%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DUG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7071335 | PA      | $5821031.08   | 0.10%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DUH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1734781 | PA      | $1492383.35   | 0.03%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DV33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    619916 | PA      | $566414.67    | 0.01%             | 2041-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DV66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    947173 | PA      | $737035.23    | 0.01%             | 2051-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DV74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6474518 | PA      | $5325220.62   | 0.09%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DV82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2033924 | PA      | $1748466.72   | 0.03%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DVA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1500323 | PA      | $1234522.94   | 0.02%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DVB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1647784 | PA      | $1282274.12   | 0.02%             | 2050-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DVC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3017525 | PA      | $2594955.83   | 0.05%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DVW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    928721 | PA      | $843978.72    | 0.02%             | 2036-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DVX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1156496 | PA      | $1077548.16   | 0.02%             | 2036-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DVZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    698991 | PA      | $601543.58    | 0.01%             | 2041-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DW40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    971940 | PA      | $835688.11    | 0.01%             | 2041-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DW65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    123372 | PA      | $109127.04    | 0.00%             | 2041-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DW73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    212715 | PA      | $194274.40    | 0.00%             | 2041-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DWQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1762344 | PA      | $1373907.29   | 0.02%             | 2051-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DWR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2106671 | PA      | $1731978.77   | 0.03%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DWW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    739771 | PA      | $672013.57    | 0.01%             | 2036-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DWX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1797279 | PA      | $1674034.98   | 0.03%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DWY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    445293 | PA      | $423498.78    | 0.01%             | 2036-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DX80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    859797 | PA      | $777320.20    | 0.01%             | 2036-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DX98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1694816 | PA      | $1571881.04   | 0.03%             | 2036-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DXF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    118616 | PA      | $105104.38    | 0.00%             | 2036-03-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DXJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1003850 | PA      | $780965.96    | 0.01%             | 2051-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DXK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4011572 | PA      | $3298757.29   | 0.06%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DXL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3293826 | PA      | $2829628.83   | 0.05%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DY22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    929083 | PA      | $839745.49    | 0.01%             | 2036-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DY30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1162794 | PA      | $1078270.79   | 0.02%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DY71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    668017 | PA      | $589647.55    | 0.01%             | 2041-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DY89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    327647 | PA      | $297596.65    | 0.01%             | 2041-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DYB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8836735 | PA      | $7263455.80   | 0.13%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DYC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3031246 | PA      | $2603114.33   | 0.05%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DYH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    659259 | PA      | $583530.40    | 0.01%             | 2041-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DYX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6463912 | PA      | $5310830.67   | 0.09%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DYY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    194537 | PA      | $167000.24    | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DZ21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1539893 | PA      | $1427721.51   | 0.03%             | 2036-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DZ39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    357231 | PA      | $338841.27    | 0.01%             | 2036-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DZ54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    279065 | PA      | $238389.60    | 0.00%             | 2041-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DZ62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    677094 | PA      | $597237.24    | 0.01%             | 2041-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DZ88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    255671 | PA      | $232103.21    | 0.00%             | 2041-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DZG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    477219 | PA      | $407808.47    | 0.01%             | 2041-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DZK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    365716 | PA      | $323047.73    | 0.01%             | 2036-05-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DZW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3327512 | PA      | $2859842.91   | 0.05%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418DZX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    841629 | PA      | $754817.54    | 0.01%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418E3C2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    535017 | PA      | $534113.10    | 0.01%             | 2054-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418E3D0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1294889 | PA      | $1326411.73   | 0.02%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418E3E8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1219844 | PA      | $1236425.90   | 0.02%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418E4M9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1863590 | PA      | $1860441.59   | 0.03%             | 2054-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418E4P2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    425436 | PA      | $439782.24    | 0.01%             | 2054-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418E5P1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2068012 | PA      | $2095808.57   | 0.04%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418E5Q9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2405358 | PA      | $2460880.54   | 0.04%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418E5R7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    964695 | PA      | $997226.45    | 0.02%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418E7A2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2260958 | PA      | $2291175.69   | 0.04%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418E7B0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2115307 | PA      | $2164766.35   | 0.04%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418E7C8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    933928 | PA      | $965421.44    | 0.02%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418E7D6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    249929 | PA      | $261986.97    | 0.00%             | 2054-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418E7E4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    272804 | PA      | $276035.62    | 0.00%             | 2039-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418E7F1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    182534 | PA      | $186761.84    | 0.00%             | 2039-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418EAA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    443246 | PA      | $377815.35    | 0.01%             | 2041-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418EAB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    931991 | PA      | $816228.40    | 0.01%             | 2041-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418EAM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2704013 | PA      | $2213678.59   | 0.04%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418EAR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    988986 | PA      | $892058.00    | 0.02%             | 2037-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418EAW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1014487 | PA      | $890406.61    | 0.02%             | 2042-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418EB82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2358845 | PA      | $1925149.04   | 0.03%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418EB90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2335378 | PA      | $1998812.53   | 0.04%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418EBJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    725916 | PA      | $636676.66    | 0.01%             | 2042-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418EBS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3858492 | PA      | $3305480.46   | 0.06%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418ECC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    591893 | PA      | $533203.10    | 0.01%             | 2037-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418ECG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    736713 | PA      | $647669.53    | 0.01%             | 2042-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418ECP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2561170 | PA      | $2096392.82   | 0.04%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418ECQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1513750 | PA      | $1295477.43   | 0.02%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418ECU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    732669 | PA      | $677220.97    | 0.01%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418ECV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    645363 | PA      | $610079.84    | 0.01%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418ECZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    962450 | PA      | $869603.26    | 0.02%             | 2042-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418ED72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    848064 | PA      | $786672.35    | 0.01%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418ED80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45909 | PA      | $43970.86     | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418EDC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    979654 | PA      | $838318.26    | 0.01%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418EDG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    404331 | PA      | $373732.01    | 0.01%             | 2037-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418EDH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    397213 | PA      | $375497.08    | 0.01%             | 2037-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418EE63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1547937 | PA      | $1523361.07   | 0.03%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418EGH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    824010 | PA      | $764295.82    | 0.01%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418EGJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    483110 | PA      | $462562.85    | 0.01%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418EGK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1553375 | PA      | $1528472.01   | 0.03%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418EHK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    862190 | PA      | $848234.47    | 0.02%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418EJF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1862407 | PA      | $1869915.40   | 0.03%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418ELX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1965966 | PA      | $1972656.53   | 0.04%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418ELY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    751763 | PA      | $765346.19    | 0.01%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418EM80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    167929 | PA      | $169982.71    | 0.00%             | 2037-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418EMT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    695069 | PA      | $707709.15    | 0.01%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418ER77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2650651 | PA      | $2657028.54   | 0.05%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418ERA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    675452 | PA      | $692315.80    | 0.01%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418ES43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2475788 | PA      | $2482961.01   | 0.04%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418ET59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2511142 | PA      | $2515223.28   | 0.04%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418EUZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    689581 | PA      | $681356.65    | 0.01%             | 2038-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418EV80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    792690 | PA      | $804817.25    | 0.01%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418EV98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    695679 | PA      | $713751.91    | 0.01%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418EVA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1128341 | PA      | $1156976.13   | 0.02%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418EVE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    181367 | PA      | $183320.59    | 0.00%             | 2043-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418EW48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    691832 | PA      | $709286.54    | 0.01%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418EX88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    244615 | PA      | $253312.74    | 0.00%             | 2038-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418EXA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    168236 | PA      | $176294.57    | 0.00%             | 2053-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418EXD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    167392 | PA      | $170670.06    | 0.00%             | 2043-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418EXV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1073777 | PA      | $1100867.68   | 0.02%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418EXW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    856201 | PA      | $885548.57    | 0.02%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418EY87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    123609 | PA      | $130504.36    | 0.00%             | 2053-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418EYE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    146453 | PA      | $155959.95    | 0.00%             | 2053-11-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418EYN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1361151 | PA      | $1395390.23   | 0.02%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418EYP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1333736 | PA      | $1379451.73   | 0.02%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418EYQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    430339 | PA      | $450669.71    | 0.01%             | 2053-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418EYS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    285301 | PA      | $295445.35    | 0.01%             | 2038-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418EZ29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    271119 | PA      | $285791.30    | 0.01%             | 2054-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418EZP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    246561 | PA      | $258209.71    | 0.00%             | 2054-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418FA72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    208549 | PA      | $212255.76    | 0.00%             | 2044-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418FAX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1703533 | PA      | $1742986.66   | 0.03%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418FAY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1142668 | PA      | $1181200.09   | 0.02%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418FAZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    415114 | PA      | $434896.06    | 0.01%             | 2054-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418FB63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    116387 | PA      | $123081.61    | 0.00%             | 2054-08-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418FBN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2076621 | PA      | $2104059.32   | 0.04%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418FBP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1062575 | PA      | $1087089.22   | 0.02%             | 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        |   1014065 | PA      | $1048260.51   | 0.02%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418FBT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    163936 | PA      | $167733.56    | 0.00%             | 2039-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418FCH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2364923 | PA      | $2421232.06   | 0.04%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418FCN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    364477 | PA      | $372919.18    | 0.01%             | 2039-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418FCR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    226801 | PA      | $228219.66    | 0.00%             | 2044-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418FCS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    308189 | PA      | $313574.77    | 0.01%             | 2044-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418FDB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1456487 | PA      | $1475509.81   | 0.03%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418FDE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    207612 | PA      | $217627.79    | 0.00%             | 2054-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418FED5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2030203 | PA      | $2056564.13   | 0.04%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418FFB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    888010 | PA      | $881876.32    | 0.02%             | 2044-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418FGZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2912980 | PA      | $2981043.43   | 0.05%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418FH26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    534474 | PA      | $553170.89    | 0.01%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418FH34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    424852 | PA      | $445859.75    | 0.01%             | 2055-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418FHR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    552305 | PA      | $578950.06    | 0.01%             | 2055-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418FHX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3833574 | PA      | $3827098.05   | 0.07%             | 2055-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418FHY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3360358 | PA      | $3403240.09   | 0.06%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418FHZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5452156 | PA      | $5582530.93   | 0.10%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418FJ65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    158336 | PA      | $162043.12    | 0.00%             | 2040-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418FJU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2138733 | PA      | $2189875.17   | 0.04%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418FK30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    163319 | PA      | $169064.63    | 0.00%             | 2040-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418FLQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2612926 | PA      | $2608036.36   | 0.05%             | 2055-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418FLR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2375517 | PA      | $2405831.62   | 0.04%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418FLW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    465471 | PA      | $468439.53    | 0.01%             | 2045-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418FLX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    181855 | PA      | $185089.69    | 0.00%             | 2045-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418FMK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    705496 | PA      | $722365.72    | 0.01%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418FMW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    573750 | PA      | $587181.30    | 0.01%             | 2040-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418FNM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    463845 | PA      | $486781.13    | 0.01%             | 2055-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418FPK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    474679 | PA      | $498133.17    | 0.01%             | 2055-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418FQ83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    998296 | PA      | $996461.06    | 0.02%             | 2055-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418MGQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39338 | PA      | $41176.94     | 0.00%             | 2039-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418MHU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    131703 | PA      | $137724.55    | 0.00%             | 2039-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418MT36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    215751 | PA      | $221742.77    | 0.00%             | 2040-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418NZK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36986 | PA      | $38005.74     | 0.00%             | 2040-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418UCL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     59905 | PA      | $61554.46     | 0.00%             | 2040-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418WPP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    105203 | PA      | $106045.67    | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31418XEW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58111 | PA      | $58576.10     | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31419A4N4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    267600 | PA      | $256459.89    | 0.00%             | 2041-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31419ACU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     91702 | PA      | $94242.14     | 0.00%             | 2040-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31419ADT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    207468 | PA      | $204429.50    | 0.00%             | 2040-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31419ANJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56477 | PA      | $59059.17     | 0.00%             | 2039-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31419AU88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21719 | PA      | $21402.45     | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31419AXB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    299754 | PA      | $302151.23    | 0.01%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31419BBF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    101715 | PA      | $97480.68     | 0.00%             | 2041-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31419BBT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    359039 | PA      | $353804.85    | 0.01%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31419BCT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46806 | PA      | $44857.38     | 0.00%             | 2041-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31419DD99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    185352 | PA      | $182650.15    | 0.00%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31419DL74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    122642 | PA      | $123624.17    | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31419DM24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    149598 | PA      | $150796.02    | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31419DTW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51277 | PA      | $49510.37     | 0.00%             | 2040-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                       | CUSIP: 31419JS90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    203441 | PA      | $200475.59    | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 31426FXA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    909862 | PA      | $954335.28    | 0.02%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 31426RAD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    928970 | PA      | $951461.13    | 0.02%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 31426TWB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    692436 | PA      | $702041.42    | 0.01%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 31427M4B4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2467186 | PA      | $2551208.44   | 0.05%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 31427MXB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1716910 | PA      | $1799366.25   | 0.03%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 31427NK32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    951726 | PA      | $999964.65    | 0.02%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 31427NT82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    871555 | PA      | $908859.03    | 0.02%             | 2055-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 31427NWC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    863752 | PA      | $883066.74    | 0.02%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 31427PAG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1859281 | PA      | $1921345.08   | 0.03%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 31427PGU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    875134 | PA      | $905396.29    | 0.02%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FedEx Corp                                                                            | CUSIP: 31428XDD5<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98638.00     | 0.00%             | 2028-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FedEx Corp                                                                            | CUSIP: 31428XDF0<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144546.00    | 0.00%             | 2029-08-05      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FedEx Corp                                                                            | CUSIP: 31428XDG8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100471.00    | 0.00%             | 2030-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FedEx Corp                                                                            | CUSIP: 31428XDH6<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    150000 | PA      | $136000.50    | 0.00%             | 2031-05-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FedEx Corp                                                                            | CUSIP: 31428XDJ2<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75572.25     | 0.00%             | 2034-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FedEx Corp                                                                            | CUSIP: 31428XDK9<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46425.50     | 0.00%             | 2035-02-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FedEx Corp                                                                            | CUSIP: 31428XDL7<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    100000 | PA      | $75418.00     | 0.00%             | 2041-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FedEx Corp                                                                            | CUSIP: 31428XDM5<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     75000 | PA      | $59889.75     | 0.00%             | 2042-08-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FedEx Corp                                                                            | CUSIP: 31428XDN3<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81370.00     | 0.00%             | 2043-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FedEx Corp                                                                            | CUSIP: 31428XDP8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     75000 | PA      | $69194.25     | 0.00%             | 2044-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FedEx Corp                                                                            | CUSIP: 31428XDQ6<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     75000 | PA      | $59970.75     | 0.00%             | 2045-02-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FedEx Corp                                                                            | CUSIP: 31428XDR4<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    125000 | PA      | $109235.00    | 0.00%             | 2045-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FedEx Corp                                                                            | CUSIP: 31428XDS2<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    225000 | PA      | $190514.25    | 0.00%             | 2046-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FedEx Corp                                                                            | CUSIP: 31428XDT0<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82521.00     | 0.00%             | 2047-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FedEx Corp                                                                            | CUSIP: 31428XDU7<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    150000 | PA      | $116176.50    | 0.00%             | 2048-02-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FedEx Corp                                                                            | CUSIP: 31428XDV5<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    150000 | PA      | $132115.50    | 0.00%             | 2048-10-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FedEx Corp                                                                            | CUSIP: 31428XDW3<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    225000 | PA      | $208604.25    | 0.00%             | 2050-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3142GQKU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1574753 | PA      | $1628601.96   | 0.03%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3142GQLC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    993220 | PA      | $1035188.74   | 0.02%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3142GQYK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    372150 | PA      | $387856.71    | 0.01%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3142GQYN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    556457 | PA      | $579970.12    | 0.01%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3142GQYV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    332758 | PA      | $350068.93    | 0.01%             | 2054-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3142GRB90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2012051 | PA      | $2065845.07   | 0.04%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3142GRLC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1132294 | PA      | $1177351.95   | 0.02%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3142GRPR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1375594 | PA      | $1410258.30   | 0.03%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3142GRVV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1489075 | PA      | $1529735.08   | 0.03%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3142GS4H8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1942293 | PA      | $1986302.80   | 0.04%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3142GS5S3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    470707 | PA      | $473330.27    | 0.01%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3142GTED4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    484421 | PA      | $510942.97    | 0.01%             | 2054-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3142GUEP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    522335 | PA      | $545145.70    | 0.01%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3142GUPP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1151654 | PA      | $1196334.62   | 0.02%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3142GUPU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    448144 | PA      | $459652.96    | 0.01%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3142J6A52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1629333 | PA      | $1650124.66   | 0.03%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3142J6A60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1400612 | PA      | $1434104.43   | 0.03%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3142J6B93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1995049 | PA      | $1991315.92   | 0.04%             | 2055-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3142J6BK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1421720 | PA      | $1455716.62   | 0.03%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3142J6BL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    918712 | PA      | $950850.28    | 0.02%             | 2055-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3142J6BU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2681067 | PA      | $2745178.04   | 0.05%             | 2055-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3142JCA34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    660389 | PA      | $668230.62    | 0.01%             | 2040-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3142JCA42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    324459 | PA      | $332054.87    | 0.01%             | 2040-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3142JCA59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    187110 | PA      | $193693.42    | 0.00%             | 2040-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                      | CUSIP: 3142JCAT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    820853 | PA      | $830599.95    | 0.01%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDEX 2020-1 PASS TST                                                            | Federal Express Corp 2020-1 Pass Through Trusts                                       | CUSIP: 314353AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    183159 | PA      | $160661.78    | 0.00%             | 2034-02-20      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| FERGUSON ENTERPRISES INC                                                         | Ferguson Enterprises Inc                                                              | CUSIP: 31488VAA5<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126838.75    | 0.00%             | 2034-10-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FERGUSON ENTERPRISES INC                                                         | Ferguson Enterprises Inc                                                              | CUSIP: 31488VAB3<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129992.20    | 0.00%             | 2031-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                                          | Fidelity National Information Services Inc                                            | CUSIP: 31620MAU0<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     75000 | PA      | $63861.00     | 0.00%             | 2046-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                                          | Fidelity National Information Services Inc                                            | CUSIP: 31620MBS4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141901.50    | 0.00%             | 2028-03-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                                          | Fidelity National Information Services Inc                                            | CUSIP: 31620MBT2<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178912.00    | 0.00%             | 2031-03-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                                          | Fidelity National Information Services Inc                                            | CUSIP: 31620MBU9<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    100000 | PA      | $75154.00     | 0.00%             | 2041-03-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                                          | Fidelity National Information Services Inc                                            | CUSIP: 31620MBY1<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153897.00    | 0.00%             | 2032-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL FINANCIAL                                                          | Fidelity National Financial Inc                                                       | CUSIP: 31620RAJ4<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190872.00    | 0.00%             | 2030-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL FINANCIAL                                                          | Fidelity National Financial Inc                                                       | CUSIP: 31620RAK1<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |    150000 | PA      | $134028.00    | 0.00%             | 2031-03-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL FINANCIAL                                                          | Fidelity National Financial Inc                                                       | CUSIP: 31620RAL9<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |     75000 | PA      | $48456.75     | 0.00%             | 2051-09-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                              | Fifth Third Bancorp                                                                   | CUSIP: 316773CH1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    200000 | PA      | $247978.00    | 0.00%             | 2038-03-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                              | Fifth Third Bancorp                                                                   | CUSIP: 316773CV0<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149683.50    | 0.00%             | 2028-03-14      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                              | Fifth Third Bancorp                                                                   | CUSIP: 316773DA5<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146925.00    | 0.00%             | 2027-05-05      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                              | Fifth Third Bancorp                                                                   | CUSIP: 316773DF4<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98084.00     | 0.00%             | 2033-04-25      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                              | Fifth Third Bancorp                                                                   | CUSIP: 316773DG2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202858.00    | 0.00%             | 2030-07-28      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                              | Fifth Third Bancorp                                                                   | CUSIP: 316773DJ6<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208284.00    | 0.00%             | 2028-10-27      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                              | Fifth Third Bancorp                                                                   | CUSIP: 316773DK3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210772.00    | 0.00%             | 2029-07-27      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                              | Fifth Third Bancorp                                                                   | CUSIP: 316773DL1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210452.00    | 0.00%             | 2032-01-29      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                              | Fifth Third Bancorp                                                                   | CUSIP: 316773DM9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101809.00    | 0.00%             | 2030-09-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANK                                                                 | Fifth Third Bank NA                                                                   | CUSIP: 31677QBR9<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245162.50    | 0.00%             | 2027-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANK NA                                                              | Fifth Third Bank NA                                                                   | CUSIP: 31677QBU2<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252392.50    | 0.00%             | 2028-01-28      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| FIRST AMERICAN FINANCIAL                                                         | First American Financial Corp                                                         | CUSIP: 31847RAG7<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96958.00     | 0.00%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FIRST AMERICAN FINANCIAL                                                         | First American Financial Corp                                                         | CUSIP: 31847RAH5<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87756.00     | 0.00%             | 2031-08-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| FIRST AMERICAN FINANCIAL                                                         | First American Financial Corp                                                         | CUSIP: 31847RAJ1<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76034.25     | 0.00%             | 2034-09-30      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE                                                         | First Citizens BancShares Inc/NC                                                      | CUSIP: 31959XAC7<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101561.00    | 0.00%             | 2031-03-12      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE                                                         | First Citizens BancShares Inc/NC                                                      | CUSIP: 31959XAF0<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102152.00    | 0.00%             | 2040-03-12      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE                                                         | First Citizens BancShares Inc/NC                                                      | CUSIP: 319626AA5<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |    210000 | PA      | $209813.10    | 0.00%             | 2035-09-05      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FIRST INDUSTRIAL LP                                                              | First Industrial LP                                                                   | CUSIP: 32055RAS6<br>LEI: 86MKNB3IKYZZT3E3OV11 | Long             | DBT              |  | US        |    100000 | PA      | $102778.00    | 0.00%             | 2031-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON BANK                                                               | First Horizon Bank                                                                    | CUSIP: 337158AJ8<br>LEI: COOWI3L2W9TPYR3WJX37 | Long             | DBT              | CORP              | US        |    250000 | PA      | $259297.50    | 0.00%             | 2030-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                                                         | FirstEnergy Transmission LLC                                                          | CUSIP: 33767BAG4<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101373.00    | 0.00%             | 2030-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                                                         | FirstEnergy Transmission LLC                                                          | CUSIP: 33767BAH2<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100892.00    | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                                                         | FirstEnergy Transmission LLC                                                          | CUSIP: 33767BAJ8<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    130000 | PA      | $130666.90    | 0.00%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | Fiserv Inc                                                                            | CUSIP: 337738AR9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149446.50    | 0.00%             | 2028-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | Fiserv Inc                                                                            | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    525000 | PA      | $508436.25    | 0.01%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | Fiserv Inc                                                                            | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    375000 | PA      | $299092.50    | 0.01%             | 2049-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | Fiserv Inc                                                                            | CUSIP: 337738BB3<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194220.00    | 0.00%             | 2027-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | Fiserv Inc                                                                            | CUSIP: 337738BC1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    225000 | PA      | $207076.50    | 0.00%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | Fiserv Inc                                                                            | CUSIP: 337738BD9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153534.00    | 0.00%             | 2028-03-02      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | Fiserv Inc                                                                            | CUSIP: 337738BE7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    175000 | PA      | $180874.75    | 0.00%             | 2033-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | Fiserv Inc                                                                            | CUSIP: 337738BG2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153877.50    | 0.00%             | 2028-08-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | Fiserv Inc                                                                            | CUSIP: 337738BH0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258705.00    | 0.00%             | 2033-08-21      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | Fiserv Inc                                                                            | CUSIP: 337738BJ6<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151446.00    | 0.00%             | 2027-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | Fiserv Inc                                                                            | CUSIP: 337738BK3<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77091.75     | 0.00%             | 2031-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | Fiserv Inc                                                                            | CUSIP: 337738BL1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152791.50    | 0.00%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | Fiserv Inc                                                                            | CUSIP: 337738BM9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150997.50    | 0.00%             | 2030-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | Fiserv Inc                                                                            | CUSIP: 337738BN7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149403.00    | 0.00%             | 2034-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | Fiserv Inc                                                                            | CUSIP: 337738BP2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149008.50    | 0.00%             | 2031-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | Fiserv Inc                                                                            | CUSIP: 337738BQ0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150561.00    | 0.00%             | 2035-08-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                 | FirstEnergy Corp                                                                      | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248795.00    | 0.00%             | 2027-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                 | FirstEnergy Corp                                                                      | CUSIP: 337932AJ6<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    125000 | PA      | $111120.00    | 0.00%             | 2047-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                 | FirstEnergy Corp                                                                      | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     75000 | PA      | $69846.75     | 0.00%             | 2030-03-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                 | FirstEnergy Corp                                                                      | CUSIP: 337932AM9<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $70157.00     | 0.00%             | 2050-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                 | FirstEnergy Corp                                                                      | CUSIP: 337932AP2<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     75000 | PA      | $68043.00     | 0.00%             | 2030-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                                                         | Flex Ltd                                                                              | CUSIP: 33938XAA3<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    100000 | PA      | $101403.00    | 0.00%             | 2029-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                                                         | Flex Ltd                                                                              | CUSIP: 33938XAB1<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    100000 | PA      | $101612.00    | 0.00%             | 2030-05-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                                                         | Flex Ltd                                                                              | CUSIP: 33938XAE5<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    100000 | PA      | $103331.00    | 0.00%             | 2028-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                                                         | Flex Ltd                                                                              | CUSIP: 33938XAF2<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    100000 | PA      | $102214.00    | 0.00%             | 2032-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                              | CUSIP: 341081EQ6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53670.50     | 0.00%             | 2034-04-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                              | CUSIP: 341081ET0<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76998.75     | 0.00%             | 2035-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                              | CUSIP: 341081EV5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107707.00    | 0.00%             | 2037-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                              | CUSIP: 341081FA0<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    100000 | PA      | $109574.00    | 0.00%             | 2038-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                              | CUSIP: 341081FB8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    100000 | PA      | $108917.00    | 0.00%             | 2039-04-01      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                              | CUSIP: 341081FC6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     75000 | PA      | $79820.25     | 0.00%             | 2040-03-01      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                              | CUSIP: 341081FD4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75651.00     | 0.00%             | 2041-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                              | CUSIP: 341081FF9<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87980.00     | 0.00%             | 2042-02-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                              | CUSIP: 341081FG7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86743.00     | 0.00%             | 2042-06-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                              | CUSIP: 341081FH5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83694.00     | 0.00%             | 2042-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                              | CUSIP: 341081FL6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    150000 | PA      | $126357.00    | 0.00%             | 2044-10-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                              | CUSIP: 341081FP7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78334.00     | 0.00%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                              | CUSIP: 341081FQ5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    200000 | PA      | $163192.00    | 0.00%             | 2048-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                              | CUSIP: 341081FR3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    150000 | PA      | $125286.00    | 0.00%             | 2048-06-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                              | CUSIP: 341081FU6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81032.00     | 0.00%             | 2049-03-01      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                              | CUSIP: 341081FX0<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    100000 | PA      | $70071.00     | 0.00%             | 2049-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                              | CUSIP: 341081GE1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    200000 | PA      | $130566.00    | 0.00%             | 2051-12-04      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                              | CUSIP: 341081GG6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    300000 | PA      | $272001.00    | 0.00%             | 2032-02-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                              | CUSIP: 341081GK7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    175000 | PA      | $179532.50    | 0.00%             | 2028-04-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                              | CUSIP: 341081GL5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156175.50    | 0.00%             | 2033-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                              | CUSIP: 341081GM3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98196.00     | 0.00%             | 2053-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                              | CUSIP: 341081GN1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101290.00    | 0.00%             | 2028-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                              | CUSIP: 341081GP6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102234.00    | 0.00%             | 2030-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                              | CUSIP: 341081GQ4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153718.50    | 0.00%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                              | CUSIP: 341081GT8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156045.00    | 0.00%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                              | CUSIP: 341081GU5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    150000 | PA      | $157989.00    | 0.00%             | 2034-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                              | CUSIP: 341081GV3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153376.50    | 0.00%             | 2054-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                              | CUSIP: 341081GX9<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102785.00    | 0.00%             | 2034-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                              | CUSIP: 341081GY7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    175000 | PA      | $182068.25    | 0.00%             | 2055-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                              | CUSIP: 341081GZ4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    150000 | PA      | $157333.50    | 0.00%             | 2065-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                          | Duke Energy Florida LLC                                                               | CUSIP: 341099CH0<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    150000 | PA      | $168562.50    | 0.00%             | 2037-09-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                          | Duke Energy Florida LLC                                                               | CUSIP: 341099CL1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    200000 | PA      | $226618.00    | 0.00%             | 2038-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                          | Duke Energy Florida LLC                                                               | CUSIP: 341099CR8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     75000 | PA      | $62549.25     | 0.00%             | 2042-11-15      | Fixed         | 3.85%                 | 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        |    400000 | PA      | $386990.80    | 0.01%             | 2027-07-01      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| State Board of Administration Finance Corp                                       | State Board of Administration Finance Corp.                                           | CUSIP: 341271AF1<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |    600000 | PA      | $554706.60    | 0.01%             | 2030-07-01      | Fixed         | 2.15%                 | 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        |    200000 | PA      | $213117.40    | 0.00%             | 2034-07-01      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| FLOWERS FOODS INC                                                                | Flowers Foods Inc                                                                     | CUSIP: 343498AC5<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89030.00     | 0.00%             | 2031-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| FLOWERS FOODS INC                                                                | Flowers Foods Inc                                                                     | CUSIP: 343498AD3<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95940.50     | 0.00%             | 2035-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FLOWERS FOODS INC                                                                | Flowers Foods Inc                                                                     | CUSIP: 343498AE1<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72419.25     | 0.00%             | 2055-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| FLOWSERVE CORPORATION                                                            | Flowserve Corp                                                                        | CUSIP: 34354PAF2<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143406.00    | 0.00%             | 2030-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FOMENTO ECONOMICO MEX                                                            | Fomento Economico Mexicano SAB de CV                                                  | CUSIP: 344419AC0<br>LEI: 549300A8MDWDJNMLV153 | Long             | DBT              | CORP              | MX        |    300000 | PA      | $223530.00    | 0.00%             | 2050-01-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Foothill-Eastern Transportation Corridor Agency                                  | Foothill-Eastern Transportation Corridor Agency                                       | CUSIP: 345105JG6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $77105.30     | 0.00%             | 2053-01-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| FORD FOUNDATION/THE                                                              | Ford Foundation/The                                                                   | CUSIP: 34531XAB0<br>LEI: 54930013YZ3DULPNNT44 | Long             | DBT              | CORP              | US        |    125000 | PA      | $77562.50     | 0.00%             | 2050-06-01      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                               | Ford Motor Co                                                                         | CUSIP: 345370BR0<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     50000 | PA      | $54151.50     | 0.00%             | 2046-11-01      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                               | Ford Motor Co                                                                         | CUSIP: 345370BY5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     75000 | PA      | $79550.25     | 0.00%             | 2028-10-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                               | Ford Motor Co                                                                         | CUSIP: 345370CA6<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    175000 | PA      | $193868.50    | 0.00%             | 2031-07-16      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                               | Ford Motor Co                                                                         | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    400000 | PA      | $322240.00    | 0.01%             | 2043-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                               | Ford Motor Co                                                                         | CUSIP: 345370CR9<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    245000 | PA      | $244377.70    | 0.00%             | 2026-12-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                               | Ford Motor Co                                                                         | CUSIP: 345370CS7<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    200000 | PA      | $169056.00    | 0.00%             | 2046-12-08      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                               | Ford Motor Co                                                                         | CUSIP: 345370CX6<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    100000 | PA      | $116221.00    | 0.00%             | 2030-04-22      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                               | Ford Motor Co                                                                         | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    500000 | PA      | $439845.00    | 0.01%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                               | Ford Motor Co                                                                         | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    300000 | PA      | $309306.00    | 0.01%             | 2032-08-19      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                              | CUSIP: 345397A45<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199060.00    | 0.00%             | 2027-01-09      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                              | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198014.00    | 0.00%             | 2027-08-17      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                              | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    225000 | PA      | $212141.25    | 0.00%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                              | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191882.00    | 0.00%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDI                                                                 | Ford Motor Credit Co LLC                                                              | CUSIP: 345397B69<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182894.00    | 0.00%             | 2031-06-17      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                              | CUSIP: 345397B93<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187170.00    | 0.00%             | 2029-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                              | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    245000 | PA      | $245624.75    | 0.00%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                              | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    250000 | PA      | $261115.00    | 0.00%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                              | CUSIP: 345397C68<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $214820.00    | 0.00%             | 2030-03-06      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                              | CUSIP: 345397C92<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    250000 | PA      | $260642.50    | 0.00%             | 2028-05-12      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                              | CUSIP: 345397D42<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $214804.00    | 0.00%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                              | CUSIP: 345397D59<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    225000 | PA      | $235660.50    | 0.00%             | 2028-11-07      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                              | CUSIP: 345397D67<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    225000 | PA      | $242574.75    | 0.00%             | 2033-11-07      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                              | CUSIP: 345397D83<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202496.00    | 0.00%             | 2027-03-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                              | CUSIP: 345397E25<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205504.00    | 0.00%             | 2031-03-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                              | CUSIP: 345397E58<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    300000 | PA      | $306030.00    | 0.01%             | 2029-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                              | CUSIP: 345397E66<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    400000 | PA      | $406908.00    | 0.01%             | 2034-03-08      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                              | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253577.50    | 0.00%             | 2027-05-17      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                              | CUSIP: 345397F81<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200978.00    | 0.00%             | 2026-11-05      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                              | CUSIP: 345397G23<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200998.00    | 0.00%             | 2029-09-06      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                              | CUSIP: 345397G31<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204920.00    | 0.00%             | 2031-11-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                              | CUSIP: 345397G49<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204828.00    | 0.00%             | 2029-11-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                              | CUSIP: 345397G56<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208226.00    | 0.00%             | 2035-02-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                              | CUSIP: 345397G72<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204560.00    | 0.00%             | 2028-03-20      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                              | CUSIP: 345397G98<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209550.00    | 0.00%             | 2032-03-19      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                              | CUSIP: 345397H48<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203584.00    | 0.00%             | 2030-09-05      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                              | CUSIP: 345397H89<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198942.00    | 0.00%             | 2035-10-31      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                              | CUSIP: 345397YT4<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196536.00    | 0.00%             | 2027-11-02      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                              | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    225000 | PA      | $224745.75    | 0.00%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| FORTINET INC                                                                     | Fortinet Inc                                                                          | CUSIP: 34959EAB5<br>LEI: 549300O0QJWDBAS0QX03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89881.00     | 0.00%             | 2031-03-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| FORTIVE CORPORATION                                                              | Fortive Corp                                                                          | CUSIP: 34959JAH1<br>LEI: 549300MU9YQJYHDQEF63 | Long             | DBT              | CORP              | US        |     80000 | PA      | $67534.40     | 0.00%             | 2046-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS INNOVATIO                                                         | Fortune Brands Innovations Inc                                                        | CUSIP: 34964CAE6<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96385.00     | 0.00%             | 2029-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS INNOVATIO                                                         | Fortune Brands Innovations Inc                                                        | CUSIP: 34964CAF3<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96040.00     | 0.00%             | 2032-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS INNOVATIO                                                         | Fortune Brands Innovations Inc                                                        | CUSIP: 34964CAG1<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81992.00     | 0.00%             | 2052-03-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS INNOVATIO                                                         | Fortune Brands Innovations Inc                                                        | CUSIP: 34964CAH9<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106201.00    | 0.00%             | 2033-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                                                         | Fox Corp                                                                              | CUSIP: 35137LAH8<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    400000 | PA      | $406092.00    | 0.01%             | 2029-01-25      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                                                         | Fox Corp                                                                              | CUSIP: 35137LAJ4<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202878.00    | 0.00%             | 2039-01-25      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                                                         | Fox Corp                                                                              | CUSIP: 35137LAK1<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    300000 | PA      | $293025.00    | 0.01%             | 2049-01-25      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                                                         | Fox Corp                                                                              | CUSIP: 35137LAL9<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97429.00     | 0.00%             | 2030-04-08      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                                                         | Fox Corp                                                                              | CUSIP: 35137LAN5<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    200000 | PA      | $221892.00    | 0.00%             | 2033-10-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                                        | Orange SA                                                                             | CUSIP: 35177PAL1<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    475000 | PA      | $575253.50    | 0.01%             | 2031-03-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                                        | Orange SA                                                                             | CUSIP: 35177PAX5<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    150000 | PA      | $149032.50    | 0.00%             | 2042-01-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FRANCISCAN HEALTH SYS                                                            | Franciscan Missionaries of Our Lady Health System Inc                                 | CUSIP: 351837AA7<br>LEI: 254900OPFK0OOKZFLV35 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39189.50     | 0.00%             | 2049-07-01      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| FRANKLIN BSP CAPITAL CO                                                          | Franklin BSP Capital Corp                                                             | CUSIP: 35250VAB0<br>LEI: 549300KJEVMKATLINB36 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51649.00     | 0.00%             | 2029-06-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| FRANKLIN BSP CAPITAL CO                                                          | Franklin BSP Capital Corp                                                             | CUSIP: 35250VAC8<br>LEI: 549300KJEVMKATLINB36 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49475.50     | 0.00%             | 2030-10-02      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FRANKLIN RESOURCES INC                                                           | Franklin Resources Inc                                                                | CUSIP: 354613AL5<br>LEI: RIFQSET379FOGTEFKS80 | Long             | DBT              | CORP              | US        |    150000 | PA      | $132787.50    | 0.00%             | 2030-10-30      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| FRANKLIN RESOURCES INC                                                           | Franklin Resources Inc                                                                | CUSIP: 354613AM3<br>LEI: RIFQSET379FOGTEFKS80 | Long             | DBT              | CORP              | US        |    100000 | PA      | $64340.00     | 0.00%             | 2051-08-12      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| FRED HUTCH CNCR CTR                                                              | Fred Hutchinson Cancer Center                                                         | CUSIP: 35561RAA5<br>LEI: 549300ESFMVM81MJ8C69 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46256.50     | 0.00%             | 2052-01-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                             | Freeport-McMoRan Inc                                                                  | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    300000 | PA      | $292491.00    | 0.01%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                             | Freeport-McMoRan Inc                                                                  | CUSIP: 35671DBJ3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103935.00    | 0.00%             | 2034-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                             | Freeport-McMoRan Inc                                                                  | CUSIP: 35671DCC7<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150268.50    | 0.00%             | 2027-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                             | Freeport-McMoRan Inc                                                                  | CUSIP: 35671DCD5<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101679.00    | 0.00%             | 2029-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                             | Freeport-McMoRan Inc                                                                  | CUSIP: 35671DCE3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99824.00     | 0.00%             | 2028-03-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                             | Freeport-McMoRan Inc                                                                  | CUSIP: 35671DCF0<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74701.50     | 0.00%             | 2030-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                             | Freeport-McMoRan Inc                                                                  | CUSIP: 35671DCH6<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201306.00    | 0.00%             | 2030-08-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                        | GATX Corp                                                                             | CUSIP: 361448AU7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71572.50     | 0.00%             | 2044-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                        | GATX Corp                                                                             | CUSIP: 361448AZ6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49777.00     | 0.00%             | 2027-03-30      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                        | GATX Corp                                                                             | CUSIP: 361448BA0<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147874.50    | 0.00%             | 2028-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                        | GATX Corp                                                                             | CUSIP: 361448BC6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75720.75     | 0.00%             | 2028-11-07      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                        | GATX Corp                                                                             | CUSIP: 361448BE2<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152182.50    | 0.00%             | 2029-04-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                        | GATX Corp                                                                             | CUSIP: 361448BF9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98673.00     | 0.00%             | 2030-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                        | GATX Corp                                                                             | CUSIP: 361448BG7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88003.00     | 0.00%             | 2031-06-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                        | GATX Corp                                                                             | CUSIP: 361448BH5<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    100000 | PA      | $64917.00     | 0.00%             | 2051-06-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                        | GATX Corp                                                                             | CUSIP: 361448BJ1<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70105.50     | 0.00%             | 2032-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                        | GATX Corp                                                                             | CUSIP: 361448BK8<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75566.25     | 0.00%             | 2033-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                        | GATX Corp                                                                             | CUSIP: 361448BL6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78144.75     | 0.00%             | 2033-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                        | GATX Corp                                                                             | CUSIP: 361448BM4<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107193.00    | 0.00%             | 2034-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                        | GATX Corp                                                                             | CUSIP: 361448BN2<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    100000 | PA      | $113120.00    | 0.00%             | 2034-05-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                        | GATX Corp                                                                             | CUSIP: 361448BR3<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77080.50     | 0.00%             | 2054-06-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                        | GATX Corp                                                                             | CUSIP: 361448BS1<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103355.00    | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GE CAPITAL INTL FUNDING                                                          | GE Capital International Funding Co Unlimited Co                                      | CUSIP: 36164QNA2<br>LEI: 549300G6UZOB126GBY72 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $197682.00    | 0.00%             | 2035-11-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 36176WYH8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    192735 | PA      | $188741.01    | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 36176XPW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     64298 | PA      | $59688.16     | 0.00%             | 2042-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 36177N7C8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    105421 | PA      | $97862.47     | 0.00%             | 2042-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 36178C6M0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    101527 | PA      | $96195.37     | 0.00%             | 2042-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 36178EDE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    142827 | PA      | $132437.35    | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 36178EDM8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     47194 | PA      | $43761.59     | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 36178GFN9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     28768 | PA      | $27261.72     | 0.00%             | 2042-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 36178GFP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     63133 | PA      | $59827.32     | 0.00%             | 2042-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 36178NF95<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    209687 | PA      | $194652.40    | 0.00%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179M2Q2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    388994 | PA      | $368779.60    | 0.01%             | 2043-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179M4J6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16934 | PA      | $16683.21     | 0.00%             | 2028-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179M5K2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     63201 | PA      | $56785.26     | 0.00%             | 2043-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179M5L0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    223844 | PA      | $207999.05    | 0.00%             | 2043-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179M5M8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    190607 | PA      | $180630.79    | 0.00%             | 2043-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179MAG5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4822 | PA      | $4781.04      | 0.00%             | 2027-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179MCZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    299711 | PA      | $284135.62    | 0.01%             | 2042-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179ME30<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     53167 | PA      | $50403.71     | 0.00%             | 2042-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179MG53<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    385056 | PA      | $365045.64    | 0.01%             | 2042-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179MK74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    354177 | PA      | $335771.41    | 0.01%             | 2042-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179MKL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7316 | PA      | $7227.21      | 0.00%             | 2027-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179MKM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     19383 | PA      | $19201.36     | 0.00%             | 2027-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179MNG1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    705511 | PA      | $655958.67    | 0.01%             | 2042-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179MNH9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    540383 | PA      | $512300.67    | 0.01%             | 2042-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179MNJ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    252695 | PA      | $247562.08    | 0.00%             | 2042-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179MQN3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    192809 | PA      | $179267.00    | 0.00%             | 2042-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179MQP8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     74824 | PA      | $70935.92     | 0.00%             | 2042-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179MSX9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    378834 | PA      | $359147.13    | 0.01%             | 2042-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179MSY7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    116549 | PA      | $114181.92    | 0.00%             | 2042-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179MVR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    734987 | PA      | $683364.01    | 0.01%             | 2042-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179MX39<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    241582 | PA      | $224614.02    | 0.00%             | 2043-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179MX47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     58728 | PA      | $55676.46     | 0.00%             | 2043-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179N2K3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    446819 | PA      | $437236.74    | 0.01%             | 2044-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179NBA5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    636922 | PA      | $591837.73    | 0.01%             | 2043-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179NBB3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    330617 | PA      | $313311.80    | 0.01%             | 2043-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179NBC1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    239153 | PA      | $234295.16    | 0.00%             | 2043-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179NDQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    214641 | PA      | $199447.60    | 0.00%             | 2043-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179NDR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    505051 | PA      | $478615.60    | 0.01%             | 2043-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179NF60<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    525735 | PA      | $488521.36    | 0.01%             | 2043-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179NF86<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    176683 | PA      | $173093.93    | 0.00%             | 2043-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179NFE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13394 | PA      | $13243.13     | 0.00%             | 2028-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179NH92<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     86044 | PA      | $79953.86     | 0.00%             | 2043-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179NJA7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    412469 | PA      | $390879.61    | 0.01%             | 2043-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179NKP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11442 | PA      | $11248.28     | 0.00%             | 2028-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179NLC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    201817 | PA      | $187531.61    | 0.00%             | 2043-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179NLD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    279309 | PA      | $264689.97    | 0.00%             | 2043-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179NLE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    204243 | PA      | $199862.70    | 0.00%             | 2043-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179NNA2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    507764 | PA      | $481187.01    | 0.01%             | 2043-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179NNC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    110451 | PA      | $110646.12    | 0.00%             | 2043-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179NQ35<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     98727 | PA      | $91739.10     | 0.00%             | 2043-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179NQ50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    143943 | PA      | $140856.49    | 0.00%             | 2043-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179NTE8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     65560 | PA      | $64153.56     | 0.00%             | 2043-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179NVM7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     55491 | PA      | $51563.53     | 0.00%             | 2043-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179NX52<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    439292 | PA      | $416299.05    | 0.01%             | 2044-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179Q6P1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    279478 | PA      | $262563.51    | 0.00%             | 2045-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179QBG5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    103638 | PA      | $100867.53    | 0.00%             | 2044-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179QBL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    104658 | PA      | $110802.82    | 0.00%             | 2044-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179QDY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    121621 | PA      | $115133.96    | 0.00%             | 2044-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179QGC9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     86758 | PA      | $82130.83     | 0.00%             | 2044-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179QGE5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    165703 | PA      | $165994.87    | 0.00%             | 2044-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179QJR3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    143534 | PA      | $132390.60    | 0.00%             | 2044-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179QJS1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    355256 | PA      | $336307.63    | 0.01%             | 2044-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179QJT9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    139750 | PA      | $136013.66    | 0.00%             | 2044-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179QPG0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    131216 | PA      | $124216.92    | 0.00%             | 2044-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179QPH8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    258564 | PA      | $251651.07    | 0.00%             | 2044-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179QPJ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     39444 | PA      | $39497.37     | 0.00%             | 2044-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179QRY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    291453 | PA      | $275907.97    | 0.00%             | 2044-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179QT43<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    128913 | PA      | $122036.85    | 0.00%             | 2044-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179QT50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    114523 | PA      | $111461.13    | 0.00%             | 2044-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179QT84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     90463 | PA      | $94529.97     | 0.00%             | 2044-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179QWD9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     52908 | PA      | $48800.43     | 0.00%             | 2044-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179QWE7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     94406 | PA      | $89370.67     | 0.00%             | 2044-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179QYS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     47680 | PA      | $45137.15     | 0.00%             | 2045-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179R4D8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    298943 | PA      | $273430.10    | 0.00%             | 2046-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179R4E6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    322056 | PA      | $302510.70    | 0.01%             | 2046-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179R7J2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    330653 | PA      | $310586.14    | 0.01%             | 2046-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179R7K9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    130418 | PA      | $126800.86    | 0.00%             | 2046-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179RBX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    764129 | PA      | $717883.71    | 0.01%             | 2045-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179RD71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    115931 | PA      | $108914.80    | 0.00%             | 2045-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179RF95<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    184700 | PA      | $173521.93    | 0.00%             | 2045-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179RJD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    831813 | PA      | $763127.99    | 0.01%             | 2045-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179RJH3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    144441 | PA      | $148332.04    | 0.00%             | 2045-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179RLP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     98157 | PA      | $92216.85     | 0.00%             | 2045-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179RLQ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    206435 | PA      | $200708.39    | 0.00%             | 2045-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179RNW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    205199 | PA      | $192779.94    | 0.00%             | 2045-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179RNY1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7048 | PA      | $7057.14      | 0.00%             | 2045-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179RQ28<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    654834 | PA      | $615202.97    | 0.01%             | 2045-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179RQ36<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    189154 | PA      | $183907.43    | 0.00%             | 2045-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179RQZ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    694778 | PA      | $637407.78    | 0.01%             | 2045-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179RS83<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    770829 | PA      | $707179.30    | 0.01%             | 2045-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179RVB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    639980 | PA      | $601248.09    | 0.01%             | 2045-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179RVC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    296868 | PA      | $288633.00    | 0.01%             | 2045-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179RXD6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    818174 | PA      | $768657.57    | 0.01%             | 2046-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179RXF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    114807 | PA      | $114961.38    | 0.00%             | 2046-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179RZU6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    101152 | PA      | $98345.72     | 0.00%             | 2046-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179RZW2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     65192 | PA      | $66941.54     | 0.00%             | 2046-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179S2P1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     73900 | PA      | $69420.64     | 0.00%             | 2047-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179S2Q9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    115308 | PA      | $111542.17    | 0.00%             | 2047-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179S4H7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15915 | PA      | $15381.38     | 0.00%             | 2032-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179S5K9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     61917 | PA      | $56597.94     | 0.00%             | 2047-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179S5L7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    172495 | PA      | $162038.38    | 0.00%             | 2047-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179S5M5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    151545 | PA      | $146595.09    | 0.00%             | 2047-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179SB71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    343495 | PA      | $314179.80    | 0.01%             | 2046-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179SB89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     84263 | PA      | $79149.40     | 0.00%             | 2046-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179SCB1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     68873 | PA      | $70721.38     | 0.00%             | 2046-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179SEG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    722177 | PA      | $660543.06    | 0.01%             | 2046-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179SEH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1019863 | PA      | $957969.08    | 0.02%             | 2046-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179SEJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     97214 | PA      | $94232.63     | 0.00%             | 2046-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179SGK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    342865 | PA      | $313603.56    | 0.01%             | 2046-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179SJS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    185289 | PA      | $169475.94    | 0.00%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179SJU2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    130788 | PA      | $127160.10    | 0.00%             | 2046-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179SKZ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     36879 | PA      | $35747.69     | 0.00%             | 2031-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179SLR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    712521 | PA      | $651711.40    | 0.01%             | 2046-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179SLS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     50646 | PA      | $47572.13     | 0.00%             | 2046-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179SLV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     74215 | PA      | $76208.69     | 0.00%             | 2046-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179SNU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1138149 | PA      | $1041014.58   | 0.02%             | 2046-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179SNV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    200222 | PA      | $188070.70    | 0.00%             | 2046-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179SQU4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    151051 | PA      | $133557.38    | 0.00%             | 2046-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179SQV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1045180 | PA      | $955980.30    | 0.02%             | 2046-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179SQW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1164533 | PA      | $1093859.75   | 0.02%             | 2046-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179SQY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    182600 | PA      | $182921.75    | 0.00%             | 2046-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179SRW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     36980 | PA      | $35800.59     | 0.00%             | 2031-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179SSN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     67108 | PA      | $59335.78     | 0.00%             | 2046-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179SSP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    324146 | PA      | $296482.12    | 0.01%             | 2046-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179SSR9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    343721 | PA      | $333179.13    | 0.01%             | 2046-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179ST23<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17689 | PA      | $17123.81     | 0.00%             | 2032-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179SUT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     60723 | PA      | $53690.32     | 0.00%             | 2047-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179SUU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    571524 | PA      | $522748.03    | 0.01%             | 2047-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179SUV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    251584 | PA      | $236315.60    | 0.00%             | 2047-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179SUW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    160966 | PA      | $156029.20    | 0.00%             | 2047-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179SWV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     75358 | PA      | $66630.52     | 0.00%             | 2047-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179SWW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    212967 | PA      | $195064.33    | 0.00%             | 2047-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179SYR2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     94297 | PA      | $86249.74     | 0.00%             | 2047-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179SYS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     28355 | PA      | $26635.93     | 0.00%             | 2047-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179T3H6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     42281 | PA      | $41674.57     | 0.00%             | 2033-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179T4N2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     90932 | PA      | $85259.83     | 0.00%             | 2048-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179T4Q5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    152725 | PA      | $151948.88    | 0.00%             | 2048-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179T7K5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    317579 | PA      | $307007.10    | 0.01%             | 2048-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179T7L3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    128014 | PA      | $127363.68    | 0.00%             | 2048-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179TAK1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    593894 | PA      | $557892.88    | 0.01%             | 2047-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179TAL9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    266505 | PA      | $257800.05    | 0.00%             | 2047-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179TAN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8531 | PA      | $8743.11      | 0.00%             | 2047-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179TC29<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     41127 | PA      | $41983.59     | 0.00%             | 2047-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179TCW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     69957 | PA      | $63947.44     | 0.00%             | 2047-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179TCX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    392403 | PA      | $368616.21    | 0.01%             | 2047-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179TCY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    310901 | PA      | $300745.87    | 0.01%             | 2047-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179TCZ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     89170 | PA      | $89093.50     | 0.00%             | 2047-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179TEY7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     85852 | PA      | $78476.58     | 0.00%             | 2047-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179TF83<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     43427 | PA      | $42909.02     | 0.00%             | 2032-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179TG41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1276505 | PA      | $1199125.44   | 0.02%             | 2047-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179TG58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    599886 | PA      | $580291.94    | 0.01%             | 2047-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179TJX4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    774422 | PA      | $727477.84    | 0.01%             | 2047-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179TJZ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     43843 | PA      | $43694.23     | 0.00%             | 2047-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179TLR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     79688 | PA      | $72895.38     | 0.00%             | 2047-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179TLS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    845073 | PA      | $793845.97    | 0.01%             | 2047-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179TLU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     29043 | PA      | $28944.46     | 0.00%             | 2047-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179TLV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16091 | PA      | $16426.29     | 0.00%             | 2047-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179TNQ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    409414 | PA      | $374242.82    | 0.01%             | 2047-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179TNR2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    525954 | PA      | $494071.08    | 0.01%             | 2047-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179TQN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    139569 | PA      | $127579.11    | 0.00%             | 2048-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179TQP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     69499 | PA      | $65285.93     | 0.00%             | 2048-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179TQQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    434994 | PA      | $420786.04    | 0.01%             | 2048-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179TSF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    214628 | PA      | $196190.06    | 0.00%             | 2048-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179TSG1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    580333 | PA      | $545153.90    | 0.01%             | 2048-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179TUA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    149880 | PA      | $140794.49    | 0.00%             | 2048-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179TV51<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    204239 | PA      | $191858.01    | 0.00%             | 2048-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179TV77<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    161676 | PA      | $161128.19    | 0.00%             | 2048-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179TXW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     59852 | PA      | $59649.13     | 0.00%             | 2048-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179TZ40<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    189446 | PA      | $177962.02    | 0.00%             | 2048-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179TZ65<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    231943 | PA      | $230763.78    | 0.00%             | 2048-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179U4A7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     71528 | PA      | $62515.02     | 0.00%             | 2049-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179U4B5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    600231 | PA      | $544718.49    | 0.01%             | 2049-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179U4C3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    555738 | PA      | $519478.14    | 0.01%             | 2049-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179U6T4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    104679 | PA      | $91391.93     | 0.00%             | 2049-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179U6U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1312327 | PA      | $1190145.39   | 0.02%             | 2049-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179U6V9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    239222 | PA      | $223613.50    | 0.00%             | 2049-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179UCB6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    320125 | PA      | $309467.71    | 0.01%             | 2048-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179UCC4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     92383 | PA      | $91913.83     | 0.00%             | 2048-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179UD82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    614503 | PA      | $576170.84    | 0.01%             | 2048-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179UD90<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    429155 | PA      | $414869.03    | 0.01%             | 2048-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179UEA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    117273 | PA      | $116677.20    | 0.00%             | 2048-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179UGB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    297421 | PA      | $278867.82    | 0.00%             | 2048-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179UGC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    344223 | PA      | $332764.05    | 0.01%             | 2048-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179UGD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     98849 | PA      | $98346.92     | 0.00%             | 2048-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179UH39<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    158201 | PA      | $148332.80    | 0.00%             | 2048-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179UH47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    128395 | PA      | $124121.11    | 0.00%             | 2048-12-20      | 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        |    484447 | PA      | $481984.96    | 0.01%             | 2048-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179UKX9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     82512 | PA      | $79764.75     | 0.00%             | 2049-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179UKY7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     60929 | PA      | $60619.60     | 0.00%             | 2049-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179UML3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    427415 | PA      | $413186.42    | 0.01%             | 2049-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179UMM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     65925 | PA      | $65589.45     | 0.00%             | 2049-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179UPA4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    212127 | PA      | $205065.53    | 0.00%             | 2049-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179UPB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    105171 | PA      | $104636.57    | 0.00%             | 2049-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179UQ47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     88757 | PA      | $83220.39     | 0.00%             | 2049-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179UQ54<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    128877 | PA      | $124196.54    | 0.00%             | 2049-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179UQ62<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    171147 | PA      | $170276.82    | 0.00%             | 2049-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179USS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     25670 | PA      | $23304.81     | 0.00%             | 2049-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179UST0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    176375 | PA      | $164866.83    | 0.00%             | 2049-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179USU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    298720 | PA      | $287872.15    | 0.01%             | 2049-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179USV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     57843 | PA      | $57549.27     | 0.00%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179UUH3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     54115 | PA      | $49466.43     | 0.00%             | 2049-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179UUK6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    213898 | PA      | $206129.80    | 0.00%             | 2049-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179UUL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     53458 | PA      | $53186.69     | 0.00%             | 2049-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179UV74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     98496 | PA      | $89341.60     | 0.00%             | 2049-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179UV82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    264098 | PA      | $246866.46    | 0.00%             | 2049-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179UV90<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    205878 | PA      | $198401.70    | 0.00%             | 2049-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179UWA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     53374 | PA      | $53102.51     | 0.00%             | 2049-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179UXS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    447492 | PA      | $406685.15    | 0.01%             | 2049-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179UXT4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    267734 | PA      | $250265.51    | 0.00%             | 2049-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179UXU1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     67804 | PA      | $65341.76     | 0.00%             | 2049-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179UZR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     87879 | PA      | $76744.36     | 0.00%             | 2049-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179UZS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    613594 | PA      | $556278.14    | 0.01%             | 2049-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179UZT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    527744 | PA      | $493310.90    | 0.01%             | 2049-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179UZU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     61859 | PA      | $59612.85     | 0.00%             | 2049-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179UZV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     22819 | PA      | $22703.37     | 0.00%             | 2049-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179V4U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4445049 | PA      | $3707767.04   | 0.07%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179V4V9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1983775 | PA      | $1725902.61   | 0.03%             | 2051-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179V7D6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5489571 | PA      | $4578226.98   | 0.08%             | 2051-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179V7E4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1660581 | PA      | $1443455.97   | 0.03%             | 2051-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179V7G9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    286245 | PA      | $267568.26    | 0.00%             | 2051-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179VBE9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    171604 | PA      | $149807.94    | 0.00%             | 2049-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179VBF6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    798943 | PA      | $724035.84    | 0.01%             | 2049-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179VBH2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    145983 | PA      | $140754.89    | 0.00%             | 2049-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179VDM9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    385224 | PA      | $336266.57    | 0.01%             | 2050-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179VDN7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    962329 | PA      | $871991.64    | 0.02%             | 2050-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179VDP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    332966 | PA      | $311241.09    | 0.01%             | 2050-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179VDR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     25620 | PA      | $25489.47     | 0.00%             | 2050-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179VFP0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    919793 | PA      | $833341.98    | 0.01%             | 2050-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179VFQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    131681 | PA      | $123089.00    | 0.00%             | 2050-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179VFR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    243496 | PA      | $234653.56    | 0.00%             | 2050-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179VFS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     77650 | PA      | $77255.07     | 0.00%             | 2050-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179VHS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    595216 | PA      | $538674.54    | 0.01%             | 2050-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179VHT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    215161 | PA      | $201122.64    | 0.00%             | 2050-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179VKL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1698509 | PA      | $1536873.96   | 0.03%             | 2050-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179VMB3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    250187 | PA      | $208864.02    | 0.00%             | 2050-05-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179VMC1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    221077 | PA      | $192475.71    | 0.00%             | 2050-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179VMD9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    688065 | PA      | $623012.39    | 0.01%             | 2050-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179VN22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1674766 | PA      | $1457967.74   | 0.03%             | 2050-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179VN30<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    890031 | PA      | $805780.66    | 0.01%             | 2050-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179VQS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2602869 | PA      | $2265726.96   | 0.04%             | 2050-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179VQT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    778053 | PA      | $704311.91    | 0.01%             | 2050-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179VQU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    134718 | PA      | $125928.04    | 0.00%             | 2050-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179VS50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    125301 | PA      | $119964.62    | 0.00%             | 2035-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179VSF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    424508 | PA      | $354260.92    | 0.01%             | 2050-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179VSG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2918373 | PA      | $2540139.41   | 0.05%             | 2050-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179VSH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1453878 | PA      | $1315916.48   | 0.02%             | 2050-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179VSJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    146845 | PA      | $137353.86    | 0.00%             | 2050-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179VTV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1469428 | PA      | $1226154.98   | 0.02%             | 2050-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179VTW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3099770 | PA      | $2697786.56   | 0.05%             | 2050-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179VTY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    123703 | PA      | $115707.21    | 0.00%             | 2050-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179VVX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1784916 | PA      | $1489273.97   | 0.03%             | 2050-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179VVY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2156932 | PA      | $1877050.33   | 0.03%             | 2050-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179VXX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2744570 | PA      | $2289763.95   | 0.04%             | 2050-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179VXY1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2840420 | PA      | $2471630.66   | 0.04%             | 2050-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179VZQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5546928 | PA      | $4627311.25   | 0.08%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179VZR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2883995 | PA      | $2506769.13   | 0.04%             | 2050-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179W2T4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1176662 | PA      | $980783.63    | 0.02%             | 2052-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179W2U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    811223 | PA      | $704703.51    | 0.01%             | 2052-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179W2V9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2592170 | PA      | $2340063.54   | 0.04%             | 2052-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179W2W7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1502301 | PA      | $1400144.99   | 0.02%             | 2052-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179W5A2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    191999 | PA      | $160037.23    | 0.00%             | 2052-05-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179W5B0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    749407 | PA      | $651004.76    | 0.01%             | 2052-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179W5C8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    450817 | PA      | $406972.29    | 0.01%             | 2052-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179W5D6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2699913 | PA      | $2512213.09   | 0.04%             | 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        |   1206402 | PA      | $1155203.88   | 0.02%             | 2052-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179W7L6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    453529 | PA      | $421964.01    | 0.01%             | 2052-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179W7M4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1435519 | PA      | $1374596.65   | 0.02%             | 2052-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179WBW7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    203691 | PA      | $163205.57    | 0.00%             | 2051-03-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179WBX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3150624 | PA      | $2627514.72   | 0.05%             | 2051-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179WBY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1334284 | PA      | $1159761.67   | 0.02%             | 2051-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179WCU0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     92070 | PA      | $86626.52     | 0.00%             | 2036-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179WDP0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    344129 | PA      | $275495.22    | 0.00%             | 2051-04-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179WDQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5032092 | PA      | $4196496.23   | 0.07%             | 2051-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179WDT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    222591 | PA      | $208203.55    | 0.00%             | 2051-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179WFF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2187675 | PA      | $1824361.13   | 0.03%             | 2051-05-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179WFG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2839493 | PA      | $2467827.87   | 0.04%             | 2051-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179WFH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1400125 | PA      | $1265018.67   | 0.02%             | 2051-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179WG28<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2216624 | PA      | $1848458.33   | 0.03%             | 2051-06-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179WG36<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3219756 | PA      | $2798168.20   | 0.05%             | 2051-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179WG44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    777679 | PA      | $702576.24    | 0.01%             | 2051-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179WG51<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    312640 | PA      | $292432.02    | 0.01%             | 2051-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179WHX9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    101984 | PA      | $95953.93     | 0.00%             | 2036-07-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179WJQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1947383 | PA      | $1623897.51   | 0.03%             | 2051-07-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179WJR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2355050 | PA      | $2046575.32   | 0.04%             | 2051-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179WJS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1004144 | PA      | $907093.07    | 0.02%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179WLN6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2443794 | PA      | $2037800.46   | 0.04%             | 2051-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179WLP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2402870 | PA      | $2088020.63   | 0.04%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179WLQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    625822 | PA      | $565287.77    | 0.01%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179WND6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1971060 | PA      | $1643563.38   | 0.03%             | 2051-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179WNE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2922886 | PA      | $2539762.72   | 0.05%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179WNF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    942484 | PA      | $851246.57    | 0.02%             | 2051-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179WP85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    147343 | PA      | $116945.86    | 0.00%             | 2051-10-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179WP93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2521818 | PA      | $2102761.60   | 0.04%             | 2051-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179WPD4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    163426 | PA      | $153763.55    | 0.00%             | 2036-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179WQA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2717911 | PA      | $2361529.15   | 0.04%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179WR26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2814739 | PA      | $2445530.24   | 0.04%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179WRZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3383448 | PA      | $2821145.68   | 0.05%             | 2051-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179WTX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1895837 | PA      | $1580726.74   | 0.03%             | 2051-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179WTY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4074347 | PA      | $3539915.61   | 0.06%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179WVT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2243391 | PA      | $1870468.34   | 0.03%             | 2052-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179WVU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2840967 | PA      | $2468186.10   | 0.04%             | 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        |    349213 | PA      | $315299.79    | 0.01%             | 2052-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179WXH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1277017 | PA      | $1064433.06   | 0.02%             | 2052-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179WXJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1099180 | PA      | $954898.40    | 0.02%             | 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        |   3575433 | PA      | $3227931.41   | 0.06%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179WY85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    697926 | PA      | $581742.68    | 0.01%             | 2052-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179WY93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2851275 | PA      | $2476882.51   | 0.04%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179WZA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2173677 | PA      | $1962271.80   | 0.03%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179WZB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    371089 | PA      | $345347.64    | 0.01%             | 2052-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179X2K1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    895773 | PA      | $899963.18    | 0.02%             | 2053-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179X2L9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    594326 | PA      | $603720.51    | 0.01%             | 2053-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179X5G7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1823111 | PA      | $1828878.67   | 0.03%             | 2053-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179X5H5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3288577 | PA      | $3340161.63   | 0.06%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179X5J1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    593707 | PA      | $608814.78    | 0.01%             | 2053-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179X5K8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    206672 | PA      | $213356.34    | 0.00%             | 2053-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179XBT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1307613 | PA      | $1252119.19   | 0.02%             | 2052-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179XBU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2303946 | PA      | $2271533.91   | 0.04%             | 2052-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179XDC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    755621 | PA      | $703031.44    | 0.01%             | 2052-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179XDD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    387759 | PA      | $371303.17    | 0.01%             | 2052-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179XDE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1614386 | PA      | $1590336.97   | 0.03%             | 2052-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179XDF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1620957 | PA      | $1629608.24   | 0.03%             | 2052-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179XFG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    864202 | PA      | $827526.64    | 0.01%             | 2052-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179XFH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1378554 | PA      | $1359025.27   | 0.02%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179XFJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    963668 | PA      | $969953.62    | 0.02%             | 2052-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179XHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2655600 | PA      | $2545255.11   | 0.05%             | 2052-10-20      | 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        |   2108144 | PA      | $2076089.72   | 0.04%             | 2052-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179XHZ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1488230 | PA      | $1497478.58   | 0.03%             | 2052-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179XLH7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1375535 | PA      | $1382343.33   | 0.02%             | 2052-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179XLJ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    652384 | PA      | $663535.37    | 0.01%             | 2052-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179XNG7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1338399 | PA      | $1361104.28   | 0.02%             | 2052-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179XNH5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    527108 | PA      | $542727.80    | 0.01%             | 2052-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179XQ25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     56837 | PA      | $59041.45     | 0.00%             | 2053-01-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179XQW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    753522 | PA      | $757154.55    | 0.01%             | 2053-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179XQX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1336085 | PA      | $1358580.55   | 0.02%             | 2053-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179XQY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1120895 | PA      | $1153922.10   | 0.02%             | 2053-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179XQZ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    348834 | PA      | $360441.86    | 0.01%             | 2053-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179XTC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1003745 | PA      | $1008453.59   | 0.02%             | 2053-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179XTD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    611134 | PA      | $621423.67    | 0.01%             | 2053-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179XVR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1942023 | PA      | $1911595.10   | 0.03%             | 2053-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179XVS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1167610 | PA      | $1171878.95   | 0.02%             | 2053-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179XVU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    785796 | PA      | $805791.73    | 0.01%             | 2053-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179XX50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1816701 | PA      | $1824779.73   | 0.03%             | 2053-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179XX84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    641445 | PA      | $662189.24    | 0.01%             | 2053-04-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179Y2L7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    335021 | PA      | $338909.31    | 0.01%             | 2054-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179Y2M5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    770056 | PA      | $785369.70    | 0.01%             | 2054-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179Y2N3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    106467 | PA      | $109573.08    | 0.00%             | 2054-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179Y5J9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    964887 | PA      | $944940.15    | 0.02%             | 2054-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179Y5K6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    611456 | PA      | $611648.68    | 0.01%             | 2054-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179Y5L4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    922774 | PA      | $934085.12    | 0.02%             | 2054-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179Y5M2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    490288 | PA      | $500037.69    | 0.01%             | 2054-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179Y5N0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    871573 | PA      | $896921.65    | 0.02%             | 2054-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179Y5P5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     85523 | PA      | $88135.42     | 0.00%             | 2054-08-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179YAQ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    451998 | PA      | $444662.93    | 0.01%             | 2053-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179YAR5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1341833 | PA      | $1348285.89   | 0.02%             | 2053-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179YAS3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1111097 | PA      | $1128390.26   | 0.02%             | 2053-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179YAT1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    538831 | PA      | $552542.68    | 0.01%             | 2053-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179YAU8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    172646 | PA      | $178229.19    | 0.00%             | 2053-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179YDH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    263148 | PA      | $258895.28    | 0.00%             | 2053-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179YDJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1268589 | PA      | $1272446.12   | 0.02%             | 2053-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179YDK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1134413 | PA      | $1152833.48   | 0.02%             | 2053-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179YDL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    596706 | PA      | $611889.50    | 0.01%             | 2053-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179YDM3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    228148 | PA      | $235525.90    | 0.00%             | 2053-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179YFK5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    763806 | PA      | $765940.00    | 0.01%             | 2053-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179YFL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1558284 | PA      | $1583115.93   | 0.03%             | 2053-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179YFM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1270188 | PA      | $1302509.37   | 0.02%             | 2053-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179YFN9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    546494 | PA      | $564167.72    | 0.01%             | 2053-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179YHR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    796117 | PA      | $798341.71    | 0.01%             | 2053-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179YHT4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    869893 | PA      | $892028.62    | 0.02%             | 2053-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179YHU1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    726866 | PA      | $750373.02    | 0.01%             | 2053-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179YHV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    305745 | PA      | $315657.09    | 0.01%             | 2053-10-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179YKR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    177531 | PA      | $178005.47    | 0.00%             | 2053-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179YKS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    785111 | PA      | $796921.70    | 0.01%             | 2053-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179YKT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    621801 | PA      | $637622.99    | 0.01%             | 2053-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179YKV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    175262 | PA      | $180943.62    | 0.00%             | 2053-11-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179YMH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2408409 | PA      | $2365658.52   | 0.04%             | 2053-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179YMJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1087199 | PA      | $1090102.85   | 0.02%             | 2053-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179YML5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    410890 | PA      | $421345.68    | 0.01%             | 2053-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179YMM3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    513303 | PA      | $529903.36    | 0.01%             | 2053-12-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179YMN1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     65643 | PA      | $67770.75     | 0.00%             | 2053-12-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179YMP6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     95012 | PA      | $98071.81     | 0.00%             | 2053-12-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179YPF5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    196756 | PA      | $197470.25    | 0.00%             | 2054-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179YPG3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    472701 | PA      | $479638.82    | 0.01%             | 2054-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179YPH1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    462118 | PA      | $473877.48    | 0.01%             | 2054-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179YPJ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    392292 | PA      | $404978.61    | 0.01%             | 2054-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179YPK4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    244505 | PA      | $252431.97    | 0.00%             | 2054-01-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179YRG1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    604017 | PA      | $605407.71    | 0.01%             | 2054-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179YRH9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    994383 | PA      | $1008978.02   | 0.02%             | 2054-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179YRJ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    597891 | PA      | $613105.38    | 0.01%             | 2054-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179YRK2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    186375 | PA      | $192402.63    | 0.00%             | 2054-02-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179YRL0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     79212 | PA      | $81736.70     | 0.00%             | 2054-02-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179YS54<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    877101 | PA      | $878202.48    | 0.02%             | 2054-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179YS88<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    262283 | PA      | $269979.02    | 0.00%             | 2054-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179YS96<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     50608 | PA      | $52206.64     | 0.00%             | 2054-03-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179YU44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    475210 | PA      | $465681.17    | 0.01%             | 2054-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179YU51<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    493772 | PA      | $494270.95    | 0.01%             | 2054-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179YU69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2588067 | PA      | $2617885.57   | 0.05%             | 2054-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179YU77<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1005913 | PA      | $1025916.65   | 0.02%             | 2054-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179YU85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     62688 | PA      | $64522.37     | 0.00%             | 2054-04-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179YU93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    145302 | PA      | $149789.51    | 0.00%             | 2054-04-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179YW59<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1439248 | PA      | $1456296.53   | 0.03%             | 2054-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179YW67<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1983911 | PA      | $2024238.98   | 0.04%             | 2054-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179YW75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    312573 | PA      | $321704.00    | 0.01%             | 2054-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179YW83<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     79354 | PA      | $81843.80     | 0.00%             | 2054-05-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179YYV0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    767111 | PA      | $767697.40    | 0.01%             | 2054-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179YYW8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    841107 | PA      | $850969.89    | 0.02%             | 2054-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179YYX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    694622 | PA      | $708435.96    | 0.01%             | 2054-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36179YYY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    407566 | PA      | $419454.40    | 0.01%             | 2054-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 3617MN5W9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     49200 | PA      | $44419.03     | 0.00%             | 2050-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36180AAD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1911785 | PA      | $1871966.80   | 0.03%             | 2054-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36180AAE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    324343 | PA      | $324206.37    | 0.01%             | 2054-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36180AAF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3619124 | PA      | $3662406.96   | 0.07%             | 2054-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36180AAG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    932804 | PA      | $951354.33    | 0.02%             | 2054-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36180AAH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    200434 | PA      | $206263.61    | 0.00%             | 2054-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36180AAJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     76363 | PA      | $78726.69     | 0.00%             | 2054-09-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36180AB93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1731051 | PA      | $1729990.95   | 0.03%             | 2054-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36180ACA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1114394 | PA      | $1126613.34   | 0.02%             | 2054-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36180ACB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    514151 | PA      | $524376.04    | 0.01%             | 2054-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36180ACC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    168256 | PA      | $173142.10    | 0.00%             | 2054-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 36180CYS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    119620 | PA      | $113344.30    | 0.00%             | 2043-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 36180NAR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     22680 | PA      | $21031.04     | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 36180SNG5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10632 | PA      | $9989.59      | 0.00%             | 2045-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 36181LUA4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     38674 | PA      | $36613.86     | 0.00%             | 2043-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                          | GLP Capital LP / GLP Financing II Inc                                                 | CUSIP: 361841AK5<br>LEI: N/A                  | Long             | DBT              |  | US        |    100000 | PA      | $102789.00    | 0.00%             | 2028-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                          | GLP Capital LP / GLP Financing II Inc                                                 | CUSIP: 361841AL3<br>LEI: N/A                  | Long             | DBT              |  | US        |    100000 | PA      | $102018.00    | 0.00%             | 2029-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                          | GLP Capital LP / GLP Financing II Inc                                                 | CUSIP: 361841AP4<br>LEI: N/A                  | Long             | DBT              |  | US        |    100000 | PA      | $97042.00     | 0.00%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                          | GLP Capital LP / GLP Financing II Inc                                                 | CUSIP: 361841AQ2<br>LEI: N/A                  | Long             | DBT              |  | US        |    200000 | PA      | $191880.00    | 0.00%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                          | GLP Capital LP / GLP Financing II Inc                                                 | CUSIP: 361841AR0<br>LEI: N/A                  | Long             | DBT              |  | US        |    100000 | PA      | $90489.00     | 0.00%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                          | GLP Capital LP / GLP Financing II Inc                                                 | CUSIP: 361841AS8<br>LEI: N/A                  | Long             | DBT              |  | US        |     75000 | PA      | $81370.50     | 0.00%             | 2033-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                          | GLP Capital LP / GLP Financing II Inc                                                 | CUSIP: 361841AT6<br>LEI: N/A                  | Long             | DBT              |  | US        |    150000 | PA      | $152130.00    | 0.00%             | 2034-09-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                          | GLP Capital LP / GLP Financing II Inc                                                 | CUSIP: 361841AU3<br>LEI: N/A                  | Long             | DBT              |  | US        |     75000 | PA      | $74811.00     | 0.00%             | 2054-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                          | GLP Capital LP / GLP Financing II Inc                                                 | CUSIP: 361841AV1<br>LEI: N/A                  | Long             | DBT              |  | US        |    100000 | PA      | $100471.00    | 0.00%             | 2033-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                          | GLP Capital LP / GLP Financing II Inc                                                 | CUSIP: 361841AW9<br>LEI: N/A                  | Long             | DBT              |  | US        |    150000 | PA      | $150043.50    | 0.00%             | 2037-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 36184HK37<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     32588 | PA      | $29818.11     | 0.00%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | Ally Financial Inc                                                                    | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    300000 | PA      | $341637.00    | 0.01%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 3618N5A25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    524645 | PA      | $513882.82    | 0.01%             | 2054-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 3618N5A33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2273721 | PA      | $2272335.11   | 0.04%             | 2054-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 3618N5A41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1625980 | PA      | $1643658.30   | 0.03%             | 2054-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 3618N5A58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    347186 | PA      | $354089.86    | 0.01%             | 2054-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 3618N5C23<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    389000 | PA      | $356845.65    | 0.01%             | 2054-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 3618N5C56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    952317 | PA      | $951443.01    | 0.02%             | 2054-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 3618N5C64<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1573315 | PA      | $1590275.10   | 0.03%             | 2054-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 3618N5C72<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    509721 | PA      | $519857.17    | 0.01%             | 2054-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 3618N5C98<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    106486 | PA      | $109748.52    | 0.00%             | 2054-12-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 3618N5ET2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    418181 | PA      | $409212.13    | 0.01%             | 2055-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 3618N5EU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    821219 | PA      | $820964.96    | 0.01%             | 2055-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 3618N5EW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    675882 | PA      | $689322.75    | 0.01%             | 2055-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 3618N5EX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    190826 | PA      | $196342.92    | 0.00%             | 2055-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 3618N5GN3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    182022 | PA      | $181901.49    | 0.00%             | 2055-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 3618N5GP8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    868621 | PA      | $877853.80    | 0.02%             | 2055-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 3618N5GQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    440164 | PA      | $448672.13    | 0.01%             | 2055-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 3618N5JE0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    452801 | PA      | $461553.23    | 0.01%             | 2055-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 3618N5KW8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1511247 | PA      | $1527311.17   | 0.03%             | 2055-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 3618N5KX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1758476 | PA      | $1792466.64   | 0.03%             | 2055-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 3618N5KY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    564622 | PA      | $582160.57    | 0.01%             | 2055-04-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 3618N5MP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    847478 | PA      | $846918.59    | 0.02%             | 2055-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 3618N5MQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    736727 | PA      | $744558.62    | 0.01%             | 2055-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 3618N5MR7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    489136 | PA      | $498590.56    | 0.01%             | 2055-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 3618N5MS5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    290808 | PA      | $299927.95    | 0.01%             | 2055-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 3618N5PJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1578061 | PA      | $1594834.85   | 0.03%             | 2055-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 3618N5PK9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    915502 | PA      | $934118.36    | 0.02%             | 2055-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 3618N5RD3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    991973 | PA      | $970429.37    | 0.02%             | 2055-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 3618N5RE1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    297440 | PA      | $297243.62    | 0.01%             | 2055-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 3618N5RF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1286919 | PA      | $1300598.09   | 0.02%             | 2055-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 3618N5TN9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1388940 | PA      | $1403704.36   | 0.02%             | 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        |   1188962 | PA      | $1215675.47   | 0.02%             | 2055-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 3618N5TQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    941144 | PA      | $971497.41    | 0.02%             | 2055-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 3618N5VP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1026246 | PA      | $1003958.12   | 0.02%             | 2055-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 3618N5VQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    498537 | PA      | $498207.96    | 0.01%             | 2055-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 3618N5VR7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1690060 | PA      | $1708024.86   | 0.03%             | 2055-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 3618N5VS5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1391377 | PA      | $1423497.88   | 0.03%             | 2055-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 3618N5VT3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    716171 | PA      | $739482.07    | 0.01%             | 2055-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 3618N5XQ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1994993 | PA      | $2017722.42   | 0.04%             | 2055-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 3618N5XR5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1395723 | PA      | $1428570.35   | 0.03%             | 2055-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36202DWE7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     82345 | PA      | $84048.91     | 0.00%             | 2033-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36202EAK5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     38643 | PA      | $40364.93     | 0.00%             | 2034-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36202ES83<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     27871 | PA      | $28618.46     | 0.00%             | 2038-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36202EXS3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14542 | PA      | $14931.77     | 0.00%             | 2038-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36202F3M6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     71794 | PA      | $68101.71     | 0.00%             | 2042-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36202FB47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     52861 | PA      | $54281.61     | 0.00%             | 2039-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36202FBH8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17259 | PA      | $17385.22     | 0.00%             | 2039-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36202FE51<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    171893 | PA      | $168383.94    | 0.00%             | 2040-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36202FGY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     93087 | PA      | $95585.82     | 0.00%             | 2040-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36202FHW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    316209 | PA      | $309753.32    | 0.01%             | 2040-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36202FKN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    386750 | PA      | $389596.59    | 0.01%             | 2040-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36202FM78<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    440131 | PA      | $431145.39    | 0.01%             | 2040-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36202FMB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    126154 | PA      | $127082.00    | 0.00%             | 2040-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36202FQ74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    104587 | PA      | $105355.18    | 0.00%             | 2041-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36202FSE7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     46613 | PA      | $46955.50     | 0.00%             | 2041-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36202FUF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    279879 | PA      | $281934.92    | 0.01%             | 2041-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36202FV86<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     58987 | PA      | $57786.22     | 0.00%             | 2041-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36202FVF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    129991 | PA      | $127344.38    | 0.00%             | 2041-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36202FXB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    129996 | PA      | $127348.68    | 0.00%             | 2041-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36202FXC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    246005 | PA      | $247812.08    | 0.00%             | 2041-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36202FY59<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    193780 | PA      | $183813.21    | 0.00%             | 2041-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36202FY67<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    662494 | PA      | $649003.12    | 0.01%             | 2041-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 36207FBX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     73248 | PA      | $71729.86     | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 36209FDN6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     50265 | PA      | $48138.95     | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 3620A2T55<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    126750 | PA      | $130480.25    | 0.00%             | 2039-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 3620A5A90<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    200355 | PA      | $201849.48    | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 3620A6CS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     26610 | PA      | $26223.06     | 0.00%             | 2039-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 3620A7ZK4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     31640 | PA      | $30986.39     | 0.00%             | 2040-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 3620A7ZZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    297103 | PA      | $299319.34    | 0.01%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 3620A9PM7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    327035 | PA      | $336662.21    | 0.01%             | 2039-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 3620A9VX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    102793 | PA      | $103730.19    | 0.00%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 3620A9YX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     39287 | PA      | $39638.57     | 0.00%             | 2039-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 3620AASJ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     49412 | PA      | $49869.47     | 0.00%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 3620AMDZ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    150877 | PA      | $152002.21    | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 3620AQY64<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     95404 | PA      | $96220.55     | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 3620ARYF2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     19911 | PA      | $18868.60     | 0.00%             | 2041-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 36213FZ48<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    341884 | PA      | $324055.71    | 0.01%             | 2042-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 36225BXT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     82937 | PA      | $85971.70     | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 3622A2CH3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     40427 | PA      | $37528.22     | 0.00%             | 2042-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 3622A2EG3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    257154 | PA      | $264728.76    | 0.00%             | 2041-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 3622A2KQ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     65240 | PA      | $61823.51     | 0.00%             | 2044-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 3622A2TK8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     57462 | PA      | $59156.32     | 0.00%             | 2044-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 3622A2VL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    162663 | PA      | $150834.16    | 0.00%             | 2045-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 3622A2ZU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     86144 | PA      | $83684.14     | 0.00%             | 2046-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 3622A3A59<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     89565 | PA      | $87007.26     | 0.00%             | 2047-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 3622A3BP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     53737 | PA      | $50922.97     | 0.00%             | 2043-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 36241KAN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     44652 | PA      | $45745.60     | 0.00%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36241L6P6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    266120 | PA      | $268074.51    | 0.00%             | 2041-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                                    | CUSIP: 36241LL79<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    339912 | PA      | $349035.75    | 0.01%             | 2040-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 36241LS23<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    119883 | PA      | $117408.11    | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 36241LT97<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    115036 | PA      | $115894.07    | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 36241LX84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     32529 | PA      | $30832.46     | 0.00%             | 2041-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 36241LXG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     21162 | PA      | $20723.30     | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Trust 2020-GC45                                                | CUSIP: 36258YBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2841912.57   | 0.05%             | 2053-02-13      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                                                                | GXO Logistics Inc                                                                     | CUSIP: 36262GAD3<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89628.00     | 0.00%             | 2031-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                                                                | GXO Logistics Inc                                                                     | CUSIP: 36262GAF8<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105131.00    | 0.00%             | 2029-05-06      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                                                                | GXO Logistics Inc                                                                     | CUSIP: 36262GAG6<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |     75000 | PA      | $80776.50     | 0.00%             | 2034-05-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HALEON US CAPITAL LLC                                                            | Haleon US Capital LLC                                                                 | CUSIP: 36264FAK7<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247915.00    | 0.00%             | 2027-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HALEON US CAPITAL LLC                                                            | Haleon US Capital LLC                                                                 | CUSIP: 36264FAL5<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244060.00    | 0.00%             | 2029-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HALEON US CAPITAL LLC                                                            | Haleon US Capital LLC                                                                 | CUSIP: 36264FAM3<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143185.50    | 0.00%             | 2032-03-24      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| HALEON US CAPITAL LLC                                                            | Haleon US Capital LLC                                                                 | CUSIP: 36264FAN1<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    250000 | PA      | $200730.00    | 0.00%             | 2052-03-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                                           | GE HealthCare Technologies Inc                                                        | CUSIP: 36266GAA5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204688.00    | 0.00%             | 2029-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                                           | GE HealthCare Technologies Inc                                                        | CUSIP: 36266GAB3<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122569.20    | 0.00%             | 2031-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                                           | GE HealthCare Technologies Inc                                                        | CUSIP: 36266GAC1<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    160000 | PA      | $167134.40    | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                                           | GE HealthCare Technologies Inc                                                        | CUSIP: 36267VAF0<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    300000 | PA      | $308772.00    | 0.01%             | 2027-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                                           | GE HealthCare Technologies Inc                                                        | CUSIP: 36267VAH6<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $212074.00    | 0.00%             | 2030-03-15      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                                           | GE HealthCare Technologies Inc                                                        | CUSIP: 36267VAK9<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    300000 | PA      | $324180.00    | 0.01%             | 2032-11-22      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                                           | GE HealthCare Technologies Inc                                                        | CUSIP: 36267VAM5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $222056.00    | 0.00%             | 2052-11-22      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 36296Q2L2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    776912 | PA      | $799697.89    | 0.01%             | 2039-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 36296UZX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    107003 | PA      | $105635.10    | 0.00%             | 2039-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 36296YAJ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10346 | PA      | $10421.98     | 0.00%             | 2039-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 36297FRG9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     41322 | PA      | $41701.57     | 0.00%             | 2039-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                                     | CUSIP: 36297J4Y7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     51194 | PA      | $52700.99     | 0.00%             | 2039-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                          | Arthur J Gallagher & Co                                                               | CUSIP: 363576AB5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    150000 | PA      | $106696.50    | 0.00%             | 2051-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                            | General Dynamics Corp                                                                 | CUSIP: 369550AT5<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    150000 | PA      | $124038.00    | 0.00%             | 2042-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                            | General Dynamics Corp                                                                 | CUSIP: 369550BC1<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300513.00    | 0.01%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                            | General Dynamics Corp                                                                 | CUSIP: 369550BH0<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93042.00     | 0.00%             | 2040-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                            | General Dynamics Corp                                                                 | CUSIP: 369550BJ6<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    150000 | PA      | $129943.50    | 0.00%             | 2050-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                            | General Dynamics Corp                                                                 | CUSIP: 369550BL1<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99759.00     | 0.00%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                            | General Dynamics Corp                                                                 | CUSIP: 369550BM9<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147907.50    | 0.00%             | 2030-04-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                            | General Dynamics Corp                                                                 | CUSIP: 369550BP2<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91106.00     | 0.00%             | 2031-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                            | General Dynamics Corp                                                                 | CUSIP: 369550BQ0<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $76261.00     | 0.00%             | 2041-06-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                            | General Dynamics Corp                                                                 | CUSIP: 369550BR8<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102872.00    | 0.00%             | 2035-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                                              | General Electric Co                                                                   | CUSIP: 369604BH5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91761.00     | 0.00%             | 2044-03-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                                              | General Electric Co                                                                   | CUSIP: 369604BY8<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87393.00     | 0.00%             | 2050-05-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                                              | General Electric Co                                                                   | CUSIP: 369604BZ5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    180000 | PA      | $182111.40    | 0.00%             | 2030-07-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                                              | General Electric Co                                                                   | CUSIP: 369604CA9<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    180000 | PA      | $184703.40    | 0.00%             | 2036-01-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                                              | General Electric Co                                                                   | CUSIP: 36962G3P7<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $219858.00    | 0.00%             | 2038-01-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                                              | General Electric Co                                                                   | CUSIP: 36962G4B7<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $119357.00    | 0.00%             | 2039-01-10      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                                              | General Electric Co                                                                   | CUSIP: 36962GXZ2<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $228190.00    | 0.00%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                                | General Mills Inc                                                                     | CUSIP: 370334BJ2<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76556.25     | 0.00%             | 2040-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                                | General Mills Inc                                                                     | CUSIP: 370334BP8<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     75000 | PA      | $63645.75     | 0.00%             | 2043-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                                | General Mills Inc                                                                     | CUSIP: 370334BZ6<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99057.00     | 0.00%             | 2027-02-10      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                                | General Mills Inc                                                                     | CUSIP: 370334CG7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250917.50    | 0.00%             | 2028-04-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                                | General Mills Inc                                                                     | CUSIP: 370334CJ1<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     75000 | PA      | $67260.75     | 0.00%             | 2048-04-17      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                                | General Mills Inc                                                                     | CUSIP: 370334CL6<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142228.50    | 0.00%             | 2030-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                                | General Mills Inc                                                                     | CUSIP: 370334CP7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    150000 | PA      | $99208.50     | 0.00%             | 2051-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                                | General Mills Inc                                                                     | CUSIP: 370334CQ5<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89120.00     | 0.00%             | 2031-10-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                                | General Mills Inc                                                                     | CUSIP: 370334CT9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203968.00    | 0.00%             | 2033-03-29      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                                | General Mills Inc                                                                     | CUSIP: 370334CW2<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103877.00    | 0.00%             | 2028-10-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                                | General Mills Inc                                                                     | CUSIP: 370334CX0<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100756.00    | 0.00%             | 2027-01-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                                | General Mills Inc                                                                     | CUSIP: 370334DA9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153921.00    | 0.00%             | 2030-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                                | General Mills Inc                                                                     | CUSIP: 370334DB7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128578.75    | 0.00%             | 2035-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | Ally Financial Inc                                                                    | CUSIP: 370425RZ5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    150000 | PA      | $170904.00    | 0.00%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                | General Motors Co                                                                     | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256860.00    | 0.00%             | 2043-10-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                | General Motors Co                                                                     | CUSIP: 37045VAH3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    175000 | PA      | $173218.50    | 0.00%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                | General Motors Co                                                                     | CUSIP: 37045VAJ9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    250000 | PA      | $227425.00    | 0.00%             | 2045-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                | General Motors Co                                                                     | CUSIP: 37045VAK6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    200000 | PA      | $218896.00    | 0.00%             | 2036-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                | General Motors Co                                                                     | CUSIP: 37045VAL4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    125000 | PA      | $135656.25    | 0.00%             | 2046-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                | General Motors Co                                                                     | CUSIP: 37045VAN0<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150166.50    | 0.00%             | 2027-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                | General Motors Co                                                                     | CUSIP: 37045VAP5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    175000 | PA      | $169993.25    | 0.00%             | 2038-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                | General Motors Co                                                                     | CUSIP: 37045VAQ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    150000 | PA      | $138024.00    | 0.00%             | 2048-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                | General Motors Co                                                                     | CUSIP: 37045VAS9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152896.50    | 0.00%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                | General Motors Co                                                                     | CUSIP: 37045VAT7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196450.00    | 0.00%             | 2049-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                | General Motors Co                                                                     | CUSIP: 37045VAU4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208240.00    | 0.00%             | 2027-10-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                | General Motors Co                                                                     | CUSIP: 37045VAY6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207482.00    | 0.00%             | 2029-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                | General Motors Co                                                                     | CUSIP: 37045VAZ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209954.00    | 0.00%             | 2032-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                | General Motors Co                                                                     | CUSIP: 37045VBA7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104459.00    | 0.00%             | 2030-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                | General Motors Co                                                                     | CUSIP: 37045VBB5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107186.00    | 0.00%             | 2035-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                | General Motors Co                                                                     | CUSIP: 37045VBC3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102570.00    | 0.00%             | 2028-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                       | CUSIP: 37045XBT2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200344.00    | 0.00%             | 2027-01-17      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                       | CUSIP: 37045XCG9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148915.50    | 0.00%             | 2028-01-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                       | CUSIP: 37045XCS3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103750.00    | 0.00%             | 2029-01-17      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                       | CUSIP: 37045XCY0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192646.00    | 0.00%             | 2030-06-21      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                       | CUSIP: 37045XDA1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195138.00    | 0.00%             | 2027-08-20      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                       | CUSIP: 37045XDE3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    200000 | PA      | $179792.00    | 0.00%             | 2031-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                       | CUSIP: 37045XDH6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    175000 | PA      | $168024.50    | 0.00%             | 2028-04-10      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                       | CUSIP: 37045XDL7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    200000 | PA      | $181188.00    | 0.00%             | 2031-06-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                       | CUSIP: 37045XDP8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    250000 | PA      | $238350.00    | 0.00%             | 2028-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                       | CUSIP: 37045XDR4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146701.50    | 0.00%             | 2027-02-26      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                       | CUSIP: 37045XDS2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    250000 | PA      | $227947.50    | 0.00%             | 2032-01-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                       | CUSIP: 37045XDV5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249670.00    | 0.00%             | 2029-04-06      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                       | CUSIP: 37045XDW3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151567.50    | 0.00%             | 2027-04-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                       | CUSIP: 37045XEB8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207222.00    | 0.00%             | 2028-01-09      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                       | CUSIP: 37045XED4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    200000 | PA      | $216640.00    | 0.00%             | 2033-01-09      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                       | CUSIP: 37045XEG7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210700.00    | 0.00%             | 2030-04-06      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                       | CUSIP: 37045XEH5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    300000 | PA      | $311031.00    | 0.01%             | 2028-06-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                       | CUSIP: 37045XEN2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    250000 | PA      | $260765.00    | 0.00%             | 2029-01-07      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                       | CUSIP: 37045XEP7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    250000 | PA      | $266245.00    | 0.00%             | 2034-01-07      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                       | CUSIP: 37045XEQ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254190.00    | 0.00%             | 2027-05-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                       | CUSIP: 37045XER3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210738.00    | 0.00%             | 2031-02-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                       | CUSIP: 37045XEU6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207470.00    | 0.00%             | 2029-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                       | CUSIP: 37045XEV4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210708.00    | 0.00%             | 2034-04-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                       | CUSIP: 37045XEX0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    175000 | PA      | $178165.75    | 0.00%             | 2027-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                       | CUSIP: 37045XEY8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156658.50    | 0.00%             | 2031-06-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                       | CUSIP: 37045XEZ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203450.00    | 0.00%             | 2029-10-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                       | CUSIP: 37045XFA9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152976.00    | 0.00%             | 2034-09-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                       | CUSIP: 37045XFB7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206596.00    | 0.00%             | 2030-01-07      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                       | CUSIP: 37045XFC5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209412.00    | 0.00%             | 2035-01-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                       | CUSIP: 37045XFE1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254600.00    | 0.00%             | 2028-04-04      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                       | CUSIP: 37045XFG6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156598.50    | 0.00%             | 2032-04-04      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                       | CUSIP: 37045XFJ0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156138.00    | 0.00%             | 2030-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                       | CUSIP: 37045XFK7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    150000 | PA      | $159339.00    | 0.00%             | 2035-07-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| GEN LUX SARL/GEN USA INC                                                         | Genpact Luxembourg SARL/Genpact USA Inc                                               | CUSIP: 37190AAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     50000 | PA      | $52279.50     | 0.00%             | 2029-06-04      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                                                                 | Genuine Parts Co                                                                      | CUSIP: 372460AA3<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    125000 | PA      | $109816.25    | 0.00%             | 2030-11-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                                                                 | Genuine Parts Co                                                                      | CUSIP: 372460AC9<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |     75000 | PA      | $66574.50     | 0.00%             | 2032-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                                                                 | Genuine Parts Co                                                                      | CUSIP: 372460AD7<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |     25000 | PA      | $27933.25     | 0.00%             | 2033-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                                                                 | Genuine Parts Co                                                                      | CUSIP: 372460AE5<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |     75000 | PA      | $79416.00     | 0.00%             | 2028-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                                                                 | Genuine Parts Co                                                                      | CUSIP: 372460AF2<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152365.50    | 0.00%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GEORGE WASHINGTON UNIVER                                                         | George Washington University/The                                                      | CUSIP: 372546AT8<br>LEI: 5493002S4P5IVD462L47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87614.00     | 0.00%             | 2044-09-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GEORGE WASHINGTON UNIVER                                                         | George Washington University/The                                                      | CUSIP: 372546AU5<br>LEI: 5493002S4P5IVD462L47 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47142.50     | 0.00%             | 2045-09-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| GEORGE WASHINGTON UNIVER                                                         | George Washington University/The                                                      | CUSIP: 372546AW1<br>LEI: 5493002S4P5IVD462L47 | Long             | DBT              | CORP              | US        |    150000 | PA      | $124956.00    | 0.00%             | 2048-09-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| GEORGETOWN UNIVERSITY                                                            | Georgetown University/The                                                             | CUSIP: 37310PAB7<br>LEI: 549300GCL3B0KVXSX752 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45395.00     | 0.00%             | 2118-10-01      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| GEORGETOWN UNIVERSITY                                                            | Georgetown University/The                                                             | CUSIP: 37310PAC5<br>LEI: 549300GCL3B0KVXSX752 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42500.50     | 0.00%             | 2049-04-01      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| GEORGETOWN UNIVERSITY                                                            | Georgetown University/The                                                             | CUSIP: 37310PAD3<br>LEI: 549300GCL3B0KVXSX752 | Long             | DBT              | CORP              | US        |    100000 | PA      | $66432.00     | 0.00%             | 2050-04-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| GEORGIA-PACIFIC LLC                                                              | Georgia-Pacific LLC                                                                   | CUSIP: 373298BR8<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |     75000 | PA      | $85089.75     | 0.00%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GEORGIA-PACIFIC LLC                                                              | Georgia-Pacific LLC                                                                   | CUSIP: 373298BU1<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |    100000 | PA      | $122102.00    | 0.00%             | 2031-05-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                      | CUSIP: 373334JS1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72167.25     | 0.00%             | 2040-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                      | CUSIP: 373334JW2<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    150000 | PA      | $133500.00    | 0.00%             | 2042-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                      | CUSIP: 373334KA8<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88132.00     | 0.00%             | 2043-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                      | CUSIP: 373334KH3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74401.50     | 0.00%             | 2027-03-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                      | CUSIP: 373334KL4<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142860.00    | 0.00%             | 2029-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                      | CUSIP: 373334KN0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $76507.00     | 0.00%             | 2050-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                      | CUSIP: 373334KP5<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $69635.00     | 0.00%             | 2051-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                      | CUSIP: 373334KQ3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101890.00    | 0.00%             | 2032-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                      | CUSIP: 373334KR1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142581.00    | 0.00%             | 2052-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                      | CUSIP: 373334KS9<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203202.00    | 0.00%             | 2028-05-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                      | CUSIP: 373334KT7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205080.00    | 0.00%             | 2033-05-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                      | CUSIP: 373334KV2<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76000.50     | 0.00%             | 2027-02-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                      | CUSIP: 373334KW0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155860.50    | 0.00%             | 2034-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                      | CUSIP: 373334KY6<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101914.00    | 0.00%             | 2030-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                      | CUSIP: 373334LA7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103041.00    | 0.00%             | 2031-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                      | CUSIP: 373334LB5<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154942.50    | 0.00%             | 2035-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                      | CUSIP: 373334LC3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    130000 | PA      | $130403.00    | 0.00%             | 2028-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                      | CUSIP: 373334LD1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89478.00     | 0.00%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GERDAU TRADE INC                                                                 | Gerdau Trade Inc                                                                      | CUSIP: 37373WAE0<br>LEI: 5493008RWEW71JB0LO29 | Long             | DBT              | CORP              | VG        |    120000 | PA      | $124200.00    | 0.00%             | 2035-06-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| J PAUL GETTY TRUST                                                               | J Paul Getty Trust/The                                                                | CUSIP: 374288AC2<br>LEI: 72TDDU3K225INPK3EI14 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103221.00    | 0.00%             | 2035-04-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                                   | CUSIP: 375558AS2<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    224000 | PA      | $235276.16    | 0.00%             | 2041-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                                   | CUSIP: 375558AX1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    300000 | PA      | $281511.00    | 0.01%             | 2044-04-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                                   | CUSIP: 375558BA0<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    300000 | PA      | $270549.00    | 0.00%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                                   | CUSIP: 375558BD4<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    370000 | PA      | $342423.90    | 0.01%             | 2046-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                                   | CUSIP: 375558BG7<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199760.00    | 0.00%             | 2035-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                                   | CUSIP: 375558BJ1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94172.00     | 0.00%             | 2036-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                                   | CUSIP: 375558BK8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    300000 | PA      | $254085.00    | 0.00%             | 2047-03-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                                   | CUSIP: 375558BM4<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197938.00    | 0.00%             | 2027-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                                   | CUSIP: 375558BS1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    200000 | PA      | $149564.00    | 0.00%             | 2040-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                                   | CUSIP: 375558BT9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    250000 | PA      | $162182.50    | 0.00%             | 2050-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                                   | CUSIP: 375558BX0<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143304.00    | 0.00%             | 2027-10-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                                   | CUSIP: 375558BY8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    200000 | PA      | $179198.00    | 0.00%             | 2030-10-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                                   | CUSIP: 375558BZ5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    200000 | PA      | $211242.00    | 0.00%             | 2033-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                                   | CUSIP: 375558CA9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    175000 | PA      | $178167.50    | 0.00%             | 2053-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                                   | CUSIP: 375558CB7<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154641.00    | 0.00%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                                   | CUSIP: 375558CC5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155340.00    | 0.00%             | 2035-06-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                                   | CUSIP: 375558CD3<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    225000 | PA      | $227558.25    | 0.00%             | 2054-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                                   | CUSIP: 375558CE1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152512.50    | 0.00%             | 2064-11-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                                                          | GlaxoSmithKline Capital Inc                                                           | CUSIP: 377372AB3<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106540.00    | 0.00%             | 2034-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                                                          | GlaxoSmithKline Capital Inc                                                           | CUSIP: 377372AE7<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    463000 | PA      | $527319.96    | 0.01%             | 2038-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                                                          | GlaxoSmithKline Capital Inc                                                           | CUSIP: 377372AJ6<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88303.00     | 0.00%             | 2043-03-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                                                          | GlaxoSmithKline Capital Inc                                                           | CUSIP: 377372AN7<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    400000 | PA      | $400072.00    | 0.01%             | 2028-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                                                          | GLAXOSMITHKLINE CAPITAL                                                               | CUSIP: 377372AP2<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152884.50    | 0.00%             | 2030-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                                                          | GLAXOSMITHKLINE CAPITAL                                                               | CUSIP: 377372AQ0<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152988.00    | 0.00%             | 2035-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL                                                          | GlaxoSmithKline Capital PLC                                                           | CUSIP: 377373AH8<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $196240.00    | 0.00%             | 2029-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                                   | CUSIP: 37940XAB8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    250000 | PA      | $238022.50    | 0.00%             | 2029-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                                   | CUSIP: 37940XAC6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    100000 | PA      | $75052.00     | 0.00%             | 2049-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                                   | CUSIP: 37940XAD4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    225000 | PA      | $208615.50    | 0.00%             | 2030-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                                   | CUSIP: 37940XAG7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146541.00    | 0.00%             | 2027-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                                   | CUSIP: 37940XAH5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    150000 | PA      | $134379.00    | 0.00%             | 2031-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                                   | CUSIP: 37940XAN2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102404.00    | 0.00%             | 2029-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                                   | CUSIP: 37940XAQ5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152688.00    | 0.00%             | 2032-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                                   | CUSIP: 37940XAR3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144298.50    | 0.00%             | 2052-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GLOBE LIFE INC                                                                   | Globe Life Inc                                                                        | CUSIP: 37959EAA0<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |    150000 | PA      | $136140.00    | 0.00%             | 2030-08-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| GLOBE LIFE INC                                                                   | Globe Life Inc                                                                        | CUSIP: 37959EAC6<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78912.75     | 0.00%             | 2034-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                         | Golden State Tobacco Securitization Corp.                                             | CUSIP: 38122NB50<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $89492.10     | 0.00%             | 2034-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                         | GOLDEN ST TOBACCO SECURITIZATION CORP CA TOBACCO SETTLEMENT                           | CUSIP: 38122NB68<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $63287.33     | 0.00%             | 2042-06-01      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                         | Golden State Tobacco Securitization Corp.                                             | CUSIP: 38122ND58<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $78511.20     | 0.00%             | 2041-06-01      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                         | Golden State Tobacco Securitization Corp.                                             | CUSIP: 38122ND66<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $74315.10     | 0.00%             | 2050-06-01      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                         | Golden State Tobacco Securitization Corp.                                             | CUSIP: 38122NZX3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $31412.82     | 0.00%             | 2038-06-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                           | CUSIP: 38141EC31<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    325000 | PA      | $305607.25    | 0.01%             | 2044-07-08      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                           | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    500000 | PA      | $531790.00    | 0.01%             | 2029-10-24      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                           | CUSIP: 38141GA53<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    250000 | PA      | $281525.00    | 0.01%             | 2034-10-24      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                           | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    500000 | PA      | $523775.00    | 0.01%             | 2030-04-25      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                           | CUSIP: 38141GA95<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    500000 | PA      | $536865.00    | 0.01%             | 2035-04-25      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                           | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    450000 | PA      | $462271.50    | 0.01%             | 2030-07-23      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                           | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    550000 | PA      | $571098.00    | 0.01%             | 2035-07-23      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                           | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    350000 | PA      | $355911.50    | 0.01%             | 2030-10-23      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                           | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    600000 | PA      | $609276.00    | 0.01%             | 2035-10-23      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                           | CUSIP: 38141GB86<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    550000 | PA      | $560818.50    | 0.01%             | 2045-11-19      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                           | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    400000 | PA      | $414456.00    | 0.01%             | 2031-01-28      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                           | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    550000 | PA      | $576422.00    | 0.01%             | 2036-01-28      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                           | CUSIP: 38141GC51<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    550000 | PA      | $571840.50    | 0.01%             | 2056-01-28      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                           | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    450000 | PA      | $455134.50    | 0.01%             | 2028-04-23      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                           | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    500000 | PA      | $518225.00    | 0.01%             | 2031-04-23      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                           | CUSIP: 38141GCU6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    175000 | PA      | $192949.75    | 0.00%             | 2033-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                           | CUSIP: 38141GD27<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    450000 | PA      | $450387.00    | 0.01%             | 2029-10-21      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                           | CUSIP: 38141GD35<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500640.00    | 0.01%             | 2031-10-21      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                           | CUSIP: 38141GD43<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    600000 | PA      | $602628.00    | 0.01%             | 2036-10-21      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                           | CUSIP: 38141GES9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    157000 | PA      | $160402.19    | 0.00%             | 2027-01-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                           | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1126800.00   | 0.02%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                           | CUSIP: 38141GGM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    450000 | PA      | $497502.00    | 0.01%             | 2041-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                           | CUSIP: 38141GVS0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    300000 | PA      | $276324.00    | 0.00%             | 2045-10-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                           | CUSIP: 38141GWB6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    450000 | PA      | $449262.00    | 0.01%             | 2027-01-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                           | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496895.00    | 0.01%             | 2028-06-05      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                           | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    450000 | PA      | $447075.00    | 0.01%             | 2029-04-23      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                           | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    625000 | PA      | $626418.75    | 0.01%             | 2029-05-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                           | CUSIP: 38141GXA7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    300000 | PA      | $281712.00    | 0.01%             | 2039-04-23      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                           | CUSIP: 38141GXG4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    350000 | PA      | $329080.50    | 0.01%             | 2030-02-07      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                           | CUSIP: 38141GXH2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    475000 | PA      | $468939.00    | 0.01%             | 2030-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                           | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    500000 | PA      | $445720.00    | 0.01%             | 2032-01-27      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                           | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    675000 | PA      | $617577.75    | 0.01%             | 2032-04-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                           | CUSIP: 38141GYC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    400000 | PA      | $312364.00    | 0.01%             | 2042-04-22      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                           | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    700000 | PA      | $629440.00    | 0.01%             | 2032-07-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                           | CUSIP: 38141GYK4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    250000 | PA      | $186427.50    | 0.00%             | 2042-07-21      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                           | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    600000 | PA      | $543948.00    | 0.01%             | 2032-10-21      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                           | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    600000 | PA      | $589314.00    | 0.01%             | 2028-02-24      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                           | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    700000 | PA      | $648221.00    | 0.01%             | 2033-02-24      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                           | CUSIP: 38141GZN7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    375000 | PA      | $297513.75    | 0.01%             | 2043-02-24      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                           | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    550000 | PA      | $546579.00    | 0.01%             | 2028-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                           | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    450000 | PA      | $453136.50    | 0.01%             | 2028-08-23      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS CAPITAL I                                                          | Goldman Sachs Capital I                                                               | CUSIP: 38143VAA7<br>LEI: 5299005MCIJK7R2NP351 | Long             | DBT              | CORP              | US        |    150000 | PA      | $160236.00    | 0.00%             | 2034-02-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                           | CUSIP: 38143YAC7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    100000 | PA      | $110518.00    | 0.00%             | 2036-05-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                           | CUSIP: 38145GAH3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    450000 | PA      | $448299.00    | 0.01%             | 2026-11-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BDC INC                                                            | Goldman Sachs BDC Inc                                                                 | CUSIP: 38147UAE7<br>LEI: 6D01AGSGBNZIJSN77043 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76679.25     | 0.00%             | 2027-03-11      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BDC INC                                                            | Goldman Sachs BDC Inc                                                                 | CUSIP: 38147UAF4<br>LEI: 6D01AGSGBNZIJSN77043 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70742.00     | 0.00%             | 2030-09-09      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                           | CUSIP: 38148LAF3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    350000 | PA      | $333966.50    | 0.01%             | 2045-05-22      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                           | CUSIP: 38148YAA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    475000 | PA      | $431475.75    | 0.01%             | 2038-10-31      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS PRIVATE CR                                                         | Goldman Sachs Private Credit Corp                                                     | CUSIP: 38152BAA9<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76281.00     | 0.00%             | 2028-05-06      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS PRIVATE CR                                                         | Goldman Sachs Private Credit Corp                                                     | CUSIP: 38152BAC5<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102010.00    | 0.00%             | 2030-05-06      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS PRIVATE CR                                                         | Goldman Sachs Private Credit Corp                                                     | CUSIP: 38152BAE1<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74984.25     | 0.00%             | 2029-01-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL BDC                                                                | Golub Capital BDC Inc                                                                 | CUSIP: 38173MAC6<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72504.75     | 0.00%             | 2027-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL BDC                                                                | Golub Capital BDC Inc                                                                 | CUSIP: 38173MAD4<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78886.50     | 0.00%             | 2028-12-05      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL BDC                                                                | Golub Capital BDC Inc                                                                 | CUSIP: 38173MAE2<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101997.00    | 0.00%             | 2029-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL CAP FND                                                            | Golub Capital Private Credit Fund                                                     | CUSIP: 38179RAB1<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91060.20     | 0.00%             | 2029-09-12      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL CAP FND                                                            | Golub Capital Private Credit Fund                                                     | CUSIP: 38179RAD7<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96359.45     | 0.00%             | 2030-05-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL CAP FND                                                            | Golub Capital Private Credit Fund                                                     | CUSIP: 38179RAE5<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90559.80     | 0.00%             | 2028-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| WW GRAINGER INC                                                                  | WW Grainger Inc                                                                       | CUSIP: 384802AB0<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91820.00     | 0.00%             | 2045-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| WW GRAINGER INC                                                                  | WW Grainger Inc                                                                       | CUSIP: 384802AD6<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |    200000 | PA      | $170900.00    | 0.00%             | 2047-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| WW GRAINGER INC                                                                  | WW Grainger Inc                                                                       | CUSIP: 384802AF1<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99922.00     | 0.00%             | 2034-09-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Grand Parkway Transportation Corp                                                | Grand Parkway Transportation Corp.                                                    | CUSIP: 38611TAV9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $102020.90    | 0.00%             | 2042-10-01      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| GRUPO TELEVISA SAB                                                               | Grupo Televisa SAB                                                                    | CUSIP: 40049JAZ0<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $185098.00    | 0.00%             | 2040-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| GRUPO TELEVISA SAB                                                               | Grupo Televisa SAB                                                                    | CUSIP: 40049JBA4<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $141446.00    | 0.00%             | 2045-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GRUPO TELEVISA SAB                                                               | Grupo Televisa SAB                                                                    | CUSIP: 40049JBC0<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $160826.00    | 0.00%             | 2046-01-31      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                              | CUSIP: 402479CF4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74514.00     | 0.00%             | 2027-05-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                                                                 | HF Sinclair Corp                                                                      | CUSIP: 403949AC4<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99099.00     | 0.00%             | 2030-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                                                                 | HF Sinclair Corp                                                                      | CUSIP: 403949AQ3<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100132.00    | 0.00%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                                                                 | HF Sinclair Corp                                                                      | CUSIP: 403949AR1<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103923.00    | 0.00%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                                                                 | HF Sinclair Corp                                                                      | CUSIP: 403949AS9<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |    150000 | PA      | $158064.00    | 0.00%             | 2035-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                                                                 | HF Sinclair Corp                                                                      | CUSIP: 403949AT7<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102274.00    | 0.00%             | 2032-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INF CAP                                                           | HA Sustainable Infrastructure Capital Inc                                             | CUSIP: 40408AAA9<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112995.30    | 0.00%             | 2031-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INF CAP                                                           | HA Sustainable Infrastructure Capital Inc                                             | CUSIP: 40408AAB7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72724.40     | 0.00%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                               | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200476.00    | 0.00%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                               | CUSIP: 404119BV0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    275000 | PA      | $265056.00    | 0.00%             | 2047-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                               | CUSIP: 404119BW8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208488.00    | 0.00%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                               | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    350000 | PA      | $349447.00    | 0.01%             | 2029-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                               | CUSIP: 404119BY4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146956.50    | 0.00%             | 2039-06-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                               | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    350000 | PA      | $323239.00    | 0.01%             | 2049-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                               | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    500000 | PA      | $481655.00    | 0.01%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                               | CUSIP: 404119CB3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    325000 | PA      | $225966.00    | 0.00%             | 2051-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                               | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89758.00     | 0.00%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                               | CUSIP: 404119CH0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197508.00    | 0.00%             | 2027-03-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                               | CUSIP: 404119CJ6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97580.00     | 0.00%             | 2029-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                               | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    350000 | PA      | $332059.00    | 0.01%             | 2032-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                               | CUSIP: 404119CL1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    350000 | PA      | $292551.00    | 0.01%             | 2052-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                               | CUSIP: 404119CP2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205096.00    | 0.00%             | 2028-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                               | CUSIP: 404119CQ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    250000 | PA      | $262267.50    | 0.00%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                               | CUSIP: 404119CR8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    175000 | PA      | $174879.25    | 0.00%             | 2053-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                               | CUSIP: 404119CS6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86857.00     | 0.00%             | 2042-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                               | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    300000 | PA      | $314067.00    | 0.01%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                               | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    250000 | PA      | $262112.50    | 0.00%             | 2034-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                               | CUSIP: 404119CV9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    275000 | PA      | $279290.00    | 0.00%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                               | CUSIP: 404119CW7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152493.00    | 0.00%             | 2064-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                               | CUSIP: 404119CY3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152935.50    | 0.00%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                               | CUSIP: 404119CZ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155397.00    | 0.00%             | 2030-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                               | CUSIP: 404119DA4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $157353.00    | 0.00%             | 2032-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                               | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    275000 | PA      | $290617.25    | 0.01%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                               | CUSIP: 404119DC0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    250000 | PA      | $260667.50    | 0.00%             | 2055-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                               | CUSIP: 404119DD8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74871.00     | 0.00%             | 2030-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                               | CUSIP: 404119DE6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150015.00    | 0.00%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                               | CUSIP: 404119DF3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149464.50    | 0.00%             | 2035-11-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                               | CUSIP: 404119DH9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146571.00    | 0.00%             | 2055-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                               | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258225.00    | 0.00%             | 2028-09-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                               | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207760.00    | 0.00%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                               | CUSIP: 404121AL9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201482.00    | 0.00%             | 2054-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                                                | Healthpeak OP LLC                                                                     | CUSIP: 40414LAR0<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |    150000 | PA      | $146091.00    | 0.00%             | 2029-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                     | CUSIP: 404280AG4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $223528.00    | 0.00%             | 2036-05-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                     | CUSIP: 404280AH2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $222130.00    | 0.00%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                     | CUSIP: 404280AM1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $219058.00    | 0.00%             | 2042-01-14      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                     | CUSIP: 404280AQ2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $197258.00    | 0.00%             | 2044-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                     | CUSIP: 404280BH1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $200452.00    | 0.00%             | 2026-11-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                     | CUSIP: 404280BK4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $399440.00    | 0.01%             | 2028-03-13      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                     | CUSIP: 404280BT5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $605670.00    | 0.01%             | 2029-06-19      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                     | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    450000 | PA      | $445644.00    | 0.01%             | 2030-05-22      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                     | CUSIP: 404280CF4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $411828.00    | 0.01%             | 2030-03-31      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                     | CUSIP: 404280CH0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $234297.50    | 0.00%             | 2031-06-04      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                     | CUSIP: 404280CK3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $228460.00    | 0.00%             | 2031-08-18      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                     | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    350000 | PA      | $337106.00    | 0.01%             | 2028-09-22      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                     | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $458115.00    | 0.01%             | 2032-05-24      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                     | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $380020.00    | 0.01%             | 2029-08-17      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                     | CUSIP: 404280CX5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $196364.00    | 0.00%             | 2027-11-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                     | CUSIP: 404280CY3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    350000 | PA      | $318822.00    | 0.01%             | 2032-11-22      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                     | CUSIP: 404280DC0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $199618.00    | 0.00%             | 2033-03-29      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                     | CUSIP: 404280DF3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    450000 | PA      | $453933.00    | 0.01%             | 2028-06-09      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                     | CUSIP: 404280DG1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $406740.00    | 0.01%             | 2028-08-11      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                     | CUSIP: 404280DH9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    450000 | PA      | $469291.50    | 0.01%             | 2033-08-11      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                     | CUSIP: 404280DL0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $217432.00    | 0.00%             | 2036-05-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                     | CUSIP: 404280DM8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    205000 | PA      | $223433.60    | 0.00%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                     | CUSIP: 404280DN6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $225044.00    | 0.00%             | 2038-06-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                     | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $423524.00    | 0.01%             | 2028-11-03      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                     | CUSIP: 404280DS5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $471320.00    | 0.01%             | 2033-11-03      | Fixed         | 8.11%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                     | CUSIP: 404280DU0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    450000 | PA      | $469111.50    | 0.01%             | 2029-03-09      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                     | CUSIP: 404280DV8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $437956.00    | 0.01%             | 2034-03-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                     | CUSIP: 404280DW6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $552930.00    | 0.01%             | 2044-03-09      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                     | CUSIP: 404280DX4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $326352.00    | 0.01%             | 2034-06-20      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                     | CUSIP: 404280EC9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $229180.00    | 0.00%             | 2034-11-13      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                     | CUSIP: 404280ED7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $259670.00    | 0.00%             | 2030-03-04      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                     | CUSIP: 404280EE5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $212390.00    | 0.00%             | 2035-03-04      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                     | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $305982.00    | 0.01%             | 2028-05-17      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                     | CUSIP: 404280EG0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $264607.50    | 0.00%             | 2032-05-17      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                     | CUSIP: 404280EL9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $209882.00    | 0.00%             | 2035-11-18      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                     | CUSIP: 404280EM7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $305628.00    | 0.01%             | 2028-11-19      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                     | CUSIP: 404280EN5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $414056.00    | 0.01%             | 2030-11-19      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                     | CUSIP: 404280EQ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $203084.00    | 0.00%             | 2029-03-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                     | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $411312.00    | 0.01%             | 2031-03-03      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                     | CUSIP: 404280ES4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $415484.00    | 0.01%             | 2036-03-03      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                     | CUSIP: 404280EW5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $413524.00    | 0.01%             | 2031-05-13      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                     | CUSIP: 404280EX3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $425388.00    | 0.01%             | 2036-05-13      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                     | CUSIP: 404280FB0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    470000 | PA      | $485326.70    | 0.01%             | 2036-09-10      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| HSBC USA INC                                                                     | HSBC USA Inc                                                                          | CUSIP: 40428HA44<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203256.00    | 0.00%             | 2027-03-04      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| HSBC USA INC                                                                     | HSBC USA Inc                                                                          | CUSIP: 40428HR95<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203352.00    | 0.00%             | 2028-06-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HSBC BANK USA NA                                                                 | HSBC Bank USA NA                                                                      | CUSIP: 4042Q1AA5<br>LEI: 1IE8VN30JCEQV1H4R804 | Long             | DBT              | CORP              | US        |    250000 | PA      | $267362.50    | 0.00%             | 2034-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HSBC BANK USA NA                                                                 | HSBC Bank USA NA                                                                      | CUSIP: 4042Q1AD9<br>LEI: 1IE8VN30JCEQV1H4R804 | Long             | DBT              | CORP              | US        |    250000 | PA      | $295955.00    | 0.01%             | 2039-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                           | HP Inc                                                                                | CUSIP: 40434LAB1<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196676.00    | 0.00%             | 2027-06-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                           | HP Inc                                                                                | CUSIP: 40434LAC9<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71925.75     | 0.00%             | 2030-06-17      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                           | HP Inc                                                                                | CUSIP: 40434LAJ4<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    200000 | PA      | $181100.00    | 0.00%             | 2031-06-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                           | HP Inc                                                                                | CUSIP: 40434LAK1<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198220.00    | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                           | HP Inc                                                                                | CUSIP: 40434LAL9<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146460.00    | 0.00%             | 2032-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                           | HP Inc                                                                                | CUSIP: 40434LAM7<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101342.00    | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                           | HP Inc                                                                                | CUSIP: 40434LAN5<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155718.00    | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                           | HP Inc                                                                                | CUSIP: 40434LAR6<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104071.00    | 0.00%             | 2030-04-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                           | HP Inc                                                                                | CUSIP: 40434LAS4<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106361.00    | 0.00%             | 2035-04-25      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FU                                                         | HPS Corporate Lending Fund                                                            | CUSIP: 40440VAC9<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77316.00     | 0.00%             | 2029-09-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FU                                                         | HPS Corporate Lending Fund                                                            | CUSIP: 40440VAF2<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104315.00    | 0.00%             | 2029-01-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FU                                                         | HPS Corporate Lending Fund                                                            | CUSIP: 40440VAH8<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100800.00    | 0.00%             | 2028-01-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FU                                                         | HPS Corporate Lending Fund                                                            | CUSIP: 40440VAK1<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101090.00    | 0.00%             | 2032-04-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FU                                                         | HPS Corporate Lending Fund                                                            | CUSIP: 40440VAL9<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100470.00    | 0.00%             | 2027-06-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FU                                                         | HPS Corporate Lending Fund                                                            | CUSIP: 40440VAN5<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101147.00    | 0.00%             | 2030-06-05      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FU                                                         | HPS Corporate Lending Fund                                                            | CUSIP: 40440VAQ8<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109260.80    | 0.00%             | 2028-09-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FU                                                         | HPS Corporate Lending Fund                                                            | CUSIP: 40440VAS4<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89584.20     | 0.00%             | 2030-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HACKENSACK MERIDIAN HLTH                                                         | Hackensack Meridian Health Inc                                                        | CUSIP: 404530AA5<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43296.00     | 0.00%             | 2057-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HACKENSACK MERIDIAN HLTH                                                         | Hackensack Meridian Health Inc                                                        | CUSIP: 404530AC1<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |    200000 | PA      | $147358.00    | 0.00%             | 2041-09-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| HACKENSACK MERIDIAN HLTH                                                         | Hackensack Meridian Health Inc                                                        | CUSIP: 404530AD9<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |    100000 | PA      | $65556.00     | 0.00%             | 2050-09-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                                                   | Halliburton Co                                                                        | CUSIP: 406216AW1<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    100000 | PA      | $112485.00    | 0.00%             | 2038-09-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                                                   | Halliburton Co                                                                        | CUSIP: 406216AY7<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    200000 | PA      | $239876.00    | 0.00%             | 2039-09-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                                                   | Halliburton Co                                                                        | CUSIP: 406216BA8<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    150000 | PA      | $132925.50    | 0.00%             | 2041-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                                                   | Halliburton Co                                                                        | CUSIP: 406216BE0<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89642.00     | 0.00%             | 2043-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                                                   | Halliburton Co                                                                        | CUSIP: 406216BJ9<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    175000 | PA      | $174226.50    | 0.00%             | 2035-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                                                   | Halliburton Co                                                                        | CUSIP: 406216BK6<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    330000 | PA      | $301844.40    | 0.01%             | 2045-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                                                   | Halliburton Co                                                                        | CUSIP: 406216BL4<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190004.00    | 0.00%             | 2030-03-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INF CAP                                                           | HA Sustainable Infrastructure Capital Inc                                             | CUSIP: 41068XAF7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204354.68    | 0.00%             | 2034-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HANOVER INSURANCE GROUP                                                          | Hanover Insurance Group Inc/The                                                       | CUSIP: 410867AG0<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91172.00     | 0.00%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HANOVER INSURANCE GROUP                                                          | Hanover Insurance Group Inc/The                                                       | CUSIP: 410867AH8<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153250.50    | 0.00%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON INC                                                              | Harley-Davidson Inc                                                                   | CUSIP: 412822AE8<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | DBT              | CORP              | US        |     75000 | PA      | $61829.25     | 0.00%             | 2045-07-28      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                                | L3Harris Technologies Inc                                                             | CUSIP: 413875AN5<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     95000 | PA      | $104646.30    | 0.00%             | 2040-12-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                                | L3Harris Technologies, Inc.                                                           | CUSIP: 413875AT2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96727.00     | 0.00%             | 2045-04-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                                | L3Harris Technologies, Inc.                                                           | CUSIP: 413875AW5<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151143.00    | 0.00%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Hartford Insurance Group Inc/The                                                 | Hartford Insurance Group Inc/The                                                      | CUSIP: 416515AP9<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     80000 | PA      | $86809.60     | 0.00%             | 2041-10-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Hartford Insurance Group Inc/The                                                 | Hartford Insurance Group Inc/The                                                      | CUSIP: 416515BB9<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     75000 | PA      | $65708.25     | 0.00%             | 2043-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSUR GRP INC/T                                                         | Hartford Insurance Group Inc/The                                                      | CUSIP: 416515BD5<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86781.00     | 0.00%             | 2048-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSUR GRP INC/T                                                         | Hartford Insurance Group Inc/The                                                      | CUSIP: 416515BE3<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143259.00    | 0.00%             | 2029-08-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSUR GRP INC/T                                                         | Hartford Insurance Group Inc/The                                                      | CUSIP: 416515BF0<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    150000 | PA      | $113730.00    | 0.00%             | 2049-08-19      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Hartford Insurance Group Inc/The                                                 | Hartford Insurance Group Inc/The                                                      | CUSIP: 416518AD0<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    100000 | PA      | $65487.00     | 0.00%             | 2051-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| HARTFORD HEALTHCARE CORP                                                         | Hartford HealthCare Corp                                                              | CUSIP: 41652PAC3<br>LEI: 549300W3L482NUDOFF24 | Long             | DBT              | CORP              | US        |     75000 | PA      | $55103.25     | 0.00%             | 2054-07-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                                                       | Hasbro Inc                                                                            | CUSIP: 418056AS6<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106021.00    | 0.00%             | 2040-03-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                                                       | Hasbro Inc                                                                            | CUSIP: 418056AU1<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44689.50     | 0.00%             | 2044-05-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                                                       | Hasbro Inc                                                                            | CUSIP: 418056AV9<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98967.00     | 0.00%             | 2027-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                                                       | Hasbro Inc                                                                            | CUSIP: 418056AY3<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149403.00    | 0.00%             | 2026-11-19      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                                                       | Hasbro Inc                                                                            | CUSIP: 418056AZ0<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98261.00     | 0.00%             | 2029-11-19      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                                                       | Hasbro Inc                                                                            | CUSIP: 418056BA4<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106155.00    | 0.00%             | 2034-05-14      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                 | Welltower OP LLC                                                                      | CUSIP: 42217KAX4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |     50000 | PA      | $56238.50     | 0.00%             | 2041-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                         | Healthcare Realty Holdings LP                                                         | CUSIP: 42225UAF1<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |     75000 | PA      | $74453.25     | 0.00%             | 2027-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                         | Healthcare Realty Holdings LP                                                         | CUSIP: 42225UAG9<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |    150000 | PA      | $142266.00    | 0.00%             | 2030-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                         | Healthcare Realty Holdings LP                                                         | CUSIP: 42225UAH7<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |    100000 | PA      | $87840.00     | 0.00%             | 2031-03-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                                                | Healthpeak OP LLC                                                                     | CUSIP: 42250GAA1<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |     95000 | PA      | $97744.55     | 0.00%             | 2035-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                                                | Healthpeak OP LLC                                                                     | CUSIP: 42250GAB9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |    150000 | PA      | $149934.00    | 0.00%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                                                | Healthpeak OP LLC                                                                     | CUSIP: 42250PAA1<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |    200000 | PA      | $189916.00    | 0.00%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                                                | Healthpeak OP LLC                                                                     | CUSIP: 42250PAB9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |    150000 | PA      | $139177.50    | 0.00%             | 2031-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                                                | Healthpeak OP LLC                                                                     | CUSIP: 42250PAD5<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |     75000 | PA      | $70631.25     | 0.00%             | 2028-12-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                                                | Healthpeak OP LLC                                                                     | CUSIP: 42250PAE3<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |    150000 | PA      | $154872.00    | 0.00%             | 2032-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HEICO CORP                                                                       | HEICO Corp                                                                            | CUSIP: 422806AA7<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103119.00    | 0.00%             | 2028-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HEICO CORP                                                                       | HEICO Corp                                                                            | CUSIP: 422806AB5<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104683.00    | 0.00%             | 2033-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                                  | CUSIP: 42307TAG3<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     75000 | PA      | $83649.00     | 0.00%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HELMERICH & PAYNE INC                                                            | Helmerich & Payne Inc                                                                 | CUSIP: 423452AG6<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89541.00     | 0.00%             | 2031-09-29      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| HELMERICH & PAYNE INC                                                            | Helmerich & Payne Inc                                                                 | CUSIP: 423452AL5<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75609.75     | 0.00%             | 2027-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HELMERICH & PAYNE INC                                                            | Helmerich & Payne Inc                                                                 | CUSIP: 423452AM3<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75392.25     | 0.00%             | 2029-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HELMERICH & PAYNE INC                                                            | Helmerich & Payne Inc                                                                 | CUSIP: 423452AN1<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99741.00     | 0.00%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HERCULES CAPITAL INC                                                             | Hercules Capital Inc                                                                  | CUSIP: 427096AJ1<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98407.00     | 0.00%             | 2027-01-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HERCULES CAPITAL INC                                                             | Hercules Capital Inc                                                                  | CUSIP: 427096AN2<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60840.60     | 0.00%             | 2030-06-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                                                  | Hershey Co/The                                                                        | CUSIP: 427866BB3<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $69505.00     | 0.00%             | 2049-11-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                                                  | Hershey Co/The                                                                        | CUSIP: 427866BD9<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94641.00     | 0.00%             | 2029-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                                                  | Hershey Co/The                                                                        | CUSIP: 427866BG2<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $63072.00     | 0.00%             | 2050-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                                                  | Hershey Co/The                                                                        | CUSIP: 427866BH0<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50560.00     | 0.00%             | 2028-05-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                                                  | Hershey Co/The                                                                        | CUSIP: 427866BJ6<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151465.50    | 0.00%             | 2033-05-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                                                  | Hershey Co/The                                                                        | CUSIP: 427866BK3<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76302.75     | 0.00%             | 2028-02-24      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                                                  | Hershey Co/The                                                                        | CUSIP: 427866BL1<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77108.25     | 0.00%             | 2030-02-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                                                  | Hershey Co/The                                                                        | CUSIP: 427866BM9<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78093.75     | 0.00%             | 2032-02-24      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                                                  | Hershey Co/The                                                                        | CUSIP: 427866BN7<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77690.25     | 0.00%             | 2035-02-24      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                                        | Hess Corp                                                                             | CUSIP: 42809HAC1<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    140000 | PA      | $153372.80    | 0.00%             | 2040-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                                        | Hess Corp                                                                             | CUSIP: 42809HAD9<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    250000 | PA      | $261822.50    | 0.00%             | 2041-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                                        | Hess Corp                                                                             | CUSIP: 42809HAG2<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250947.50    | 0.00%             | 2027-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                                        | Hess Corp                                                                             | CUSIP: 42809HAH0<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104441.00    | 0.00%             | 2047-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                           | HP Inc                                                                                | CUSIP: 428236BR3<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    225000 | PA      | $231081.75    | 0.00%             | 2041-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                                 | Hewlett Packard Enterprise Co                                                         | CUSIP: 42824CAX7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    150000 | PA      | $162526.50    | 0.00%             | 2035-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                                 | Hewlett Packard Enterprise Co                                                         | CUSIP: 42824CAY5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    262000 | PA      | $271400.56    | 0.00%             | 2045-10-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                                 | Hewlett Packard Enterprise Co                                                         | CUSIP: 42824CBP3<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102766.00    | 0.00%             | 2028-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                                 | Hewlett Packard Enterprise Co                                                         | CUSIP: 42824CBS7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201042.00    | 0.00%             | 2027-09-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                                 | Hewlett Packard Enterprise Co                                                         | CUSIP: 42824CBT5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302364.00    | 0.01%             | 2029-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                                 | Hewlett Packard Enterprise Co                                                         | CUSIP: 42824CBU2<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253342.50    | 0.00%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                                 | Hewlett Packard Enterprise Co                                                         | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    350000 | PA      | $348736.50    | 0.01%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                                 | Hewlett Packard Enterprise Co                                                         | CUSIP: 42824CBW8<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    275000 | PA      | $257540.25    | 0.00%             | 2054-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                                 | Hewlett Packard Enterprise Co                                                         | CUSIP: 42824CBZ1<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150081.00    | 0.00%             | 2028-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                                 | Hewlett Packard Enterprise Co                                                         | CUSIP: 42824CCA5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149640.00    | 0.00%             | 2030-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                                 | Hewlett Packard Enterprise Co                                                         | CUSIP: 42824CCB3<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    160000 | PA      | $159947.20    | 0.00%             | 2027-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| HEXCEL CORP                                                                      | Hexcel Corp                                                                           | CUSIP: 428291AN8<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199216.00    | 0.00%             | 2027-02-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                                              | Highwoods Realty LP                                                                   | CUSIP: 431282AR3<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |    100000 | PA      | $98554.00     | 0.00%             | 2029-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                                              | Highwoods Realty LP                                                                   | CUSIP: 431282AS1<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |    100000 | PA      | $93381.00     | 0.00%             | 2030-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                                              | Highwoods Realty LP                                                                   | CUSIP: 431282AT9<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |    100000 | PA      | $89424.00     | 0.00%             | 2031-02-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                                              | Highwoods Realty LP                                                                   | CUSIP: 431282AU6<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |     75000 | PA      | $85665.00     | 0.00%             | 2034-02-01      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| CANADA GOVERNMENT                                                                | Canada Government International Bond                                                  | CUSIP: 43358BAA1<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    750000 | PA      | $775650.00    | 0.01%             | 2029-04-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CANADA GOVERNMENT                                                                | Canada Government International Bond                                                  | CUSIP: 43358BAB9<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    500000 | PA      | $507875.00    | 0.01%             | 2030-03-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HOAG MEMORIAL HOSPITAL                                                           | Hoag Memorial Hospital Presbyterian                                                   | CUSIP: 43371HAA1<br>LEI: FZFVQHQN7LISVXIZDB30 | Long             | DBT              | CORP              | US        |     75000 | PA      | $58549.50     | 0.00%             | 2052-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                                                            | Amrize Finance US LLC                                                                 | CUSIP: 43475RAA4<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150991.50    | 0.00%             | 2027-04-07      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                                                            | Amrize Finance US LLC                                                                 | CUSIP: 43475RAB2<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126573.75    | 0.00%             | 2028-04-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                                                            | Amrize Finance US LLC                                                                 | CUSIP: 43475RAC0<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154068.00    | 0.00%             | 2030-04-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                                                            | Amrize Finance US LLC                                                                 | CUSIP: 43475RAD8<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207556.00    | 0.00%             | 2035-04-07      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                                    | CUSIP: 437076AS1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    530000 | PA      | $579480.80    | 0.01%             | 2036-12-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                                    | CUSIP: 437076AU6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104211.00    | 0.00%             | 2040-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                                    | CUSIP: 437076AV4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    200000 | PA      | $216160.00    | 0.00%             | 2041-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                                    | CUSIP: 437076BA9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    205000 | PA      | $180080.20    | 0.00%             | 2043-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                                    | CUSIP: 437076BD3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    195000 | PA      | $185035.50    | 0.00%             | 2044-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                                    | CUSIP: 437076BF8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    150000 | PA      | $133011.00    | 0.00%             | 2045-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                                    | CUSIP: 437076BH4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    250000 | PA      | $215670.00    | 0.00%             | 2046-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                                    | CUSIP: 437076BP6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    200000 | PA      | $143020.00    | 0.00%             | 2056-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                                    | CUSIP: 437076BS0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    200000 | PA      | $161818.00    | 0.00%             | 2047-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                                    | CUSIP: 437076BT8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147561.00    | 0.00%             | 2027-09-14      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                                    | CUSIP: 437076BW1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100327.00    | 0.00%             | 2028-12-06      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                                    | CUSIP: 437076BX9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    300000 | PA      | $263877.00    | 0.00%             | 2048-12-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                                    | CUSIP: 437076BY7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    350000 | PA      | $339181.50    | 0.01%             | 2029-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                                    | CUSIP: 437076BZ4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    200000 | PA      | $139308.00    | 0.00%             | 2049-12-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                                    | CUSIP: 437076CA8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196636.00    | 0.00%             | 2027-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                                    | CUSIP: 437076CB6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    275000 | PA      | $260722.00    | 0.00%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                                    | CUSIP: 437076CC4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    200000 | PA      | $165568.00    | 0.00%             | 2040-04-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                                    | CUSIP: 437076CD2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    250000 | PA      | $180745.00    | 0.00%             | 2050-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                                    | CUSIP: 437076CE0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70560.75     | 0.00%             | 2028-03-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                                    | CUSIP: 437076CF7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    250000 | PA      | $217457.50    | 0.00%             | 2031-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                                    | CUSIP: 437076CG5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    250000 | PA      | $146655.00    | 0.00%             | 2051-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                                    | CUSIP: 437076CH3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141079.50    | 0.00%             | 2028-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                                    | CUSIP: 437076CJ9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    250000 | PA      | $220702.50    | 0.00%             | 2031-09-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                                    | CUSIP: 437076CK6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    150000 | PA      | $94744.50     | 0.00%             | 2051-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                                    | CUSIP: 437076CN0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148243.50    | 0.00%             | 2027-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                                    | CUSIP: 437076CP5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    250000 | PA      | $235820.00    | 0.00%             | 2032-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                                    | CUSIP: 437076CQ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    300000 | PA      | $224136.00    | 0.00%             | 2052-04-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                                    | CUSIP: 437076CS9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203624.00    | 0.00%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                                    | CUSIP: 437076CT7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93096.00     | 0.00%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                                    | CUSIP: 437076CW0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154470.00    | 0.00%             | 2029-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                                    | CUSIP: 437076DB5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152545.50    | 0.00%             | 2027-06-25      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                                    | CUSIP: 437076DC3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205282.00    | 0.00%             | 2029-06-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                                    | CUSIP: 437076DD1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    225000 | PA      | $233331.75    | 0.00%             | 2031-06-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                                    | CUSIP: 437076DE9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    300000 | PA      | $308832.00    | 0.01%             | 2034-06-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                                    | CUSIP: 437076DF6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244425.00    | 0.00%             | 2054-06-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                                    | CUSIP: 437076DG4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147063.00    | 0.00%             | 2064-06-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                                    | CUSIP: 437076DH2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90009.00     | 0.00%             | 2028-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                                    | CUSIP: 437076DJ8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89775.90     | 0.00%             | 2030-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                                    | CUSIP: 437076DK5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    180000 | PA      | $180032.40    | 0.00%             | 2035-09-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                                                               | Honda Motor Co Ltd                                                                    | CUSIP: 438127AB8<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $196354.00    | 0.00%             | 2027-03-10      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                                                               | Honda Motor Co Ltd                                                                    | CUSIP: 438127AC6<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    150000 | PA      | $137709.00    | 0.00%             | 2032-03-10      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                                                               | Honda Motor Co Ltd                                                                    | CUSIP: 438127AD4<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $201818.00    | 0.00%             | 2028-07-08      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                                                               | Honda Motor Co Ltd                                                                    | CUSIP: 438127AE2<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $253442.50    | 0.00%             | 2030-07-08      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                                                               | Honda Motor Co Ltd                                                                    | CUSIP: 438127AF9<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $205610.00    | 0.00%             | 2035-07-08      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                           | CUSIP: 438516AR7<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107452.00    | 0.00%             | 2036-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                           | CUSIP: 438516AT3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107464.00    | 0.00%             | 2037-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                           | CUSIP: 438516BB1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78148.50     | 0.00%             | 2041-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                           | CUSIP: 438516BS4<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80178.00     | 0.00%             | 2047-11-21      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                           | CUSIP: 438516BU9<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143511.00    | 0.00%             | 2029-08-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                           | CUSIP: 438516BZ8<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182728.00    | 0.00%             | 2030-06-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                           | CUSIP: 438516CA2<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    150000 | PA      | $99411.00     | 0.00%             | 2050-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                           | CUSIP: 438516CE4<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193378.00    | 0.00%             | 2027-03-01      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                           | CUSIP: 438516CF1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    250000 | PA      | $219205.00    | 0.00%             | 2031-09-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                           | CUSIP: 438516CJ3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102351.00    | 0.00%             | 2028-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                           | CUSIP: 438516CK0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    225000 | PA      | $233412.75    | 0.00%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                           | CUSIP: 438516CL8<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201892.00    | 0.00%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                           | CUSIP: 438516CM6<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199534.00    | 0.00%             | 2034-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                           | CUSIP: 438516CQ7<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103158.00    | 0.00%             | 2029-09-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                           | CUSIP: 438516CR5<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104120.00    | 0.00%             | 2031-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                           | CUSIP: 438516CS3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205342.00    | 0.00%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                           | CUSIP: 438516CT1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    300000 | PA      | $290838.00    | 0.01%             | 2054-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                           | CUSIP: 438516CU8<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146470.50    | 0.00%             | 2064-03-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                           | CUSIP: 438516CX2<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202548.00    | 0.00%             | 2027-07-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                           | CUSIP: 438516CY0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204854.00    | 0.00%             | 2030-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                           | CUSIP: 438516CZ7<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204998.00    | 0.00%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HORACE MANN EDUCATORS CO                                                         | Horace Mann Educators Corp                                                            | CUSIP: 440327AL8<br>LEI: 254900G5YAV3A2YK8T32 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107457.00    | 0.00%             | 2028-09-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HORACE MANN EDUCATORS CO                                                         | Horace Mann Educators Corp                                                            | CUSIP: 440327AM6<br>LEI: 254900G5YAV3A2YK8T32 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49872.50     | 0.00%             | 2030-10-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| HORMEL FOODS CORP                                                                | Hormel Foods Corp                                                                     | CUSIP: 440452AF7<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |    150000 | PA      | $135855.00    | 0.00%             | 2030-06-11      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| HORMEL FOODS CORP                                                                | Hormel Foods Corp                                                                     | CUSIP: 440452AH3<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142245.00    | 0.00%             | 2028-06-03      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| HORMEL FOODS CORP                                                                | Hormel Foods Corp                                                                     | CUSIP: 440452AJ9<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |    150000 | PA      | $101559.00    | 0.00%             | 2051-06-03      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| HORMEL FOODS CORP                                                                | Hormel Foods Corp                                                                     | CUSIP: 440452AK6<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101148.00    | 0.00%             | 2027-03-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| HOSPITAL SPECIAL SURGERY                                                         | NY Society for Relief of Ruptured & Crippled Maintaining Hosp Special Surgery         | CUSIP: 44107HAF9<br>LEI: 549300U0XV0GGBTV6I72 | Long             | DBT              | CORP              | US        |     50000 | PA      | $31426.00     | 0.00%             | 2050-10-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                                         | Host Hotels & Resorts LP                                                              | CUSIP: 44107TAY2<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |    150000 | PA      | $143715.00    | 0.00%             | 2029-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                                         | Host Hotels & Resorts LP                                                              | CUSIP: 44107TAZ9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |    150000 | PA      | $142687.50    | 0.00%             | 2030-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                                         | Host Hotels & Resorts LP                                                              | CUSIP: 44107TBA3<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |     75000 | PA      | $67551.00     | 0.00%             | 2031-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                                         | Host Hotels & Resorts LP                                                              | CUSIP: 44107TBB1<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |    100000 | PA      | $103491.00    | 0.00%             | 2034-07-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                                         | Host Hotels & Resorts LP                                                              | CUSIP: 44107TBC9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |    100000 | PA      | $101762.00    | 0.00%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                                         | Host Hotels & Resorts LP                                                              | CUSIP: 44107TBD7<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |    100000 | PA      | $104415.00    | 0.00%             | 2032-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| City of Houston TX                                                               | City of Houston                                                                       | CUSIP: 4423313K8<br>LEI: 549300C64URYS0WQQY42 | Long             | DBT              | MUN               | US        |    120000 | PA      | $106065.48    | 0.00%             | 2047-03-01      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                                             | Howmet Aerospace Inc                                                                  | CUSIP: 443201AB4<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97072.00     | 0.00%             | 2029-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                                             | Howmet Aerospace Inc                                                                  | CUSIP: 443201AC2<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103141.00    | 0.00%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HUBBELL INC                                                                      | Hubbell Inc                                                                           | CUSIP: 443510AJ1<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99143.00     | 0.00%             | 2028-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HUBBELL INC                                                                      | Hubbell Inc                                                                           | CUSIP: 443510AK8<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91286.00     | 0.00%             | 2031-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                            | CUSIP: 444859BB7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     75000 | PA      | $65427.00     | 0.00%             | 2042-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                            | CUSIP: 444859BE1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89385.00     | 0.00%             | 2044-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                            | CUSIP: 444859BF8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99747.00     | 0.00%             | 2027-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                            | CUSIP: 444859BG6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86057.00     | 0.00%             | 2047-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                            | CUSIP: 444859BK7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144144.00    | 0.00%             | 2029-08-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                            | CUSIP: 444859BL5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     75000 | PA      | $56636.25     | 0.00%             | 2049-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                            | CUSIP: 444859BN1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101506.00    | 0.00%             | 2030-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                            | CUSIP: 444859BQ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145263.00    | 0.00%             | 2027-02-03      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                            | CUSIP: 444859BR2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    150000 | PA      | $130213.50    | 0.00%             | 2032-02-03      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                            | CUSIP: 444859BT8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98171.00     | 0.00%             | 2029-03-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                            | CUSIP: 444859BU5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103381.00    | 0.00%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                            | CUSIP: 444859BV3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    150000 | PA      | $158515.50    | 0.00%             | 2033-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                            | CUSIP: 444859BX9<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139038.00    | 0.00%             | 2053-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                            | CUSIP: 444859BY7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    200000 | PA      | $211424.00    | 0.00%             | 2034-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                            | CUSIP: 444859BZ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104129.00    | 0.00%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                            | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207050.00    | 0.00%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                            | CUSIP: 444859CB6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191862.00    | 0.00%             | 2054-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                            | CUSIP: 444859CC4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99325.00     | 0.00%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                            | CUSIP: 444859CD2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128302.50    | 0.00%             | 2035-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bonds                                           | Hungary Government International Bonds                                                | CUSIP: 445545AF3<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    300000 | PA      | $354648.00    | 0.01%             | 2041-03-29      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| JB HUNT TRANSPRT SVCS                                                            | JB Hunt Transport Services Inc                                                        | CUSIP: 445658CG0<br>LEI: 549300XCD1MPI1C5GK90 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153540.00    | 0.00%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                            | Huntington Bancshares Inc/OH                                                          | CUSIP: 446150AS3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139747.50    | 0.00%             | 2030-02-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                            | Huntington Bancshares Inc/OH                                                          | CUSIP: 446150AX2<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    150000 | PA      | $129966.00    | 0.00%             | 2036-08-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                            | Huntington Bancshares Inc/OH                                                          | CUSIP: 446150BA1<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101292.00    | 0.00%             | 2033-05-17      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                            | Huntington Bancshares Inc/OH                                                          | CUSIP: 446150BB9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201064.00    | 0.00%             | 2028-08-04      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                            | Huntington Bancshares Inc/OH                                                          | CUSIP: 446150BC7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105068.00    | 0.00%             | 2029-08-21      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                            | Huntington Bancshares Inc/OH                                                          | CUSIP: 446150BD5<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210474.00    | 0.00%             | 2035-02-02      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                            | Huntington Bancshares Inc/OH                                                          | CUSIP: 446150BE3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206594.00    | 0.00%             | 2031-01-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                            | Huntington Bancshares Inc/OH                                                          | CUSIP: 446150BF0<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104262.00    | 0.00%             | 2039-11-18      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                                                         | Huntington Ingalls Industries Inc                                                     | CUSIP: 446413AL0<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98759.00     | 0.00%             | 2027-12-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                                                         | Huntington Ingalls Industries Inc                                                     | CUSIP: 446413AT3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99161.00     | 0.00%             | 2030-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                                                         | Huntington Ingalls Industries Inc                                                     | CUSIP: 446413AZ9<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94566.00     | 0.00%             | 2028-08-16      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                                                         | Huntington Ingalls Industries Inc                                                     | CUSIP: 446413BA3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103625.00    | 0.00%             | 2030-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                                                         | Huntington Ingalls Industries Inc                                                     | CUSIP: 446413BB1<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106122.00    | 0.00%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                                                         | Huntington National Bank/The                                                          | CUSIP: 44644MAJ0<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |    250000 | PA      | $262525.00    | 0.00%             | 2030-01-10      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                                                         | Huntington National Bank/The                                                          | CUSIP: 44644MAK7<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252050.00    | 0.00%             | 2028-04-12      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                                | Hyatt Hotels Corp                                                                     | CUSIP: 448579AG7<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150624.00    | 0.00%             | 2028-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                                | Hyatt Hotels Corp                                                                     | CUSIP: 448579AJ1<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104652.00    | 0.00%             | 2030-04-23      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                                | Hyatt Hotels Corp                                                                     | CUSIP: 448579AQ5<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101596.00    | 0.00%             | 2027-01-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                                | Hyatt Hotels Corp                                                                     | CUSIP: 448579AR3<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102966.00    | 0.00%             | 2029-06-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                                | Hyatt Hotels Corp                                                                     | CUSIP: 448579AS1<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103384.00    | 0.00%             | 2034-06-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                                | Hyatt Hotels Corp                                                                     | CUSIP: 448579AT9<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103057.00    | 0.00%             | 2031-12-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                                                     | Hydro-Quebec                                                                          | CUSIP: 448814DC4<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |    100000 | PA      | $116910.00    | 0.00%             | 2029-12-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| IBM INTERNAT CAPITAL                                                             | IBM International Capital Pte Ltd                                                     | CUSIP: 449276AB0<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    100000 | PA      | $100729.00    | 0.00%             | 2027-02-05      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| IBM INTERNAT CAPITAL                                                             | IBM International Capital Pte Ltd                                                     | CUSIP: 449276AC8<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    100000 | PA      | $101776.00    | 0.00%             | 2029-02-05      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| IBM INTERNAT CAPITAL                                                             | IBM International Capital Pte Ltd                                                     | CUSIP: 449276AD6<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    150000 | PA      | $153474.00    | 0.00%             | 2031-02-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| IBM INTERNAT CAPITAL                                                             | IBM International Capital Pte Ltd                                                     | CUSIP: 449276AE4<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    200000 | PA      | $203958.00    | 0.00%             | 2034-02-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| IBM INTERNAT CAPITAL                                                             | IBM International Capital Pte Ltd                                                     | CUSIP: 449276AF1<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    200000 | PA      | $196626.00    | 0.00%             | 2044-02-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| IBM INTERNAT CAPITAL                                                             | IBM International Capital Pte Ltd                                                     | CUSIP: 449276AG9<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    250000 | PA      | $238465.00    | 0.00%             | 2054-02-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DAC                                                         | Icon Investments Six DAC                                                              | CUSIP: 45115AAA2<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $204018.00    | 0.00%             | 2027-05-08      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DAC                                                         | Icon Investments Six DAC                                                              | CUSIP: 45115AAB0<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $209042.00    | 0.00%             | 2029-05-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DAC                                                         | Icon Investments Six DAC                                                              | CUSIP: 45115AAC8<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $211924.00    | 0.00%             | 2034-05-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| IDAHO POWER CO                                                                   | Idaho Power Co                                                                        | CUSIP: 45138LBF9<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |    150000 | PA      | $126009.00    | 0.00%             | 2048-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| IDAHO POWER CO                                                                   | Idaho Power Co                                                                        | CUSIP: 45138LBH5<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99928.00     | 0.00%             | 2053-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IDAHO POWER CO                                                                   | Idaho Power Co                                                                        | CUSIP: 45138LBJ1<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77473.50     | 0.00%             | 2054-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| IDEX CORP                                                                        | IDEX Corp                                                                             | CUSIP: 45167RAG9<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94882.00     | 0.00%             | 2030-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| IDEX CORP                                                                        | IDEX Corp                                                                             | CUSIP: 45167RAH7<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | DBT              | CORP              | US        |     75000 | PA      | $68751.75     | 0.00%             | 2031-06-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| IDEX CORP                                                                        | IDEX Corp                                                                             | CUSIP: 45167RAJ3<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76837.50     | 0.00%             | 2029-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | State of Illinois                                                                     | CUSIP: 452151LF8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |   1341108 | PA      | $1376517.10   | 0.02%             | 2033-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | State of Illinois                                                                     | CUSIP: 452152GS4<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     71429 | PA      | $78862.14     | 0.00%             | 2035-07-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Illinois State Toll Highway Authority                                            | Illinois State Toll Highway Authority                                                 | CUSIP: 452252FH7<br>LEI: 549300ISBFGI8MJJKM98 | Long             | DBT              | MUN               | US        |    100000 | PA      | $108183.70    | 0.00%             | 2034-01-01      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| ILLINOIS TOOL WORKS INC                                                          | Illinois Tool Works Inc                                                               | CUSIP: 452308AR0<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |    300000 | PA      | $257154.00    | 0.00%             | 2042-09-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ILLINOIS TOOL WORKS INC                                                          | Illinois Tool Works Inc                                                               | CUSIP: 452308AX7<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197842.00    | 0.00%             | 2026-11-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                                                     | Illumina Inc                                                                          | CUSIP: 452327AM1<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    150000 | PA      | $135963.00    | 0.00%             | 2031-03-23      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                                                     | Illumina Inc                                                                          | CUSIP: 452327AP4<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102706.00    | 0.00%             | 2027-12-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER                                                           | Indiana Michigan Power Co                                                             | CUSIP: 454889AQ9<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87766.00     | 0.00%             | 2046-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER                                                           | Indiana Michigan Power Co                                                             | CUSIP: 454889AR7<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77335.00     | 0.00%             | 2047-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER                                                           | Indiana Michigan Power Co                                                             | CUSIP: 454889AT3<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82145.00     | 0.00%             | 2048-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER                                                           | Indiana Michigan Power Co                                                             | CUSIP: 454889AU0<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |     75000 | PA      | $51327.75     | 0.00%             | 2051-05-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER                                                           | Indiana Michigan Power Co                                                             | CUSIP: 454889AV8<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101002.00    | 0.00%             | 2053-04-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Indiana Finance Authority                                                        | Indiana Finance Authority                                                             | CUSIP: 45506ECL5<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |     75000 | PA      | $55903.05     | 0.00%             | 2051-01-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| INDIANA UNIV HEALTH INC                                                          | Indiana University Health Inc Obligated Group                                         | CUSIP: 455170AA8<br>LEI: 5493005H76YOO81B8D75 | Long             | DBT              | CORP              | US        |     55000 | PA      | $45126.40     | 0.00%             | 2048-11-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                         | Indonesia Government International Bonds                                              | CUSIP: 455780CD6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $197816.00    | 0.00%             | 2028-01-11      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                         | Indonesia Government International Bonds                                              | CUSIP: 455780CE4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $174402.00    | 0.00%             | 2048-01-11      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                         | Indonesia Government International Bonds                                              | CUSIP: 455780CF1<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    250000 | PA      | $250672.50    | 0.00%             | 2028-04-24      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                         | Indonesia Government International Bonds                                              | CUSIP: 455780CH7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $203500.00    | 0.00%             | 2029-02-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                         | Indonesia Government International Bonds                                              | CUSIP: 455780CJ3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $201930.00    | 0.00%             | 2049-02-11      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | Indonesia Government International Bond                                               | CUSIP: 455780CK0<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    250000 | PA      | $243675.00    | 0.00%             | 2029-09-18      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                         | Indonesia Government International Bonds                                              | CUSIP: 455780CN4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    100000 | PA      | $77051.00     | 0.00%             | 2049-10-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                         | Indonesia Government International Bonds                                              | CUSIP: 455780CQ7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    400000 | PA      | $378592.00    | 0.01%             | 2030-02-14      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | Indonesia Government International Bond                                               | CUSIP: 455780CR5<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $148144.00    | 0.00%             | 2050-02-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                         | Indonesia Government International Bonds                                              | CUSIP: 455780CS3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    300000 | PA      | $295092.00    | 0.01%             | 2030-10-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                         | Indonesia Government International Bonds                                              | CUSIP: 455780CT1<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    250000 | PA      | $208082.50    | 0.00%             | 2050-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                         | Indonesia Government International Bonds                                              | CUSIP: 455780CU8<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $164524.00    | 0.00%             | 2070-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                         | Indonesia Government International Bonds                                              | CUSIP: 455780CV6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $176150.00    | 0.00%             | 2031-03-12      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                         | Indonesia Government International Bonds                                              | CUSIP: 455780CW4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    400000 | PA      | $270700.00    | 0.00%             | 2051-03-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | Indonesia Government International Bond                                               | CUSIP: 455780CX2<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $131846.00    | 0.00%             | 2071-03-12      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                         | Indonesia Government International Bonds                                              | CUSIP: 455780CY0<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $177426.00    | 0.00%             | 2031-07-28      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | Indonesia Government International Bond                                               | CUSIP: 455780DG8<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $130900.00    | 0.00%             | 2061-09-23      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | Indonesia Government International Bond                                               | CUSIP: 455780DK9<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $168034.00    | 0.00%             | 2052-03-31      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                         | Indonesia Government International Bonds                                              | CUSIP: 455780DN3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    250000 | PA      | $252225.00    | 0.00%             | 2032-09-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                         | Indonesia Government International Bonds                                              | CUSIP: 455780DQ6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    300000 | PA      | $302727.00    | 0.01%             | 2028-01-11      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                         | Indonesia Government International Bonds                                              | CUSIP: 455780DR4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $202436.00    | 0.00%             | 2033-01-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | Indonesia Government International Bond                                               | CUSIP: 455780DS2<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $204958.00    | 0.00%             | 2053-01-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | Indonesia Government International Bond                                               | CUSIP: 455780DT0<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $201550.00    | 0.00%             | 2029-03-10      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | Indonesia Government International Bond                                               | CUSIP: 455780DV5<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $194034.00    | 0.00%             | 2054-02-10      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | Indonesia Government International Bond                                               | CUSIP: 455780DW3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $195606.00    | 0.00%             | 2054-09-10      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                         | Indonesia Government International Bonds                                              | CUSIP: 455780DX1<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $200262.00    | 0.00%             | 2034-09-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | Indonesia Government International Bond                                               | CUSIP: 455780DZ6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $207814.00    | 0.00%             | 2030-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                         | Indonesia Government International Bonds                                              | CUSIP: 455780EA0<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $212574.00    | 0.00%             | 2035-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | Indonesia Government International Bond                                               | CUSIP: 455780ED4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $200418.00    | 0.00%             | 2036-04-16      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | ING Groep NV                                                                          | CUSIP: 456837AH6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $199786.00    | 0.00%             | 2027-03-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | ING Groep NV                                                                          | CUSIP: 456837AM5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $304140.00    | 0.01%             | 2028-10-02      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | ING Groep NV                                                                          | CUSIP: 456837AQ6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $199676.00    | 0.00%             | 2029-04-09      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | ING Groep NV                                                                          | CUSIP: 456837AW3<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $184754.00    | 0.00%             | 2032-04-01      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | ING Groep NV                                                                          | CUSIP: 456837BB8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $249755.00    | 0.00%             | 2028-03-28      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | ING Groep NV                                                                          | CUSIP: 456837BC6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $197330.00    | 0.00%             | 2033-03-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | ING Groep NV                                                                          | CUSIP: 456837BH5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $217704.00    | 0.00%             | 2034-09-11      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | ING Groep NV                                                                          | CUSIP: 456837BL6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $207304.00    | 0.00%             | 2030-03-19      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | ING Groep NV                                                                          | CUSIP: 456837BM4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $209558.00    | 0.00%             | 2035-03-19      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | ING Groep NV                                                                          | CUSIP: 456837BQ5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $203178.00    | 0.00%             | 2029-03-25      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | ING Groep NV                                                                          | CUSIP: 456837BR3<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $205742.00    | 0.00%             | 2031-03-25      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | ING Groep NV                                                                          | CUSIP: 456837BS1<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $209512.00    | 0.00%             | 2036-03-25      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL INC                                                               | Voya Financial Inc                                                                    | CUSIP: 45685EAJ5<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50594.50     | 0.00%             | 2043-07-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TRANE TECH FIN LTD                                                               | Trane Technologies Financing Ltd                                                      | CUSIP: 456873AD0<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |    100000 | PA      | $99358.00     | 0.00%             | 2029-03-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| TRANE TECH FIN LTD                                                               | Trane Technologies Financing Ltd                                                      | CUSIP: 456873AF5<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |     75000 | PA      | $65736.75     | 0.00%             | 2049-03-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES HOLDC                                                         | Trane Technologies Holdco Inc                                                         | CUSIP: 45687AAG7<br>LEI: 549300UCF0D858BIOV83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105899.00    | 0.00%             | 2043-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES HOLDC                                                         | Trane Technologies Holdco Inc                                                         | CUSIP: 45687AAN2<br>LEI: 549300UCF0D858BIOV83 | Long             | DBT              | CORP              | US        |     75000 | PA      | $64494.75     | 0.00%             | 2048-02-21      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES HOLDC                                                         | Trane Technologies Holdco Inc                                                         | CUSIP: 45687AAP7<br>LEI: 549300UCF0D858BIOV83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99625.00     | 0.00%             | 2028-08-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                                               | Ingersoll Rand Inc                                                                    | CUSIP: 45687VAA4<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77628.00     | 0.00%             | 2028-08-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                                               | Ingersoll Rand Inc                                                                    | CUSIP: 45687VAB2<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    200000 | PA      | $213706.00    | 0.00%             | 2033-08-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                                               | Ingersoll Rand Inc                                                                    | CUSIP: 45687VAC0<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152464.50    | 0.00%             | 2027-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                                               | Ingersoll Rand Inc                                                                    | CUSIP: 45687VAD8<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155499.00    | 0.00%             | 2029-06-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                                               | Ingersoll Rand Inc                                                                    | CUSIP: 45687VAE6<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78795.00     | 0.00%             | 2031-06-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                                               | Ingersoll Rand Inc                                                                    | CUSIP: 45687VAF3<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    150000 | PA      | $157083.00    | 0.00%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                                               | Ingersoll Rand Inc                                                                    | CUSIP: 45687VAG1<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101930.00    | 0.00%             | 2054-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| INGREDION INC                                                                    | Ingredion Inc                                                                         | CUSIP: 457187AC6<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141336.00    | 0.00%             | 2030-06-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| INGREDION INC                                                                    | Ingredion Inc                                                                         | CUSIP: 457187AD4<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $76244.00     | 0.00%             | 2050-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| INOVA HEALTH SYSTEMS FOU                                                         | Inova Health System Foundation                                                        | CUSIP: 45791GAA0<br>LEI: 5493001L7PBVS286Y307 | Long             | DBT              | CORP              | US        |     75000 | PA      | $61106.25     | 0.00%             | 2052-05-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                            | CUSIP: 458140AK6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    170000 | PA      | $153686.80    | 0.00%             | 2041-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                            | CUSIP: 458140AN0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143988.00    | 0.00%             | 2032-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                            | CUSIP: 458140AP5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82826.00     | 0.00%             | 2042-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                            | CUSIP: 458140AT7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    175000 | PA      | $154040.25    | 0.00%             | 2045-07-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                            | CUSIP: 458140AV2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    250000 | PA      | $196122.50    | 0.00%             | 2046-05-19      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                            | CUSIP: 458140AX8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148014.00    | 0.00%             | 2027-05-11      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                            | CUSIP: 458140AY6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    175000 | PA      | $135534.00    | 0.00%             | 2047-05-11      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                            | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    350000 | PA      | $256074.00    | 0.00%             | 2047-12-08      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                            | CUSIP: 458140BH2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    350000 | PA      | $327117.00    | 0.01%             | 2029-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                            | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    400000 | PA      | $264276.00    | 0.00%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                            | CUSIP: 458140BK5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    160000 | PA      | $93945.60     | 0.00%             | 2060-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                            | CUSIP: 458140BL3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    150000 | PA      | $136095.00    | 0.00%             | 2040-03-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                            | CUSIP: 458140BM1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    400000 | PA      | $337296.00    | 0.01%             | 2050-03-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                            | CUSIP: 458140BN9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    175000 | PA      | $147309.75    | 0.00%             | 2060-03-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                            | CUSIP: 458140BQ2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    225000 | PA      | $224014.50    | 0.00%             | 2027-03-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                            | CUSIP: 458140BR0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    300000 | PA      | $294900.00    | 0.01%             | 2030-03-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                            | CUSIP: 458140BT6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187388.00    | 0.00%             | 2028-08-12      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                            | CUSIP: 458140BU3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    200000 | PA      | $176220.00    | 0.00%             | 2031-08-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                            | CUSIP: 458140BV1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    150000 | PA      | $106539.00    | 0.00%             | 2041-08-12      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                            | CUSIP: 458140BW9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    250000 | PA      | $158017.50    | 0.00%             | 2051-08-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                            | CUSIP: 458140BX7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    100000 | PA      | $59441.00     | 0.00%             | 2061-08-12      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                            | CUSIP: 458140BY5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198758.00    | 0.00%             | 2027-08-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                            | CUSIP: 458140BZ2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198298.00    | 0.00%             | 2029-08-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                            | CUSIP: 458140CA6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194196.00    | 0.00%             | 2032-08-05      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                            | CUSIP: 458140CB4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    300000 | PA      | $256929.00    | 0.00%             | 2052-08-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                            | CUSIP: 458140CC2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    150000 | PA      | $126304.50    | 0.00%             | 2062-08-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                            | CUSIP: 458140CE8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304689.00    | 0.01%             | 2028-02-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                            | CUSIP: 458140CF5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205854.00    | 0.00%             | 2030-02-10      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                            | CUSIP: 458140CG3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    400000 | PA      | $410544.00    | 0.01%             | 2033-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                            | CUSIP: 458140CH1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197078.00    | 0.00%             | 2043-02-10      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                            | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    350000 | PA      | $336238.00    | 0.01%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                            | CUSIP: 458140CK4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193376.00    | 0.00%             | 2063-02-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                            | CUSIP: 458140CL2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152778.00    | 0.00%             | 2034-02-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                            | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191036.00    | 0.00%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                            | CUSIP: 458140CN8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102820.00    | 0.00%             | 2031-02-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                       | CUSIP: 45818WGB6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    100000 | PA      | $100922.00    | 0.00%             | 2030-01-22      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                       | CUSIP: 4581X0CE6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    150000 | PA      | $143742.00    | 0.00%             | 2044-01-24      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                       | CUSIP: 4581X0CY2<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    350000 | PA      | $343549.50    | 0.01%             | 2027-07-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                       | CUSIP: 4581X0DC9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    650000 | PA      | $642973.50    | 0.01%             | 2028-09-18      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                       | CUSIP: 4581X0DG0<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    700000 | PA      | $669270.00    | 0.01%             | 2029-06-18      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                       | CUSIP: 4581X0DQ8<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $474715.00    | 0.01%             | 2027-09-16      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                       | CUSIP: 4581X0DS4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    750000 | PA      | $661065.00    | 0.01%             | 2031-01-13      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                       | CUSIP: 4581X0DX3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $469905.00    | 0.01%             | 2028-07-20      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                       | CUSIP: 4581X0EB0<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $488285.00    | 0.01%             | 2027-01-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                       | CUSIP: 4581X0EF1<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $498415.00    | 0.01%             | 2029-09-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                       | CUSIP: 4581X0EH7<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    400000 | PA      | $403752.00    | 0.01%             | 2028-01-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                       | CUSIP: 4581X0EJ3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $487665.00    | 0.01%             | 2033-04-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                       | CUSIP: 4581X0EL8<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    350000 | PA      | $363587.00    | 0.01%             | 2033-09-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                       | CUSIP: 4581X0EM6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    250000 | PA      | $252027.50    | 0.00%             | 2027-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                       | CUSIP: 4581X0EN4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    750000 | PA      | $762750.00    | 0.01%             | 2029-02-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                       | CUSIP: 4581X0EP9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    400000 | PA      | $411136.00    | 0.01%             | 2034-07-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                       | CUSIP: 4581X0ER5<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    400000 | PA      | $397284.00    | 0.01%             | 2031-09-17      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                       | CUSIP: 4581X0ES3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    750000 | PA      | $775725.00    | 0.01%             | 2030-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                       | CUSIP: 4581X0EV6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    400000 | PA      | $401976.00    | 0.01%             | 2030-06-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                       | CUSIP: 4581X0EW4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    530000 | PA      | $542725.30    | 0.01%             | 2035-07-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN INVEST CO                                                         | Inter-American Investment Corp                                                        | CUSIP: 45828Q2B2<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | NUSS              | XX        |    200000 | PA      | $202036.00    | 0.00%             | 2028-02-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN INVEST CO                                                         | Inter-American Investment Corp                                                        | CUSIP: 45828Q2C0<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | NUSS              | XX        |    200000 | PA      | $205872.00    | 0.00%             | 2028-09-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN INVEST CO                                                         | Inter-American Investment Corp                                                        | CUSIP: 45828Q2D8<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | NUSS              | XX        |    150000 | PA      | $152610.00    | 0.00%             | 2029-02-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN INVEST CO                                                         | Inter-American Investment Corp                                                        | CUSIP: 45828Q2F3<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | NUSS              | XX        |    200000 | PA      | $204188.00    | 0.00%             | 2030-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INTEGRIS BAPTIST MEDICAL                                                         | Integris Baptist Medical Center Inc                                                   | CUSIP: 45834QAA7<br>LEI: 549300S00ZKDLJSB3927 | Long             | DBT              | CORP              | US        |    100000 | PA      | $74256.00     | 0.00%             | 2050-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                         | CUSIP: 45866FAF1<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98696.00     | 0.00%             | 2027-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                         | CUSIP: 45866FAH7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    225000 | PA      | $190660.50    | 0.00%             | 2048-09-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                         | CUSIP: 45866FAJ3<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99556.00     | 0.00%             | 2028-09-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                         | CUSIP: 45866FAK0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    250000 | PA      | $229512.50    | 0.00%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                         | CUSIP: 45866FAL8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    225000 | PA      | $151103.25    | 0.00%             | 2050-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                         | CUSIP: 45866FAN4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    250000 | PA      | $214132.50    | 0.00%             | 2032-09-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                         | CUSIP: 45866FAP9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    250000 | PA      | $188067.50    | 0.00%             | 2040-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                         | CUSIP: 45866FAQ7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    250000 | PA      | $154085.00    | 0.00%             | 2060-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                         | CUSIP: 45866FAU8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300597.00    | 0.01%             | 2027-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                         | CUSIP: 45866FAV6<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252962.50    | 0.00%             | 2029-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                         | CUSIP: 45866FAW4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    275000 | PA      | $278894.00    | 0.00%             | 2033-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                         | CUSIP: 45866FAX2<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    275000 | PA      | $255871.00    | 0.00%             | 2052-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                         | CUSIP: 45866FAY0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188708.00    | 0.00%             | 2062-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                         | CUSIP: 45866FBA1<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    150000 | PA      | $157396.50    | 0.00%             | 2031-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                         | CUSIP: 45866FBB9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    175000 | PA      | $173502.00    | 0.00%             | 2028-09-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                                   | CUSIP: 459056RA7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    900000 | PA      | $921636.00    | 0.02%             | 2035-08-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                                   | CUSIP: 459058GE7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    350000 | PA      | $343087.50    | 0.01%             | 2027-11-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                                   | CUSIP: 459058HJ5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    450000 | PA      | $420057.00    | 0.01%             | 2029-10-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                                   | CUSIP: 459058JC8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    700000 | PA      | $621418.00    | 0.01%             | 2030-05-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                                   | CUSIP: 459058JG9<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    750000 | PA      | $656287.50    | 0.01%             | 2030-08-26      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                                   | CUSIP: 459058JN4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $946890.00    | 0.02%             | 2027-11-24      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                                   | CUSIP: 459058JR5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    750000 | PA      | $664110.00    | 0.01%             | 2031-02-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                                   | CUSIP: 459058JW4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $951190.00    | 0.02%             | 2028-04-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                                   | CUSIP: 459058JZ7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $936740.00    | 0.02%             | 2028-09-13      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                                   | CUSIP: 459058KA0<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $887370.00    | 0.02%             | 2031-11-03      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                                   | CUSIP: 459058KJ1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    750000 | PA      | $745072.50    | 0.01%             | 2027-06-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                                   | CUSIP: 459058KL6<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    700000 | PA      | $700777.00    | 0.01%             | 2029-09-21      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                                   | CUSIP: 459058KQ5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $1009950.00   | 0.02%             | 2030-02-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                                   | CUSIP: 459058KT9<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $999180.00    | 0.02%             | 2028-07-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                                   | CUSIP: 459058KU6<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $507500.00    | 0.01%             | 2030-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                                   | CUSIP: 459058KW2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    800000 | PA      | $822000.00    | 0.01%             | 2028-08-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                                   | CUSIP: 459058KY8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    550000 | PA      | $580811.00    | 0.01%             | 2033-11-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                                   | CUSIP: 459058LA9<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    800000 | PA      | $811680.00    | 0.01%             | 2031-01-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                                   | CUSIP: 459058LF8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $519205.00    | 0.01%             | 2031-04-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                                   | CUSIP: 459058LL5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $496050.00    | 0.01%             | 2034-08-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                                   | CUSIP: 459058LN1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $1010030.00   | 0.02%             | 2029-10-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                                   | CUSIP: 459058LQ4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1500000 | PA      | $1567695.00   | 0.03%             | 2032-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                                   | CUSIP: 459058LR2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $1020130.00   | 0.02%             | 2030-03-20      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                                   | CUSIP: 459058LT8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    750000 | PA      | $751800.00    | 0.01%             | 2028-05-05      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                                   | CUSIP: 459058LU5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    900000 | PA      | $909063.00    | 0.02%             | 2032-05-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                                   | CUSIP: 459058LY7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $496575.00    | 0.01%             | 2030-10-28      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                                   | CUSIP: 45905CAA2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |     80000 | PA      | $84372.80     | 0.00%             | 2035-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                                   | CUSIP: 45906M3D1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    750000 | PA      | $695632.50    | 0.01%             | 2032-03-29      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                                  | CUSIP: 459200AP6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     75000 | PA      | $90379.50     | 0.00%             | 2096-12-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                                  | CUSIP: 459200AR2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    130000 | PA      | $134891.90    | 0.00%             | 2027-08-01      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                                  | CUSIP: 459200BB6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $108921.00    | 0.00%             | 2032-11-29      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                                  | CUSIP: 459200GS4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    150000 | PA      | $157759.50    | 0.00%             | 2039-11-30      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                                  | CUSIP: 459200HF1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $171244.00    | 0.00%             | 2042-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                                  | CUSIP: 459200JH5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    150000 | PA      | $134833.50    | 0.00%             | 2046-02-19      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                                  | CUSIP: 459200JR3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149017.50    | 0.00%             | 2027-01-27      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                                  | CUSIP: 459200KA8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    500000 | PA      | $491575.00    | 0.01%             | 2029-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                                  | CUSIP: 459200KB6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    350000 | PA      | $317103.50    | 0.01%             | 2039-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                                  | CUSIP: 459200KC4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    500000 | PA      | $414230.00    | 0.01%             | 2049-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                                  | CUSIP: 459200KH3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194018.00    | 0.00%             | 2027-05-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                                  | CUSIP: 459200KJ9<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182490.00    | 0.00%             | 2030-05-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                                  | CUSIP: 459200KK6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $76349.00     | 0.00%             | 2040-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                                  | CUSIP: 459200KL4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $65451.00     | 0.00%             | 2050-05-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                                  | CUSIP: 459200KM2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147054.00    | 0.00%             | 2027-02-09      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                                  | CUSIP: 459200KN0<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91309.00     | 0.00%             | 2032-02-09      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                                  | CUSIP: 459200KP5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     50000 | PA      | $35306.00     | 0.00%             | 2052-02-09      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                                  | CUSIP: 459200KT7<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150981.00    | 0.00%             | 2027-07-27      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                                  | CUSIP: 459200KU4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100394.00    | 0.00%             | 2032-07-27      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                                  | CUSIP: 459200KV2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    150000 | PA      | $135669.00    | 0.00%             | 2052-07-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                                  | CUSIP: 459200KX8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202296.00    | 0.00%             | 2028-02-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                                  | CUSIP: 459200KY6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153673.50    | 0.00%             | 2033-02-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                                  | CUSIP: 459200KZ3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140016.00    | 0.00%             | 2053-02-06      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                                  | CUSIP: 459200LF6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    175000 | PA      | $177696.75    | 0.00%             | 2028-02-10      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                                  | CUSIP: 459200LG4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    175000 | PA      | $179833.50    | 0.00%             | 2030-02-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                                  | CUSIP: 459200LH2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    175000 | PA      | $181193.25    | 0.00%             | 2032-02-10      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                                  | CUSIP: 459200LJ8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    175000 | PA      | $181280.75    | 0.00%             | 2035-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                                  | CUSIP: 459200LK5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    175000 | PA      | $177002.00    | 0.00%             | 2055-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances Inc                                           | International Flavors & Fragrances Inc                                                | CUSIP: 459506AE1<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     75000 | PA      | $61345.50     | 0.00%             | 2047-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                                         | International Flavors & Fragrances Inc                                                | CUSIP: 459506AK7<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100603.00    | 0.00%             | 2028-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                                         | International Flavors & Fragrances Inc                                                | CUSIP: 459506AL5<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    150000 | PA      | $134304.00    | 0.00%             | 2048-09-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                                                | International Finance Corp                                                            | CUSIP: 45950KCU2<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |    400000 | PA      | $350036.00    | 0.01%             | 2030-08-27      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                                                | International Finance Corp                                                            | CUSIP: 45950KDD9<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |    400000 | PA      | $409600.00    | 0.01%             | 2028-07-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                                                | International Finance Corp                                                            | CUSIP: 45950KDF4<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |    250000 | PA      | $251887.50    | 0.00%             | 2027-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                                                | International Finance Corp                                                            | CUSIP: 45950KDH0<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |    350000 | PA      | $357889.00    | 0.01%             | 2029-07-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                                                | International Finance Corp                                                            | CUSIP: 45950KDK3<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |    400000 | PA      | $407880.00    | 0.01%             | 2028-01-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                                                | International Finance Corp                                                            | CUSIP: 45950VUS3<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |    300000 | PA      | $303129.00    | 0.01%             | 2030-07-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PAPER CO                                                           | International Paper Co                                                                | CUSIP: 460146CF8<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    100000 | PA      | $117910.00    | 0.00%             | 2039-11-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PAPER CO                                                           | International Paper Co                                                                | CUSIP: 460146CH4<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104205.00    | 0.00%             | 2041-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PAPER CO                                                           | International Paper Co                                                                | CUSIP: 460146CK7<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90143.00     | 0.00%             | 2044-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PAPER CO                                                           | International Paper Co                                                                | CUSIP: 460146CM3<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75409.50     | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PAPER CO                                                           | International Paper Co                                                                | CUSIP: 460146CN1<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93425.00     | 0.00%             | 2046-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PAPER CO                                                           | International Paper Co                                                                | CUSIP: 460146CQ4<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83671.00     | 0.00%             | 2047-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PAPER CO                                                           | International Paper Co                                                                | CUSIP: 460146CS0<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82481.00     | 0.00%             | 2048-08-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| INTERPUBLIC GROUP COS                                                            | Interpublic Group of Cos Inc/The                                                      | CUSIP: 460690BP4<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100138.00    | 0.00%             | 2028-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| INTERPUBLIC GROUP COS                                                            | Interpublic Group of Cos Inc/The                                                      | CUSIP: 460690BQ2<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94126.00     | 0.00%             | 2048-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| INTERPUBLIC GROUP COS                                                            | Interpublic Group of Cos Inc/The                                                      | CUSIP: 460690BR0<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101096.00    | 0.00%             | 2030-03-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INTERPUBLIC GROUP COS                                                            | Interpublic Group of Cos Inc/The                                                      | CUSIP: 460690BS8<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |    100000 | PA      | $76266.00     | 0.00%             | 2041-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| INTERPUBLIC GROUP COS                                                            | Interpublic Group of Cos Inc/The                                                      | CUSIP: 460690BT6<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90328.00     | 0.00%             | 2031-03-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| INTERPUBLIC GROUP COS                                                            | Interpublic Group of Cos Inc/The                                                      | CUSIP: 460690BU3<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50978.50     | 0.00%             | 2033-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                                                         | Interstate Power and Light Co                                                         | CUSIP: 461070AG9<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     50000 | PA      | $54587.50     | 0.00%             | 2039-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                                                         | Interstate Power and Light Co                                                         | CUSIP: 461070AQ7<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98266.00     | 0.00%             | 2029-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                                                         | Interstate Power and Light Co                                                         | CUSIP: 461070AR5<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    100000 | PA      | $73331.00     | 0.00%             | 2049-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                                                         | Interstate Power and Light Co                                                         | CUSIP: 461070AS3<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91988.00     | 0.00%             | 2030-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                                                         | Interstate Power and Light Co                                                         | CUSIP: 461070AU8<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     75000 | PA      | $79535.25     | 0.00%             | 2033-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                                                         | Interstate Power and Light Co                                                         | CUSIP: 461070AV6<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100590.00    | 0.00%             | 2034-09-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                                                         | Interstate Power and Light Co                                                         | CUSIP: 461070AW4<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24187.25     | 0.00%             | 2054-09-30      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                                                         | Interstate Power and Light Co                                                         | CUSIP: 461070AX2<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104943.00    | 0.00%             | 2035-06-29      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                                                         | Interstate Power and Light Co                                                         | CUSIP: 461070AY0<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49405.00     | 0.00%             | 2055-10-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                                                       | Intuit Inc                                                                            | CUSIP: 46124HAC0<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144358.50    | 0.00%             | 2027-07-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                                                       | Intuit Inc                                                                            | CUSIP: 46124HAD8<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89909.00     | 0.00%             | 2030-07-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                                                       | Intuit Inc                                                                            | CUSIP: 46124HAF3<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103270.00    | 0.00%             | 2028-09-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                                                       | Intuit Inc                                                                            | CUSIP: 46124HAG1<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210182.00    | 0.00%             | 2033-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                                                       | Intuit Inc                                                                            | CUSIP: 46124HAH9<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    225000 | PA      | $226779.75    | 0.00%             | 2053-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INVESCO FINANCE PLC                                                              | Invesco Finance PLC                                                                   | CUSIP: 46132FAC4<br>LEI: 549300OYQ3LAJYXXO449 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $98935.00     | 0.00%             | 2043-11-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                                              | Invitation Homes Operating Partnership LP                                             | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |    100000 | PA      | $87304.00     | 0.00%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                                              | Invitation Homes Operating Partnership LP                                             | CUSIP: 46188BAB8<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |    200000 | PA      | $190182.00    | 0.00%             | 2028-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                                              | Invitation Homes Operating Partnership LP                                             | CUSIP: 46188BAD4<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |    100000 | PA      | $97155.00     | 0.00%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                                              | Invitation Homes Operating Partnership LP                                             | CUSIP: 46188BAE2<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |    100000 | PA      | $104217.00    | 0.00%             | 2030-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                                              | Invitation Homes Operating Partnership LP                                             | CUSIP: 46188BAF9<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |    100000 | PA      | $104194.00    | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                                              | Invitation Homes Operating Partnership LP                                             | CUSIP: 46188BAG7<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |    100000 | PA      | $99463.00     | 0.00%             | 2035-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                                              | Invitation Homes Operating Partnership LP                                             | CUSIP: 46188BAH5<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |    100000 | PA      | $101243.00    | 0.00%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| IPALCO ENTERPRISES INC                                                           | IPALCO Enterprises Inc                                                                | CUSIP: 462613AR1<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51116.50     | 0.00%             | 2034-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                        | IQVIA Inc                                                                             | CUSIP: 46266TAC2<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206404.00    | 0.00%             | 2028-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                        | IQVIA Inc                                                                             | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210894.00    | 0.00%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                  | Israel Government International Bond                                                  | CUSIP: 4651387N9<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    300000 | PA      | $267444.00    | 0.00%             | 2043-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                  | Israel Government International Bond                                                  | CUSIP: 46513JB34<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    350000 | PA      | $325678.50    | 0.01%             | 2030-07-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                  | Israel Government International Bond                                                  | CUSIP: 46513JB42<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    300000 | PA      | $222252.00    | 0.00%             | 2050-07-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                  | Israel Government International Bond                                                  | CUSIP: 46513JB59<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    200000 | PA      | $150288.00    | 0.00%             | 2120-04-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                  | State of Israel                                                                       | CUSIP: 46513JXM8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    200000 | PA      | $185664.00    | 0.00%             | 2030-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                  | State of Israel                                                                       | CUSIP: 46513JXN6<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    350000 | PA      | $239389.50    | 0.00%             | 2050-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                  | Israel Government International Bond                                                  | CUSIP: 46513YJH2<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    200000 | PA      | $195940.00    | 0.00%             | 2028-01-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                  | Israel Government International Bond                                                  | CUSIP: 46513YJJ8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    200000 | PA      | $158418.00    | 0.00%             | 2048-01-17      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                  | Israel Government International Bond                                                  | CUSIP: 46514BRA7<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    350000 | PA      | $343920.50    | 0.01%             | 2033-01-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                  | Israel Government International Bond                                                  | CUSIP: 46514BRL3<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    700000 | PA      | $729197.00    | 0.01%             | 2034-03-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                  | Israel Government International Bond                                                  | CUSIP: 46514BRM1<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    500000 | PA      | $487870.00    | 0.01%             | 2054-03-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                  | Israel Government International Bond                                                  | CUSIP: 46514BRN9<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    300000 | PA      | $309411.00    | 0.01%             | 2029-03-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                  | Israel Government International Bond                                                  | CUSIP: 46514Y8A8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    400000 | PA      | $414272.00    | 0.01%             | 2030-02-19      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                  | Israel Government International Bond                                                  | CUSIP: 46514Y8B6<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    500000 | PA      | $525075.00    | 0.01%             | 2035-02-19      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                                                             | Republic of Italy Government International Bond                                       | CUSIP: 465410BG2<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    250000 | PA      | $267272.50    | 0.00%             | 2033-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                                                             | Republic of Italy Government International Bond                                       | CUSIP: 465410BY3<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    475000 | PA      | $457363.25    | 0.01%             | 2029-10-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                                                             | Republic of Italy Government International Bond                                       | CUSIP: 465410BZ0<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    350000 | PA      | $272937.00    | 0.00%             | 2049-10-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                                                             | Republic of Italy Government International Bond                                       | CUSIP: 465410CC0<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    500000 | PA      | $376425.00    | 0.01%             | 2051-05-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                                                                | ITC Holdings Corp                                                                     | CUSIP: 465685AH8<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97310.00     | 0.00%             | 2043-07-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                                         | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                            | CUSIP: 46590XAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    100000 | PA      | $95146.00     | 0.00%             | 2031-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                                         | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                            | CUSIP: 46590XAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    100000 | PA      | $96393.00     | 0.00%             | 2029-02-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                                         | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                            | CUSIP: 46590XAP1<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    250000 | PA      | $225902.50    | 0.00%             | 2032-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                                         | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                            | CUSIP: 46590XAQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    150000 | PA      | $118566.00    | 0.00%             | 2052-02-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                                         | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                            | CUSIP: 46590XAU0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    200000 | PA      | $187820.00    | 0.00%             | 2032-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                                         | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                            | CUSIP: 46590XAX4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    300000 | PA      | $314403.00    | 0.01%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                                         | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                            | CUSIP: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    200000 | PA      | $209704.00    | 0.00%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust                                       | JPMDB Commercial Mortgage Securities Trust 2018-C8                                    | CUSIP: 46591AAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    242120 | PA      | $240579.31    | 0.00%             | 2051-06-15      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46625HHF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    450000 | PA      | $516298.50    | 0.01%             | 2038-05-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46625HHV5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    230000 | PA      | $243098.50    | 0.00%             | 2040-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46625HJB7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    350000 | PA      | $369862.50    | 0.01%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46625HJM3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    250000 | PA      | $260930.00    | 0.00%             | 2043-08-16      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46625HJU5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192344.00    | 0.00%             | 2044-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46625HJZ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    350000 | PA      | $350465.50    | 0.01%             | 2026-12-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46625HLL2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    300000 | PA      | $287895.00    | 0.01%             | 2045-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46625HNJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251915.00    | 0.00%             | 2027-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46625HRX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149122.50    | 0.00%             | 2027-12-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46625HRY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498515.00    | 0.01%             | 2028-02-01      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                                                        | Jabil Inc                                                                             | CUSIP: 466313AH6<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99763.00     | 0.00%             | 2028-01-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                                                        | Jabil Inc                                                                             | CUSIP: 466313AJ2<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96595.00     | 0.00%             | 2030-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                                                        | Jabil Inc                                                                             | CUSIP: 466313AK9<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185944.00    | 0.00%             | 2031-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                    | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4                         | CUSIP: 46645UAT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2034000 | PA      | $2010993.39   | 0.04%             | 2049-12-15      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46647PAA4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    350000 | PA      | $303572.50    | 0.01%             | 2048-02-22      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46647PAF3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    450000 | PA      | $447106.50    | 0.01%             | 2028-05-01      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46647PAJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    475000 | PA      | $433062.25    | 0.01%             | 2038-07-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46647PAK2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    250000 | PA      | $209180.00    | 0.00%             | 2048-07-24      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46647PAL0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    650000 | PA      | $536172.00    | 0.01%             | 2048-11-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46647PAM8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    450000 | PA      | $445297.50    | 0.01%             | 2029-01-23      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46647PAN6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    300000 | PA      | $244521.00    | 0.00%             | 2049-01-23      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46647PAR7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    400000 | PA      | $399712.00    | 0.01%             | 2029-04-23      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46647PAV8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    450000 | PA      | $451548.00    | 0.01%             | 2029-07-23      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46647PAX4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    450000 | PA      | $455076.00    | 0.01%             | 2029-12-05      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46647PBD7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    450000 | PA      | $444280.50    | 0.01%             | 2030-05-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    650000 | PA      | $618195.50    | 0.01%             | 2030-10-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46647PBJ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    550000 | PA      | $557304.00    | 0.01%             | 2031-03-24      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $467440.00    | 0.01%             | 2031-04-22      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46647PBM7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    250000 | PA      | $199655.00    | 0.00%             | 2041-04-22      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46647PBN5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    400000 | PA      | $278940.00    | 0.00%             | 2051-04-22      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    575000 | PA      | $543231.25    | 0.01%             | 2031-05-13      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46647PBR6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    300000 | PA      | $292116.00    | 0.01%             | 2028-06-01      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46647PBU9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    250000 | PA      | $222645.00    | 0.00%             | 2031-11-19      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46647PBV7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    300000 | PA      | $219606.00    | 0.00%             | 2041-11-19      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    550000 | PA      | $490743.00    | 0.01%             | 2032-02-04      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    675000 | PA      | $619798.50    | 0.01%             | 2032-04-22      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46647PCD6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    375000 | PA      | $295455.00    | 0.01%             | 2042-04-22      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46647PCE4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    650000 | PA      | $471776.50    | 0.01%             | 2052-04-22      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    350000 | PA      | $334029.50    | 0.01%             | 2029-06-01      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $452795.00    | 0.01%             | 2032-11-08      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    600000 | PA      | $553908.00    | 0.01%             | 2033-01-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    350000 | PA      | $345404.50    | 0.01%             | 2028-02-24      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    600000 | PA      | $602652.00    | 0.01%             | 2028-04-26      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46647PDC7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    450000 | PA      | $454437.00    | 0.01%             | 2033-04-26      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46647PDF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    400000 | PA      | $405824.00    | 0.01%             | 2030-06-14      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    650000 | PA      | $658729.50    | 0.01%             | 2028-07-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    800000 | PA      | $821744.00    | 0.01%             | 2033-07-25      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    600000 | PA      | $640866.00    | 0.01%             | 2033-09-14      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46647PDR4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    800000 | PA      | $839832.00    | 0.01%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $515750.00    | 0.01%             | 2029-07-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46647PDX1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    400000 | PA      | $422380.00    | 0.01%             | 2029-10-23      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46647PDY9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    550000 | PA      | $609587.00    | 0.01%             | 2034-10-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46647PEA0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    450000 | PA      | $454756.50    | 0.01%             | 2028-01-23      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    425000 | PA      | $436538.75    | 0.01%             | 2030-01-23      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    550000 | PA      | $575690.50    | 0.01%             | 2035-01-23      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $510120.00    | 0.01%             | 2028-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $523410.00    | 0.01%             | 2030-04-22      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    550000 | PA      | $592020.00    | 0.01%             | 2035-04-22      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $514835.00    | 0.01%             | 2030-07-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    650000 | PA      | $677937.00    | 0.01%             | 2035-07-22      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46647PEL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    350000 | PA      | $355390.00    | 0.01%             | 2028-07-22      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    350000 | PA      | $353363.50    | 0.01%             | 2028-10-22      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    450000 | PA      | $457731.00    | 0.01%             | 2030-10-22      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    550000 | PA      | $560697.50    | 0.01%             | 2035-10-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46647PES1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    450000 | PA      | $465601.50    | 0.01%             | 2045-11-29      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46647PEU6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    400000 | PA      | $407696.00    | 0.01%             | 2029-01-24      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $518720.00    | 0.01%             | 2031-01-24      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $528705.00    | 0.01%             | 2036-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    650000 | PA      | $690891.50    | 0.01%             | 2036-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    450000 | PA      | $466866.00    | 0.01%             | 2031-04-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    720000 | PA      | $753667.20    | 0.01%             | 2036-07-23      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46647PFD3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    350000 | PA      | $350493.50    | 0.01%             | 2031-10-22      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 46647PFE1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    525000 | PA      | $528192.00    | 0.01%             | 2036-10-22      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                    | JPMCC Commercial Mortgage Securities Trust 2017-JP5                                   | CUSIP: 46647TAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2430000 | PA      | $2420154.17   | 0.04%             | 2050-03-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                                                            | Jackson Financial Inc                                                                 | CUSIP: 46817MAL1<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91182.00     | 0.00%             | 2031-11-23      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                                                            | Jackson Financial Inc                                                                 | CUSIP: 46817MAN7<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    100000 | PA      | $70912.00     | 0.00%             | 2051-11-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                                                            | Jackson Financial Inc                                                                 | CUSIP: 46817MAS6<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103827.00    | 0.00%             | 2032-06-08      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| JACOBS ENGINEERING GROUP                                                         | Jacobs Engineering Group Inc                                                          | CUSIP: 469814AA5<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105777.00    | 0.00%             | 2033-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| JACOBS ENGINEERING GROUP                                                         | Jacobs Engineering Group Inc                                                          | CUSIP: 469814AB3<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |    125000 | PA      | $131965.00    | 0.00%             | 2028-08-18      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| JANUS HEND US HLDGS INC                                                          | Janus Henderson US Holdings Inc                                                       | CUSIP: 47103MAB4<br>LEI: 8T2ZO87FU1KVPZIG9I59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102167.00    | 0.00%             | 2034-09-10      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                          | Japan Bank for International Cooperation                                              | CUSIP: 471048AZ1<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    300000 | PA      | $295746.00    | 0.01%             | 2026-11-04      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                          | Japan Bank for International Cooperation                                              | CUSIP: 471048BE7<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    200000 | PA      | $197536.00    | 0.00%             | 2027-06-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                          | Japan Bank for International Cooperation                                              | CUSIP: 471048BM9<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    200000 | PA      | $197298.00    | 0.00%             | 2027-07-21      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                          | Japan Bank for International Cooperation                                              | CUSIP: 471048BQ0<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    250000 | PA      | $245477.50    | 0.00%             | 2027-11-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                          | Japan Bank for International Cooperation                                              | CUSIP: 471048BT4<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    200000 | PA      | $197812.00    | 0.00%             | 2028-07-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                          | Japan Bank for International Cooperation                                              | CUSIP: 471048BV9<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    200000 | PA      | $198952.00    | 0.00%             | 2028-10-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                          | Japan Bank for International Cooperation                                              | CUSIP: 471048CF3<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    200000 | PA      | $187346.00    | 0.00%             | 2029-10-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                          | Japan Bank for International Cooperation                                              | CUSIP: 471048CL0<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    250000 | PA      | $220075.00    | 0.00%             | 2031-01-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                          | Japan Bank for International Cooperation                                              | CUSIP: 471048CM8<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    700000 | PA      | $633129.00    | 0.01%             | 2031-04-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                          | Japan Bank for International Cooperation                                              | CUSIP: 471048CP1<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    200000 | PA      | $195228.00    | 0.00%             | 2027-01-20      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                          | Japan Bank for International Cooperation                                              | CUSIP: 471048CQ9<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    250000 | PA      | $238022.50    | 0.00%             | 2029-02-16      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                          | Japan Bank for International Cooperation                                              | CUSIP: 471048CU0<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    200000 | PA      | $202406.00    | 0.00%             | 2027-10-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                          | Japan Bank for International Cooperation                                              | CUSIP: 471048CX4<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    300000 | PA      | $307116.00    | 0.01%             | 2028-07-19      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                          | Japan Bank for International Cooperation                                              | CUSIP: 471048CY2<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    200000 | PA      | $206446.00    | 0.00%             | 2028-10-18      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                          | Japan Bank for International Cooperation                                              | CUSIP: 471048DA3<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    200000 | PA      | $207008.00    | 0.00%             | 2034-04-17      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| JAPAN INT'L COOP AGENCY                                                          | Japan International Cooperation Agency                                                | CUSIP: 47109LAB0<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |    200000 | PA      | $197134.00    | 0.00%             | 2027-04-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JAPAN INT'L COOP AGENCY                                                          | Japan International Cooperation Agency                                                | CUSIP: 47109LAD6<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |    380000 | PA      | $334506.40    | 0.01%             | 2030-07-22      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| JAPAN INT'L COOP AGENCY                                                          | Japan International Cooperation Agency                                                | CUSIP: 47109LAE4<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |    200000 | PA      | $179082.00    | 0.00%             | 2031-04-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| JAPAN INT'L COOP AGENCY                                                          | Japan International Cooperation Agency                                                | CUSIP: 47109LAG9<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |    250000 | PA      | $251517.50    | 0.00%             | 2028-05-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JAPAN INT'L COOP AGENCY                                                          | Japan International Cooperation Agency                                                | CUSIP: 47109LAH7<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |    200000 | PA      | $206268.00    | 0.00%             | 2029-05-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JAPAN INT'L COOP AGENCY                                                          | Japan International Cooperation Agency                                                | CUSIP: 47109LAJ3<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |    200000 | PA      | $203548.00    | 0.00%             | 2030-05-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JBS USA SARL/FOOD/GRP                                                            | JBS USA LUX Sarl / JBS USA Food Co / JBS USA Foods Group                              | CUSIP: 472140AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $158649.00    | 0.00%             | 2035-04-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JBS USA SARL/FOOD/GRP                                                            | JBS USA LUX Sarl / JBS USA Food Co / JBS USA Foods Group                              | CUSIP: 472140AC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $155388.00    | 0.00%             | 2055-02-25      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD GRP/CO                                                         | JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc / JBS USA Food Co         | CUSIP: 472140AE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $205012.00    | 0.00%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD GRP/CO                                                         | JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc / JBS USA Food Co         | CUSIP: 472140AG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $203168.00    | 0.00%             | 2056-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD GRP/CO                                                         | JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc / JBS USA Food Co         | CUSIP: 472140AJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $204216.00    | 0.00%             | 2066-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                                         | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                            | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    300000 | PA      | $333300.00    | 0.01%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                                         | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                            | CUSIP: 47214BAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    200000 | PA      | $227346.00    | 0.00%             | 2053-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| JD.COM INC                                                                       | JD.com Inc                                                                            | CUSIP: 47215PAE6<br>LEI: 549300HVTWB0GJZ16V92 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $195356.00    | 0.00%             | 2030-01-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| JD.COM INC                                                                       | JD.com Inc                                                                            | CUSIP: 47215PAF3<br>LEI: 549300HVTWB0GJZ16V92 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $169470.00    | 0.00%             | 2050-01-14      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                          | Jefferies Financial Group Inc                                                         | CUSIP: 472319AC6<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106400.00    | 0.00%             | 2036-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                          | Jefferies Financial Group Inc                                                         | CUSIP: 472319AE2<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103073.00    | 0.00%             | 2027-06-08      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                          | Jefferies Financial Group Inc                                                         | CUSIP: 472319AM4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52770.00     | 0.00%             | 2043-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                          | Jefferies Financial Group Inc                                                         | CUSIP: 47233JAG3<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150919.50    | 0.00%             | 2027-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                          | Jefferies Financial Group Inc                                                         | CUSIP: 47233JBH0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    175000 | PA      | $172301.50    | 0.00%             | 2030-01-23      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                          | Jefferies Financial Group Inc                                                         | CUSIP: 47233JDX3<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87548.00     | 0.00%             | 2032-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                          | Jefferies Financial Group Inc                                                         | CUSIP: 47233JGT9<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    200000 | PA      | $176774.00    | 0.00%             | 2031-10-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                          | Jefferies Financial Group Inc                                                         | CUSIP: 47233WBM0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207524.00    | 0.00%             | 2028-07-21      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                          | Jefferies Financial Group Inc                                                         | CUSIP: 47233WEJ4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    250000 | PA      | $264892.50    | 0.00%             | 2034-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                                                          | Jersey Central Power & Light Co                                                       | CUSIP: 476556DF9<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152661.00    | 0.00%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                                                          | Jersey Central Power & Light Co                                                       | CUSIP: 476556DG7<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89847.90     | 0.00%             | 2031-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                                                          | Jersey Central Power & Light Co                                                       | CUSIP: 476556DH5<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91783.80     | 0.00%             | 2036-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                                                          | Jersey Central Power & Light Co                                                       | CUSIP: 476556DJ1<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60064.80     | 0.00%             | 2029-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| JETBLUE 2019-1 CLASS AA                                                          | JetBlue 2019-1 Class AA Pass Through Trust                                            | CUSIP: 477143AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     71956 | PA      | $64237.66     | 0.00%             | 2032-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORP                                                             | JetBlue 2020-1 Class A Pass Through Trust                                             | CUSIP: 477164AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     67282 | PA      | $63819.20     | 0.00%             | 2032-11-15      | Fixed         | 4.00%                 | 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        |    275000 | PA      | $281069.80    | 0.00%             | 2035-01-01      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS/TYCO FI                                                         | Johnson Controls International plc / Tyco Fire & Security Finance SCA                 | CUSIP: 477921AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    125000 | PA      | $130445.00    | 0.00%             | 2029-04-19      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JOHN SEVIER COMB CYCLE                                                           | John Sevier Combined Cycle Generation LLC                                             | CUSIP: 478045AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     76863 | PA      | $75513.77     | 0.00%             | 2042-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| JOHNS HOPKINS HEALTH SYS                                                         | Johns Hopkins Health System Corp/The                                                  | CUSIP: 478111AC1<br>LEI: 549300D81FCFUS7TQR04 | Long             | DBT              | CORP              | US        |    150000 | PA      | $123117.00    | 0.00%             | 2046-05-15      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| JOHNS HOPKINS UNIVERSITY                                                         | Johns Hopkins University                                                              | CUSIP: 478115AB4<br>LEI: 549300Z1XKWYKTIOM958 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83037.00     | 0.00%             | 2053-07-01      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| JOHNS HOPKINS UNIVERSITY                                                         | Johns Hopkins University                                                              | CUSIP: 478115AF5<br>LEI: 549300Z1XKWYKTIOM958 | Long             | DBT              | CORP              | US        |     75000 | PA      | $44865.00     | 0.00%             | 2060-01-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                                     | CUSIP: 478160AL8<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106195.00    | 0.00%             | 2033-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                                     | CUSIP: 478160AN4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    200000 | PA      | $225506.00    | 0.00%             | 2037-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                                     | CUSIP: 478160AT1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    100000 | PA      | $111361.00    | 0.00%             | 2038-07-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                                     | CUSIP: 478160AV6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98160.00     | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                                     | CUSIP: 478160BA1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75251.25     | 0.00%             | 2041-05-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                                     | CUSIP: 478160BJ2<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153555.00    | 0.00%             | 2033-12-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                                     | CUSIP: 478160BK9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94303.00     | 0.00%             | 2043-12-05      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                                     | CUSIP: 478160BU7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185764.00    | 0.00%             | 2036-03-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                                     | CUSIP: 478160BV5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    330000 | PA      | $272761.50    | 0.00%             | 2046-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                                     | CUSIP: 478160CE2<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198270.00    | 0.00%             | 2027-03-03      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                                     | CUSIP: 478160CF9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183414.00    | 0.00%             | 2037-03-03      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                                     | CUSIP: 478160CG7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    200000 | PA      | $164870.00    | 0.00%             | 2047-03-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                                     | CUSIP: 478160CK8<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197154.00    | 0.00%             | 2028-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                                     | CUSIP: 478160CL6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    150000 | PA      | $133630.50    | 0.00%             | 2038-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                                     | CUSIP: 478160CM4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    150000 | PA      | $118185.00    | 0.00%             | 2048-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                                     | CUSIP: 478160CP7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    300000 | PA      | $286692.00    | 0.01%             | 2027-09-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                                     | CUSIP: 478160CQ5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178676.00    | 0.00%             | 2030-09-01      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                                     | CUSIP: 478160CR3<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    250000 | PA      | $178945.00    | 0.00%             | 2040-09-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                                     | CUSIP: 478160CS1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    200000 | PA      | $121072.00    | 0.00%             | 2050-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                                     | CUSIP: 478160CT9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    250000 | PA      | $142462.50    | 0.00%             | 2060-09-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                                     | CUSIP: 478160CU6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206994.00    | 0.00%             | 2029-06-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                                     | CUSIP: 478160CV4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209752.00    | 0.00%             | 2031-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                                     | CUSIP: 478160CW2<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    150000 | PA      | $158911.50    | 0.00%             | 2034-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                                     | CUSIP: 478160CX0<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    175000 | PA      | $179082.75    | 0.00%             | 2054-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                                     | CUSIP: 478160DG6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151561.50    | 0.00%             | 2027-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                                     | CUSIP: 478160DH4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152883.00    | 0.00%             | 2028-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                                     | CUSIP: 478160DJ0<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206622.00    | 0.00%             | 2030-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                                     | CUSIP: 478160DK7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    250000 | PA      | $260950.00    | 0.00%             | 2032-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                                     | CUSIP: 478160DL5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    250000 | PA      | $262410.00    | 0.00%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTL PL                                                         | Johnson Controls International plc                                                    | CUSIP: 478375AH1<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |     50000 | PA      | $54878.50     | 0.00%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTL PL                                                         | Johnson Controls International plc                                                    | CUSIP: 478375AL2<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |     95000 | PA      | $85466.75     | 0.00%             | 2044-07-02      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTL PL                                                         | Johnson Controls International plc                                                    | CUSIP: 478375AN8<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |     75000 | PA      | $65984.25     | 0.00%             | 2064-07-02      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTL PL                                                         | Johnson Controls International plc                                                    | CUSIP: 478375AU2<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    100000 | PA      | $87647.00     | 0.00%             | 2047-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS/TYCO FI                                                         | Johnson Controls International plc / Tyco Fire & Security Finance SCA                 | CUSIP: 47837RAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $134245.50    | 0.00%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS/TYCO FI                                                         | Johnson Controls International plc / Tyco Fire & Security Finance SCA                 | CUSIP: 47837RAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    100000 | PA      | $88302.00     | 0.00%             | 2031-09-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS/TYCO FI                                                         | Johnson Controls International plc / Tyco Fire & Security Finance SCA                 | CUSIP: 47837RAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    100000 | PA      | $102433.00    | 0.00%             | 2032-12-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JOHNSONVILLE AERO COMBST                                                         | Johnsonville Aeroderivative Combustion Turbine Generation LLC                         | CUSIP: 479281AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    123453 | PA      | $120935.52    | 0.00%             | 2054-10-01      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| JONES LANG LASALLE INC                                                           | Jones Lang LaSalle Inc                                                                | CUSIP: 48020QAB3<br>LEI: 6SYKCME112RT8TQUO411 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107125.00    | 0.00%             | 2028-12-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK NA                                                          | JPMorgan Chase Bank NA                                                                | CUSIP: 48125LRU8<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303363.00    | 0.01%             | 2026-12-08      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                   | CUSIP: 48126BAA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257687.50    | 0.00%             | 2042-01-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| JUNIPER NETWORKS INC                                                             | Juniper Networks Inc                                                                  | CUSIP: 48203RAD6<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100869.00    | 0.00%             | 2041-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JUNIPER NETWORKS INC                                                             | Juniper Networks Inc                                                                  | CUSIP: 48203RAM6<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97822.00     | 0.00%             | 2029-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                                         | KLA Corp                                                                              | CUSIP: 482480AG5<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100433.00    | 0.00%             | 2029-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                                         | KLA Corp                                                                              | CUSIP: 482480AH3<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70551.00     | 0.00%             | 2049-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                                         | KLA Corp                                                                              | CUSIP: 482480AJ9<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    100000 | PA      | $71398.00     | 0.00%             | 2050-03-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                                         | KLA Corp                                                                              | CUSIP: 482480AL4<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204298.00    | 0.00%             | 2032-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                                         | KLA Corp                                                                              | CUSIP: 482480AM2<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    275000 | PA      | $255733.50    | 0.00%             | 2052-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                                         | KLA Corp                                                                              | CUSIP: 482480AN0<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143655.00    | 0.00%             | 2062-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                                         | KLA Corp                                                                              | CUSIP: 482480AP5<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101224.00    | 0.00%             | 2034-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| KKR & CO INC                                                                     | KKR & Co Inc                                                                          | CUSIP: 48251WAB0<br>LEI: 54930013V5I303TF9571 | Long             | DBT              | CORP              | US        |    160000 | PA      | $160190.40    | 0.00%             | 2035-08-07      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                                                         | Kaiser Foundation Hospitals                                                           | CUSIP: 48305QAB9<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144267.00    | 0.00%             | 2042-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                                                         | Kaiser Foundation Hospitals                                                           | CUSIP: 48305QAC7<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99120.00     | 0.00%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                                                         | Kaiser Foundation Hospitals                                                           | CUSIP: 48305QAD5<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    250000 | PA      | $212450.00    | 0.00%             | 2047-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                                                         | Kaiser Foundation Hospitals                                                           | CUSIP: 48305QAE3<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    150000 | PA      | $107487.00    | 0.00%             | 2049-11-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                                                         | Kaiser Foundation Hospitals                                                           | CUSIP: 48305QAF0<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    250000 | PA      | $188472.50    | 0.00%             | 2041-06-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                                                         | Kaiser Foundation Hospitals                                                           | CUSIP: 48305QAG8<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    250000 | PA      | $168155.00    | 0.00%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EVERGY METRO                                                                     | Evergy Metro Inc                                                                      | CUSIP: 485134BM1<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99959.00     | 0.00%             | 2041-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| EVERGY METRO                                                                     | Evergy Metro Inc                                                                      | CUSIP: 485134BR0<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83566.00     | 0.00%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Kansas Development Finance Authority                                             | Kansas Development Finance Authority                                                  | CUSIP: 485429Z72<br>LEI: 549300WTL7BL8KBDPR87 | Long             | DBT              | MUN               | US        |    100000 | PA      | $97538.30     | 0.00%             | 2045-04-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| KELLANOVA                                                                        | Kellanova                                                                             | CUSIP: 487836AT5<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    100000 | PA      | $115260.00    | 0.00%             | 2031-04-01      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| KELLANOVA                                                                        | Kellanova                                                                             | CUSIP: 487836BQ0<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88886.00     | 0.00%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KELLANOVA                                                                        | Kellanova                                                                             | CUSIP: 487836BU1<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99062.00     | 0.00%             | 2027-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| KELLANOVA                                                                        | Kellanova                                                                             | CUSIP: 487836BW7<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100762.00    | 0.00%             | 2028-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| KELLANOVA                                                                        | Kellanova                                                                             | CUSIP: 487836BX5<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    150000 | PA      | $137188.50    | 0.00%             | 2030-06-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| KELLANOVA                                                                        | Kellanova                                                                             | CUSIP: 487836BZ0<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78002.25     | 0.00%             | 2033-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KELLANOVA                                                                        | Kellanova                                                                             | CUSIP: 487836CA4<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75922.50     | 0.00%             | 2054-05-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KEMPER CORP                                                                      | Kemper Corp                                                                           | CUSIP: 488401AC4<br>LEI: 549300FNI1JKTRY2PV09 | Long             | DBT              | CORP              | US        |    150000 | PA      | $134115.00    | 0.00%             | 2030-09-30      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| KENNAMETAL INC                                                                   | Kennametal Inc                                                                        | CUSIP: 489170AE0<br>LEI: 549300GZDSG25XUV0Y08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100745.00    | 0.00%             | 2028-06-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| KENTUCKY UTILITIES CO                                                            | Kentucky Utilities Co                                                                 | CUSIP: 491674BG1<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100184.00    | 0.00%             | 2040-11-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| KENTUCKY UTILITIES CO                                                            | Kentucky Utilities Co                                                                 | CUSIP: 491674BL0<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86417.00     | 0.00%             | 2045-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KENTUCKY UTILITIES CO                                                            | Kentucky Utilities Co                                                                 | CUSIP: 491674BM8<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |    100000 | PA      | $70265.00     | 0.00%             | 2050-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| KENTUCKY UTILITIES CO                                                            | Kentucky Utilities Co                                                                 | CUSIP: 491674BP1<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |    125000 | PA      | $129022.50    | 0.00%             | 2055-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                                       | Kenvue Inc                                                                            | CUSIP: 49177JAF9<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153502.50    | 0.00%             | 2028-03-22      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                                       | Kenvue Inc                                                                            | CUSIP: 49177JAH5<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154684.50    | 0.00%             | 2030-03-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                                       | Kenvue Inc                                                                            | CUSIP: 49177JAK8<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    225000 | PA      | $230854.50    | 0.00%             | 2033-03-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                                       | Kenvue Inc                                                                            | CUSIP: 49177JAM4<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145567.50    | 0.00%             | 2043-03-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                                       | Kenvue Inc                                                                            | CUSIP: 49177JAP7<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    250000 | PA      | $232220.00    | 0.00%             | 2053-03-22      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                                       | Kenvue Inc                                                                            | CUSIP: 49177JAR3<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    150000 | PA      | $138888.00    | 0.00%             | 2063-03-22      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                                       | Kenvue Inc                                                                            | CUSIP: 49177JAS1<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102520.00    | 0.00%             | 2032-05-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                                  | CUSIP: 49271VAF7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    175000 | PA      | $176407.00    | 0.00%             | 2028-05-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                                  | CUSIP: 49271VAJ9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94965.00     | 0.00%             | 2030-05-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                                  | CUSIP: 49271VAK6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    150000 | PA      | $110733.00    | 0.00%             | 2050-05-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                                  | CUSIP: 49271VAM2<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    100000 | PA      | $68019.00     | 0.00%             | 2051-03-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                                  | CUSIP: 49271VAN0<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89175.00     | 0.00%             | 2031-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                                  | CUSIP: 49271VAP5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    175000 | PA      | $172959.50    | 0.00%             | 2029-04-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                                  | CUSIP: 49271VAQ3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192752.00    | 0.00%             | 2032-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                                  | CUSIP: 49271VAR1<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    200000 | PA      | $164304.00    | 0.00%             | 2052-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                                  | CUSIP: 49271VAT7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153196.50    | 0.00%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                                  | CUSIP: 49271VAU4<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76998.00     | 0.00%             | 2031-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                                  | CUSIP: 49271VAV2<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153232.50    | 0.00%             | 2034-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                                  | CUSIP: 49271VAW0<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151557.00    | 0.00%             | 2027-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                                  | CUSIP: 49271VAZ3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100342.00    | 0.00%             | 2028-05-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                                  | CUSIP: 49271VBA7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100543.00    | 0.00%             | 2030-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                                  | CUSIP: 49271VBB5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75506.25     | 0.00%             | 2035-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                                                      | KeyBank NA/Cleveland OH                                                               | CUSIP: 49306SAA4<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251595.00    | 0.00%             | 2027-12-14      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                          | KeyCorp                                                                               | CUSIP: 49326EEG4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100086.00    | 0.00%             | 2028-04-30      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                          | KeyCorp                                                                               | CUSIP: 49326EEJ8<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94393.00     | 0.00%             | 2029-10-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                          | KeyCorp                                                                               | CUSIP: 49326EEK5<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146287.50    | 0.00%             | 2027-04-06      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                          | KeyCorp                                                                               | CUSIP: 49326EEN9<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100146.00    | 0.00%             | 2033-06-01      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                          | KeyCorp                                                                               | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    150000 | PA      | $163662.00    | 0.00%             | 2035-03-06      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                                                      | KeyBank NA/Cleveland OH                                                               | CUSIP: 49327M3F9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257737.50    | 0.00%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                                                      | KeyBank NA/Cleveland OH                                                               | CUSIP: 49327M3H5<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253232.50    | 0.00%             | 2033-01-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                                                      | KeyBank NA/Cleveland OH                                                               | CUSIP: 49327V2C7<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249342.50    | 0.00%             | 2032-08-08      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID USA                                                                | National Grid USA                                                                     | CUSIP: 49337WAJ9<br>LEI: MOM4570XTJ5YYX7JKH83 | Long             | DBT              | CORP              | US        |     75000 | PA      | $79034.25     | 0.00%             | 2035-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                                                            | Keysight Technologies Inc                                                             | CUSIP: 49338LAE3<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150693.00    | 0.00%             | 2027-04-06      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                                                            | Keysight Technologies Inc                                                             | CUSIP: 49338LAF0<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95660.00     | 0.00%             | 2029-10-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                                                            | Keysight Technologies Inc                                                             | CUSIP: 49338LAG8<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101355.00    | 0.00%             | 2034-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                                                            | Keysight Technologies Inc                                                             | CUSIP: 49338LAH6<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156399.00    | 0.00%             | 2030-07-30      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                                 | Kilroy Realty LP                                                                      | CUSIP: 49427RAK8<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |    120000 | PA      | $117944.40    | 0.00%             | 2029-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                                 | Kilroy Realty LP                                                                      | CUSIP: 49427RAP7<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |     75000 | PA      | $69606.75     | 0.00%             | 2030-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                                 | Kilroy Realty LP                                                                      | CUSIP: 49427RAQ5<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |     75000 | PA      | $62903.25     | 0.00%             | 2032-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                                 | Kilroy Realty LP                                                                      | CUSIP: 49427RAR3<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |     75000 | PA      | $61811.25     | 0.00%             | 2033-11-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                                 | Kilroy Realty LP                                                                      | CUSIP: 49427RAS1<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |     75000 | PA      | $78036.75     | 0.00%             | 2036-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                                 | Kilroy Realty LP                                                                      | CUSIP: 49427RAT9<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |    120000 | PA      | $121842.00    | 0.00%             | 2035-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                                              | Kimberly-Clark Corp                                                                   | CUSIP: 494368BC6<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    150000 | PA      | $175351.50    | 0.00%             | 2037-08-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                                              | Kimberly-Clark Corp                                                                   | CUSIP: 494368BV4<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    100000 | PA      | $73035.00     | 0.00%             | 2046-07-30      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                                              | Kimberly-Clark Corp                                                                   | CUSIP: 494368BW2<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80604.00     | 0.00%             | 2047-05-04      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                                              | Kimberly-Clark Corp                                                                   | CUSIP: 494368BY8<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100527.00    | 0.00%             | 2028-11-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                                              | Kimberly-Clark Corp                                                                   | CUSIP: 494368BZ5<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97793.00     | 0.00%             | 2029-04-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                                              | Kimberly-Clark Corp                                                                   | CUSIP: 494368CA9<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    150000 | PA      | $100420.50    | 0.00%             | 2050-02-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                                              | Kimberly-Clark Corp                                                                   | CUSIP: 494368CB7<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    250000 | PA      | $241052.50    | 0.00%             | 2030-03-26      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                                              | Kimberly-Clark Corp                                                                   | CUSIP: 494368CC5<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47727.50     | 0.00%             | 2027-09-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                                              | Kimberly-Clark Corp                                                                   | CUSIP: 494368CD3<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    150000 | PA      | $135360.00    | 0.00%             | 2031-11-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                                              | Kimberly-Clark Corp                                                                   | CUSIP: 494368CE1<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101829.00    | 0.00%             | 2033-02-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                              | Kimco Realty OP LLC                                                                   | CUSIP: 49446RAM1<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |     75000 | PA      | $64156.50     | 0.00%             | 2045-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                              | Kimco Realty OP LLC                                                                   | CUSIP: 49446RAQ2<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    100000 | PA      | $83381.00     | 0.00%             | 2046-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                              | Kimco Realty OP LLC                                                                   | CUSIP: 49446RAV1<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |     75000 | PA      | $56812.50     | 0.00%             | 2049-10-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                              | Kimco Realty OP LLC                                                                   | CUSIP: 49446RAW9<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    100000 | PA      | $93426.00     | 0.00%             | 2030-10-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                              | Kimco Realty OP LLC                                                                   | CUSIP: 49446RAX7<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    100000 | PA      | $95486.00     | 0.00%             | 2028-03-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                              | Kimco Realty OP LLC                                                                   | CUSIP: 49446RAY5<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    100000 | PA      | $88947.00     | 0.00%             | 2031-12-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                              | Kimco Realty OP LLC                                                                   | CUSIP: 49446RAZ2<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    100000 | PA      | $93406.00     | 0.00%             | 2032-04-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                              | Kimco Realty OP LLC                                                                   | CUSIP: 49446RBA6<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    100000 | PA      | $100225.00    | 0.00%             | 2033-02-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                              | Kimco Realty OP LLC                                                                   | CUSIP: 49447BAA1<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    100000 | PA      | $111083.00    | 0.00%             | 2034-03-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                              | Kimco Realty OP LLC                                                                   | CUSIP: 49447BAB9<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |     75000 | PA      | $75093.00     | 0.00%             | 2035-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                              | Kimco Realty OP LLC                                                                   | CUSIP: 49447BAC7<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |     90000 | PA      | $92842.20     | 0.00%             | 2036-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                      | CUSIP: 494550AJ5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     50000 | PA      | $56997.50     | 0.00%             | 2031-03-15      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                      | CUSIP: 494550AL0<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     50000 | PA      | $58344.00     | 0.00%             | 2032-03-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                      | CUSIP: 494550AQ9<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    100000 | PA      | $115322.00    | 0.00%             | 2033-08-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                      | CUSIP: 494550AT3<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    150000 | PA      | $158730.00    | 0.00%             | 2035-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                      | CUSIP: 494550AV8<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     75000 | PA      | $82650.00     | 0.00%             | 2037-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                      | CUSIP: 494550AW6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    180000 | PA      | $205041.60    | 0.00%             | 2038-01-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                      | CUSIP: 494550BD7<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    100000 | PA      | $109709.00    | 0.00%             | 2039-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                      | CUSIP: 494550BF2<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     75000 | PA      | $82352.25     | 0.00%             | 2040-09-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                      | CUSIP: 494550BH8<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107493.00    | 0.00%             | 2041-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                      | CUSIP: 494550BK1<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49989.00     | 0.00%             | 2041-09-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                      | CUSIP: 494550BN5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93170.00     | 0.00%             | 2042-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                      | CUSIP: 494550BP0<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92352.00     | 0.00%             | 2043-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                      | CUSIP: 494550BU9<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195238.00    | 0.00%             | 2044-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                      | CUSIP: 494550BW5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     95000 | PA      | $91271.25     | 0.00%             | 2044-09-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                                     | CUSIP: 494553AD2<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205080.00    | 0.00%             | 2029-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                                     | CUSIP: 494553AE0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155647.50    | 0.00%             | 2034-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                                     | CUSIP: 49456BAG6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153966.00    | 0.00%             | 2034-12-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                                     | CUSIP: 49456BAH4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    330000 | PA      | $323178.90    | 0.01%             | 2045-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                                     | CUSIP: 49456BAJ0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183098.00    | 0.00%             | 2046-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                                     | CUSIP: 49456BAP6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201174.00    | 0.00%             | 2028-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                                     | CUSIP: 49456BAQ4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92875.00     | 0.00%             | 2048-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                                     | CUSIP: 49456BAR2<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    250000 | PA      | $223227.50    | 0.00%             | 2031-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                                     | CUSIP: 49456BAS0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    100000 | PA      | $67006.00     | 0.00%             | 2050-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                                     | CUSIP: 49456BAT8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    150000 | PA      | $107124.00    | 0.00%             | 2051-02-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                                     | CUSIP: 49456BAU5<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97935.00     | 0.00%             | 2026-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                                     | CUSIP: 49456BAV3<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201804.00    | 0.00%             | 2033-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                                     | CUSIP: 49456BAW1<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142059.00    | 0.00%             | 2052-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                                     | CUSIP: 49456BAX9<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258340.00    | 0.00%             | 2033-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                                     | CUSIP: 49456BBA8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101623.00    | 0.00%             | 2054-08-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                                     | CUSIP: 49456BBB6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207424.00    | 0.00%             | 2030-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                                     | CUSIP: 49456BBC4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    150000 | PA      | $159159.00    | 0.00%             | 2035-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| KINROSS GOLD CORP                                                                | Kinross Gold Corp                                                                     | CUSIP: 496902AQ0<br>LEI: 254900O9KHF2A1ZXPT47 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $100606.00    | 0.00%             | 2027-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KINROSS GOLD CORP                                                                | Kinross Gold Corp                                                                     | CUSIP: 496902AT4<br>LEI: 254900O9KHF2A1ZXPT47 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $109812.00    | 0.00%             | 2033-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| KIRBY CORPORATION                                                                | Kirby Corp                                                                            | CUSIP: 497266AC0<br>LEI: I7NO6FZO5GUCG585T325 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100161.00    | 0.00%             | 2028-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP LP                                                             | Kite Realty Group LP                                                                  | CUSIP: 49803XAE3<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              |  | US        |     75000 | PA      | $77812.50     | 0.00%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP LP                                                             | Kite Realty Group LP                                                                  | CUSIP: 49803XAG8<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              |  | US        |     50000 | PA      | $51235.50     | 0.00%             | 2032-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| KONINKLIJKE PHILIPS NV                                                           | Koninklijke Philips NV                                                                | CUSIP: 500472AC9<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | DBT              | CORP              | NL        |    150000 | PA      | $170421.00    | 0.00%             | 2038-03-11      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| KONINKLIJKE PHILIPS NV                                                           | Koninklijke Philips NV                                                                | CUSIP: 500472AE5<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | DBT              | CORP              | NL        |     95000 | PA      | $90015.35     | 0.00%             | 2042-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                                           | Korea Development Bank/The                                                            | CUSIP: 500630DP0<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    250000 | PA      | $225410.00    | 0.00%             | 2031-10-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                                           | Korea Development Bank/The                                                            | CUSIP: 500630DR6<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $196342.00    | 0.00%             | 2027-02-24      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                                           | Korea Development Bank/The                                                            | CUSIP: 500630DU9<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    250000 | PA      | $252920.00    | 0.00%             | 2032-09-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                                           | Korea Development Bank/The                                                            | CUSIP: 500630DW5<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $202442.00    | 0.00%             | 2028-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                                           | Korea Development Bank/The                                                            | CUSIP: 500630DX3<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $202268.00    | 0.00%             | 2033-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                                           | Korea Development Bank/The                                                            | CUSIP: 500630EC8<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    350000 | PA      | $353349.50    | 0.01%             | 2027-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                                           | Korea Development Bank/The                                                            | CUSIP: 500630ED6<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    500000 | PA      | $510295.00    | 0.01%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| KOREA DEVELOPMENT BANK                                                           | Korea Development Bank/The                                                            | CUSIP: 500630EG9<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $203394.00    | 0.00%             | 2028-02-03      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                                           | Korea Development Bank/The                                                            | CUSIP: 500630EH7<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $208014.00    | 0.00%             | 2030-02-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KOREA                                                                | Korea International Bond                                                              | CUSIP: 50064FAL8<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $182000.00    | 0.00%             | 2044-06-10      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KOREA                                                                | Korea International Bond                                                              | CUSIP: 50064FAM6<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |    250000 | PA      | $247547.50    | 0.00%             | 2027-01-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KOREA                                                                | Korea International Bond                                                              | CUSIP: 50064FAP9<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $198868.00    | 0.00%             | 2028-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KOREA                                                                | Korea International Bond                                                              | CUSIP: 50064FAQ7<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $192322.00    | 0.00%             | 2029-06-19      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KOREA                                                                | Korea International Bond                                                              | CUSIP: 50064FAU8<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $179560.00    | 0.00%             | 2031-10-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KOREA                                                                | Korea International Bond                                                              | CUSIP: 50064FAX2<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $205592.00    | 0.00%             | 2029-07-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KOREA                                                                | Korea International Bond                                                              | CUSIP: 50064FAY0<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $199646.00    | 0.00%             | 2030-10-29      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                       | CUSIP: 500769BR4<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    300000 | PA      | $196194.00    | 0.00%             | 2036-04-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                       | CUSIP: 500769CH5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    450000 | PA      | $278761.50    | 0.00%             | 2037-06-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                       | CUSIP: 500769HS6<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    750000 | PA      | $739380.00    | 0.01%             | 2028-04-03      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                       | CUSIP: 500769JD7<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $374332.00    | 0.01%             | 2029-09-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                       | CUSIP: 500769JG0<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $349352.00    | 0.01%             | 2030-09-30      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                       | CUSIP: 500769JT2<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    950000 | PA      | $942162.50    | 0.02%             | 2027-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                       | CUSIP: 500769JW5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $401972.00    | 0.01%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                       | CUSIP: 500769JY1<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    500000 | PA      | $507550.00    | 0.01%             | 2033-07-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                       | CUSIP: 500769KB9<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $419724.00    | 0.01%             | 2030-10-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                       | CUSIP: 500769KC7<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   1000000 | PA      | $1013850.00   | 0.02%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                       | CUSIP: 500769KD5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    500000 | PA      | $515150.00    | 0.01%             | 2034-02-28      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                       | CUSIP: 500769KE3<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   1000000 | PA      | $1009250.00   | 0.02%             | 2027-03-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                       | CUSIP: 500769KG8<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    300000 | PA      | $299745.00    | 0.01%             | 2027-08-27      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                       | CUSIP: 500769KH6<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    600000 | PA      | $624102.00    | 0.01%             | 2030-03-18      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                       | CUSIP: 500769KJ2<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    500000 | PA      | $504390.00    | 0.01%             | 2028-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                       | CUSIP: 500769KK9<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    750000 | PA      | $754110.00    | 0.01%             | 2030-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                       | CUSIP: 500769KL7<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    550000 | PA      | $553707.00    | 0.01%             | 2027-06-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                       | CUSIP: 500769KM5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    530000 | PA      | $529989.40    | 0.01%             | 2028-08-09      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                                  | CUSIP: 50076QAE6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    275000 | PA      | $255356.75    | 0.00%             | 2042-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                                  | CUSIP: 50076QAN6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    125000 | PA      | $135905.00    | 0.00%             | 2040-02-09      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                                  | CUSIP: 50076QAR7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    150000 | PA      | $168501.00    | 0.00%             | 2039-01-26      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                                  | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    300000 | PA      | $252264.00    | 0.00%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                                  | CUSIP: 50077LAL0<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100361.00    | 0.00%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                                  | CUSIP: 50077LAM8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    350000 | PA      | $326004.00    | 0.01%             | 2045-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                                  | CUSIP: 50077LAT3<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76188.75     | 0.00%             | 2029-01-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                                  | CUSIP: 50077LAV8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    125000 | PA      | $122422.50    | 0.00%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                                  | CUSIP: 50077LAX4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     75000 | PA      | $68868.00     | 0.00%             | 2039-10-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                                  | CUSIP: 50077LAZ9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    250000 | PA      | $219732.50    | 0.00%             | 2049-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                                  | CUSIP: 50077LBC9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249222.50    | 0.00%             | 2027-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                                  | CUSIP: 50077LBF2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99297.00     | 0.00%             | 2031-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                                  | CUSIP: 50077LBJ4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190116.00    | 0.00%             | 2050-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                                  | CUSIP: 50077LBM7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77511.75     | 0.00%             | 2032-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                                  | CUSIP: 50077LBN5<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77471.25     | 0.00%             | 2035-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                         | CUSIP: 501044CK5<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     50000 | PA      | $58069.00     | 0.00%             | 2038-04-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                         | CUSIP: 501044CN9<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50579.50     | 0.00%             | 2040-07-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                         | CUSIP: 501044CR0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94840.00     | 0.00%             | 2042-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                         | CUSIP: 501044CT6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71593.50     | 0.00%             | 2043-08-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                         | CUSIP: 501044DF5<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78876.00     | 0.00%             | 2046-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                         | CUSIP: 501044DG3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    200000 | PA      | $171564.00    | 0.00%             | 2047-02-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                         | CUSIP: 501044DJ7<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99672.00     | 0.00%             | 2027-08-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                         | CUSIP: 501044DK4<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87830.00     | 0.00%             | 2048-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                         | CUSIP: 501044DL2<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101473.00    | 0.00%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                         | CUSIP: 501044DM0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97292.00     | 0.00%             | 2049-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                         | CUSIP: 501044DN8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    150000 | PA      | $116838.00    | 0.00%             | 2050-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                         | CUSIP: 501044DP3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92232.00     | 0.00%             | 2030-05-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                         | CUSIP: 501044DQ1<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88205.00     | 0.00%             | 2031-01-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                         | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    400000 | PA      | $406624.00    | 0.01%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                         | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    375000 | PA      | $366063.75    | 0.01%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                         | CUSIP: 501044DX6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    275000 | PA      | $268182.75    | 0.00%             | 2064-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                                             | Kyndryl Holdings Inc                                                                  | CUSIP: 50155QAK6<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71793.00     | 0.00%             | 2028-10-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                                             | Kyndryl Holdings Inc                                                                  | CUSIP: 50155QAL4<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    150000 | PA      | $136656.00    | 0.00%             | 2031-10-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                                             | Kyndryl Holdings Inc                                                                  | CUSIP: 50155QAM2<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79580.00     | 0.00%             | 2041-10-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                                             | Kyndryl Holdings Inc                                                                  | CUSIP: 50155QAN0<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105817.00    | 0.00%             | 2034-02-20      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| LKQ CORP                                                                         | LKQ Corp                                                                              | CUSIP: 501889AD1<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155143.50    | 0.00%             | 2028-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LKQ CORP                                                                         | LKQ Corp                                                                              | CUSIP: 501889AF6<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $160564.50    | 0.00%             | 2033-06-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                 | LPL Holdings Inc                                                                      | CUSIP: 50212YAH7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    150000 | PA      | $160149.00    | 0.00%             | 2028-11-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                 | LPL Holdings Inc                                                                      | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101947.00    | 0.00%             | 2027-05-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                 | LPL Holdings Inc                                                                      | CUSIP: 50212YAK0<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105057.00    | 0.00%             | 2034-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                 | LPL Holdings Inc                                                                      | CUSIP: 50212YAL8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153799.50    | 0.00%             | 2030-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                 | LPL Holdings Inc                                                                      | CUSIP: 50212YAM6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     95000 | PA      | $97494.70     | 0.00%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                 | LPL Holdings Inc                                                                      | CUSIP: 50212YAN4<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76096.50     | 0.00%             | 2028-04-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                 | LPL Holdings Inc                                                                      | CUSIP: 50212YAP9<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76725.00     | 0.00%             | 2030-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                 | LPL Holdings Inc                                                                      | CUSIP: 50212YAQ7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77574.75     | 0.00%             | 2035-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                                | L3Harris Technologies Inc                                                             | CUSIP: 502431AF6<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47641.50     | 0.00%             | 2029-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                                | L3Harris Technologies Inc                                                             | CUSIP: 502431AL3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74892.75     | 0.00%             | 2026-12-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                                | L3Harris Technologies Inc                                                             | CUSIP: 502431AM1<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151176.00    | 0.00%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                                | L3Harris Technologies Inc                                                             | CUSIP: 502431AN9<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88625.00     | 0.00%             | 2031-01-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                                | L3Harris Technologies Inc                                                             | CUSIP: 502431AP4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    225000 | PA      | $228406.50    | 0.00%             | 2027-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                                | L3Harris Technologies Inc                                                             | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    275000 | PA      | $288879.25    | 0.01%             | 2033-07-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                                | L3Harris Technologies Inc                                                             | CUSIP: 502431AR0<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100997.00    | 0.00%             | 2053-07-31      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                                | L3Harris Technologies Inc                                                             | CUSIP: 502431AS8<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154503.00    | 0.00%             | 2029-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                                | L3Harris Technologies Inc                                                             | CUSIP: 502431AT6<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156637.50    | 0.00%             | 2031-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                                | L3Harris Technologies Inc                                                             | CUSIP: 502431AU3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156268.50    | 0.00%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                                | L3Harris Technologies Inc                                                             | CUSIP: 502431AV1<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99875.00     | 0.00%             | 2054-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LYB INTL FINANCE BV                                                              | LYB International Finance BV                                                          | CUSIP: 50247VAB5<br>LEI: 549300J6QSW38QNOJK61 | Long             | DBT              | CORP              | NL        |    150000 | PA      | $132211.50    | 0.00%             | 2043-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LYB INTL FINANCE BV                                                              | LYB International Finance BV                                                          | CUSIP: 50247VAC3<br>LEI: 549300J6QSW38QNOJK61 | Long             | DBT              | CORP              | NL        |    150000 | PA      | $126316.50    | 0.00%             | 2044-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANC                                                         | LYB International Finance II BV                                                       | CUSIP: 50247WAB3<br>LEI: 549300ZSNDBYN4Z4VZ93 | Long             | DBT              | CORP              | NL        |    150000 | PA      | $149199.00    | 0.00%             | 2027-03-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                              | LYB International Finance III LLC                                                     | CUSIP: 50249AAA1<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    125000 | PA      | $91761.25     | 0.00%             | 2049-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                              | LYB International Finance III LLC                                                     | CUSIP: 50249AAD5<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    175000 | PA      | $127631.00    | 0.00%             | 2050-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                              | LYB International Finance III LLC                                                     | CUSIP: 50249AAG8<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89263.00     | 0.00%             | 2030-10-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                              | LYB International Finance III LLC                                                     | CUSIP: 50249AAH6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    150000 | PA      | $110860.50    | 0.00%             | 2040-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                              | LYB International Finance III LLC                                                     | CUSIP: 50249AAJ2<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    175000 | PA      | $115260.25    | 0.00%             | 2051-04-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                              | LYB International Finance III LLC                                                     | CUSIP: 50249AAK9<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    100000 | PA      | $63699.00     | 0.00%             | 2060-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                              | LYB International Finance III LLC                                                     | CUSIP: 50249AAL7<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76371.00     | 0.00%             | 2033-05-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                              | LYB International Finance III LLC                                                     | CUSIP: 50249AAM5<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149782.50    | 0.00%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                              | LYB International Finance III LLC                                                     | CUSIP: 50249AAP8<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103574.00    | 0.00%             | 2035-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                                                          | Laboratory Corp of America Holdings                                                   | CUSIP: 50540RAS1<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    150000 | PA      | $135901.50    | 0.00%             | 2045-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                                                          | Laboratory Corp of America Holdings                                                   | CUSIP: 50540RAU6<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149190.00    | 0.00%             | 2027-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                                                          | Laboratory Corp of America Holdings                                                   | CUSIP: 50540RAW2<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95325.00     | 0.00%             | 2029-12-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                                                          | Laboratory Corp of America Holdings                                                   | CUSIP: 50540RAY8<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |     75000 | PA      | $68942.25     | 0.00%             | 2031-06-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                                                          | Laboratory Corp of America Holdings                                                   | CUSIP: 50540RAZ5<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100358.00    | 0.00%             | 2030-04-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                                                          | Laboratory Corp of America Holdings                                                   | CUSIP: 50540RBA9<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100296.00    | 0.00%             | 2032-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                                                          | Laboratory Corp of America Holdings                                                   | CUSIP: 50540RBB7<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    175000 | PA      | $174385.75    | 0.00%             | 2034-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                                                         | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp                    | CUSIP: 505742AS5<br>LEI: N/A                  | Long             | DBT              |  | US        |    100000 | PA      | $102328.50    | 0.00%             | 2030-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORP                                                                | Lam Research Corp                                                                     | CUSIP: 512807AT5<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140149.50    | 0.00%             | 2049-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORP                                                                | Lam Research Corp                                                                     | CUSIP: 512807AU2<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150303.00    | 0.00%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORP                                                                | Lam Research Corp                                                                     | CUSIP: 512807AV0<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182172.00    | 0.00%             | 2030-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORP                                                                | Lam Research Corp                                                                     | CUSIP: 512807AW8<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    100000 | PA      | $66597.00     | 0.00%             | 2050-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORP                                                                | Lam Research Corp                                                                     | CUSIP: 512807AX6<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |     75000 | PA      | $48125.25     | 0.00%             | 2060-06-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                                          | Landwirtschaftliche Rentenbank                                                        | CUSIP: 515110BT0<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |    250000 | PA      | $244942.50    | 0.00%             | 2027-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                                          | Landwirtschaftliche Rentenbank                                                        | CUSIP: 515110BY9<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |    500000 | PA      | $439920.00    | 0.01%             | 2030-09-03      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                                          | Landwirtschaftliche Rentenbank                                                        | CUSIP: 515110CC6<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |    250000 | PA      | $251242.50    | 0.00%             | 2027-09-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                                          | Landwirtschaftliche Rentenbank                                                        | CUSIP: 515110CF9<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |    300000 | PA      | $309882.00    | 0.01%             | 2029-04-17      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                                          | Landwirtschaftliche Rentenbank                                                        | CUSIP: 515110CG7<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |    300000 | PA      | $306135.00    | 0.01%             | 2030-05-28      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                             | Las Vegas Sands Corp                                                                  | CUSIP: 517834AF4<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146196.00    | 0.00%             | 2029-08-08      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                             | Las Vegas Sands Corp                                                                  | CUSIP: 517834AJ6<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152871.00    | 0.00%             | 2027-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                             | Las Vegas Sands Corp                                                                  | CUSIP: 517834AK3<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104643.00    | 0.00%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                             | Las Vegas Sands Corp                                                                  | CUSIP: 517834AL1<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105491.00    | 0.00%             | 2034-08-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                             | Las Vegas Sands Corp                                                                  | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204686.00    | 0.00%             | 2028-06-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ENI USA INC                                                                      | Eni USA Inc                                                                           | CUSIP: 51808BAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $105821.00    | 0.00%             | 2027-11-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| LAZARD GROUP LLC                                                                 | Lazard Group LLC                                                                      | CUSIP: 52107QAJ4<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151125.00    | 0.00%             | 2028-09-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LAZARD GROUP LLC                                                                 | Lazard Group LLC                                                                      | CUSIP: 52107QAK1<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150582.00    | 0.00%             | 2029-03-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LEAR CORP                                                                        | Lear Corp                                                                             | CUSIP: 521865AY1<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49687.50     | 0.00%             | 2027-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| LEAR CORP                                                                        | Lear Corp                                                                             | CUSIP: 521865AZ8<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91536.00     | 0.00%             | 2049-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LEAR CORP                                                                        | Lear Corp                                                                             | CUSIP: 521865BA2<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49964.50     | 0.00%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LEAR CORP                                                                        | Lear Corp                                                                             | CUSIP: 521865BB0<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48064.50     | 0.00%             | 2030-05-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LEAR CORP                                                                        | Lear Corp                                                                             | CUSIP: 521865BC8<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89226.00     | 0.00%             | 2032-01-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| LEAR CORP                                                                        | Lear Corp                                                                             | CUSIP: 521865BD6<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    100000 | PA      | $68508.00     | 0.00%             | 2052-01-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| LEGGETT & PLATT INC                                                              | Leggett & Platt Inc                                                                   | CUSIP: 524660AY3<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98107.00     | 0.00%             | 2027-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LEGGETT & PLATT INC                                                              | Leggett & Platt Inc                                                                   | CUSIP: 524660AZ0<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98380.00     | 0.00%             | 2029-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| LEGGETT & PLATT INC                                                              | Leggett & Platt Inc                                                                   | CUSIP: 524660BA4<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |    100000 | PA      | $65144.00     | 0.00%             | 2051-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LEGG MASON INC                                                                   | Legg Mason Inc                                                                        | CUSIP: 524901AR6<br>LEI: OWUNCC6U1ZJXMZKFBJ36 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75630.00     | 0.00%             | 2044-01-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                                                       | Leidos Inc                                                                            | CUSIP: 52532XAF2<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150216.00    | 0.00%             | 2030-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                                                       | Leidos Inc                                                                            | CUSIP: 52532XAH8<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    200000 | PA      | $180166.00    | 0.00%             | 2031-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                                                       | Leidos Inc                                                                            | CUSIP: 52532XAJ4<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106203.00    | 0.00%             | 2033-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                                                       | Leidos Inc                                                                            | CUSIP: 52532XAK1<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78421.50     | 0.00%             | 2032-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                                                       | Leidos Inc                                                                            | CUSIP: 52532XAL9<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104756.00    | 0.00%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LENNAR CORP                                                                      | Lennar Corp                                                                           | CUSIP: 526057CD4<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252090.00    | 0.00%             | 2027-11-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LENNAR CORP                                                                      | Lennar Corp                                                                           | CUSIP: 526057CY8<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103307.00    | 0.00%             | 2030-07-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| LENNOX INTERNATIONAL INC                                                         | Lennox International Inc                                                              | CUSIP: 526107AF4<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72190.50     | 0.00%             | 2027-08-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| LENNOX INTERNATIONAL INC                                                         | Lennox International Inc                                                              | CUSIP: 526107AG2<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103585.00    | 0.00%             | 2028-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LXP INDUSTRIAL TRUST                                                             | LXP Industrial Trust                                                                  | CUSIP: 529043AE1<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              |  | US        |     75000 | PA      | $69003.75     | 0.00%             | 2030-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| LXP INDUSTRIAL TRUST                                                             | LXP Industrial Trust                                                                  | CUSIP: 529537AA0<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              |  | US        |     75000 | PA      | $65685.75     | 0.00%             | 2031-10-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                        | CUSIP: 532457AZ1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102326.00    | 0.00%             | 2027-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                        | CUSIP: 532457BJ6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81955.00     | 0.00%             | 2045-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                        | CUSIP: 532457BP2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99159.00     | 0.00%             | 2027-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                        | CUSIP: 532457BR8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41562.00     | 0.00%             | 2047-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                        | CUSIP: 532457BT4<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $164574.00    | 0.00%             | 2049-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                        | CUSIP: 532457BU1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     75000 | PA      | $60673.50     | 0.00%             | 2059-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                        | CUSIP: 532457BV9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197400.00    | 0.00%             | 2029-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                        | CUSIP: 532457BY3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $118372.00    | 0.00%             | 2050-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                        | CUSIP: 532457BZ0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    175000 | PA      | $98754.25     | 0.00%             | 2060-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                        | CUSIP: 532457CF3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205704.00    | 0.00%             | 2033-02-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                        | CUSIP: 532457CG1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187606.00    | 0.00%             | 2053-02-27      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                        | CUSIP: 532457CH9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139764.00    | 0.00%             | 2063-02-27      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                        | CUSIP: 532457CJ5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201672.00    | 0.00%             | 2027-02-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                        | CUSIP: 532457CK2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204024.00    | 0.00%             | 2029-02-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                        | CUSIP: 532457CL0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255117.50    | 0.00%             | 2034-02-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                        | CUSIP: 532457CM8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    300000 | PA      | $286425.00    | 0.01%             | 2054-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                        | CUSIP: 532457CN6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    275000 | PA      | $261052.00    | 0.00%             | 2064-02-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                        | CUSIP: 532457CP1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100754.00    | 0.00%             | 2027-08-14      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                        | CUSIP: 532457CQ9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202424.00    | 0.00%             | 2029-08-14      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                        | CUSIP: 532457CR7<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202604.00    | 0.00%             | 2034-08-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                        | CUSIP: 532457CS5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192130.00    | 0.00%             | 2054-08-14      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                        | CUSIP: 532457CT3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144996.00    | 0.00%             | 2064-08-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                        | CUSIP: 532457CU0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203632.00    | 0.00%             | 2028-02-12      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                        | CUSIP: 532457CV8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257747.50    | 0.00%             | 2030-02-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                        | CUSIP: 532457CW6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208376.00    | 0.00%             | 2032-02-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                        | CUSIP: 532457CX4<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    250000 | PA      | $261212.50    | 0.00%             | 2035-02-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                        | CUSIP: 532457CY2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257055.00    | 0.00%             | 2055-02-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                        | CUSIP: 532457CZ9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154257.00    | 0.00%             | 2065-02-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                        | CUSIP: 532457DB1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100693.00    | 0.00%             | 2028-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                        | CUSIP: 532457DC9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    220000 | PA      | $221925.00    | 0.00%             | 2031-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                        | CUSIP: 532457DD7<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152980.50    | 0.00%             | 2032-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                        | CUSIP: 532457DE5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    220000 | PA      | $226129.20    | 0.00%             | 2035-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                        | CUSIP: 532457DF2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258345.00    | 0.00%             | 2055-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                        | CUSIP: 532457DG0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155278.50    | 0.00%             | 2065-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                                            | Lincoln National Corp                                                                 | CUSIP: 534187AW9<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $108306.00    | 0.00%             | 2037-10-09      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                                            | Lincoln National Corp                                                                 | CUSIP: 534187BA6<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $113459.00    | 0.00%             | 2040-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                                            | Lincoln National Corp                                                                 | CUSIP: 534187BH1<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99370.00     | 0.00%             | 2028-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                                            | Lincoln National Corp                                                                 | CUSIP: 534187BJ7<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95483.00     | 0.00%             | 2030-01-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                                            | Lincoln National Corp                                                                 | CUSIP: 534187BK4<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94917.00     | 0.00%             | 2031-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                                            | Lincoln National Corp                                                                 | CUSIP: 534187BQ1<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     75000 | PA      | $69745.50     | 0.00%             | 2032-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                                            | Lincoln National Corp                                                                 | CUSIP: 534187BT5<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78918.00     | 0.00%             | 2034-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| LINEAGE OP LP                                                                    | Lineage OP LP                                                                         | CUSIP: 53567YAA7<br>LEI: 254900CSRDL1G4SRQE89 | Long             | DBT              |  | US        |     90000 | PA      | $91411.20     | 0.00%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                              | CUSIP: 539439AN9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $191632.00    | 0.00%             | 2045-12-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                              | CUSIP: 539439AQ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $396072.00    | 0.01%             | 2028-11-07      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                              | CUSIP: 539439AR0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $302094.00    | 0.01%             | 2028-03-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                              | CUSIP: 539439AT6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $202390.00    | 0.00%             | 2028-08-16      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                              | CUSIP: 539439AW9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $234078.00    | 0.00%             | 2033-11-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                              | CUSIP: 539439AX7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $207616.00    | 0.00%             | 2029-03-06      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                              | CUSIP: 539439BA6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $210042.00    | 0.00%             | 2035-11-26      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                              | CUSIP: 539439BD0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    230000 | PA      | $233806.50    | 0.00%             | 2029-06-13      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                              | CUSIP: 539439BE8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    230000 | PA      | $243254.90    | 0.00%             | 2036-06-13      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                              | CUSIP: 53944YAD5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $199508.00    | 0.00%             | 2027-01-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                              | CUSIP: 53944YAE3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $250698.00    | 0.00%             | 2048-01-09      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                              | CUSIP: 53944YAQ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $150440.00    | 0.00%             | 2046-12-14      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                              | CUSIP: 53944YAS2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $199090.00    | 0.00%             | 2028-03-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                              | CUSIP: 53944YAU7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $204326.00    | 0.00%             | 2033-08-11      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                              | CUSIP: 53944YAX1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    450000 | PA      | $475866.00    | 0.01%             | 2035-01-05      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                              | CUSIP: 53944YAZ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $253527.50    | 0.00%             | 2028-01-05      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                              | CUSIP: 53944YBA0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $314859.00    | 0.01%             | 2030-06-05      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                              | CUSIP: 53944YBC6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $203692.00    | 0.00%             | 2028-11-26      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                              | CUSIP: 53944YBD4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $200508.00    | 0.00%             | 2031-11-04      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                              | CUSIP: 53944YBE2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $199566.00    | 0.00%             | 2036-11-04      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                                  | CUSIP: 539830AR0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $112245.00    | 0.00%             | 2036-09-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                                  | CUSIP: 539830AW9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $108223.00    | 0.00%             | 2040-06-01      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                                  | CUSIP: 539830BB4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    200000 | PA      | $173858.00    | 0.00%             | 2042-12-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                                  | CUSIP: 539830BC2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93017.00     | 0.00%             | 2035-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                                  | CUSIP: 539830BD0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    150000 | PA      | $122632.50    | 0.00%             | 2045-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                                  | CUSIP: 539830BK4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123585.00    | 0.00%             | 2036-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                                  | CUSIP: 539830BL2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    250000 | PA      | $229822.50    | 0.00%             | 2046-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                                  | CUSIP: 539830BN8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    288000 | PA      | $233824.32    | 0.00%             | 2052-09-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                                  | CUSIP: 539830BP3<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90947.00     | 0.00%             | 2030-06-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                                  | CUSIP: 539830BQ1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    150000 | PA      | $97428.00     | 0.00%             | 2050-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                                  | CUSIP: 539830BR9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147457.50    | 0.00%             | 2032-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                                  | CUSIP: 539830BS7<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    150000 | PA      | $122502.00    | 0.00%             | 2053-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                                  | CUSIP: 539830BT5<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    125000 | PA      | $101427.50    | 0.00%             | 2062-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                                  | CUSIP: 539830BV0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153534.00    | 0.00%             | 2027-11-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                                  | CUSIP: 539830BW8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    150000 | PA      | $158551.50    | 0.00%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                                  | CUSIP: 539830BX6<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154866.00    | 0.00%             | 2054-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                                  | CUSIP: 539830BY4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    150000 | PA      | $158536.50    | 0.00%             | 2063-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                                  | CUSIP: 539830BZ1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101335.00    | 0.00%             | 2028-05-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                                  | CUSIP: 539830CA5<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152656.50    | 0.00%             | 2034-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                                  | CUSIP: 539830CB3<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    225000 | PA      | $216355.50    | 0.00%             | 2055-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                                  | CUSIP: 539830CC1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101707.00    | 0.00%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                                  | CUSIP: 539830CD9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101892.00    | 0.00%             | 2034-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                                  | CUSIP: 539830CE7<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94667.00     | 0.00%             | 2064-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                                  | CUSIP: 539830CG2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128570.00    | 0.00%             | 2031-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                                  | CUSIP: 539830CK3<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90633.60     | 0.00%             | 2028-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                                  | CUSIP: 539830CL1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    130000 | PA      | $131795.30    | 0.00%             | 2030-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                                  | CUSIP: 539830CM9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    130000 | PA      | $133599.70    | 0.00%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LOEWS CORP                                                                       | Loews Corp                                                                            | CUSIP: 540424AP3<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |    100000 | PA      | $108709.00    | 0.00%             | 2035-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LOEWS CORP                                                                       | Loews Corp                                                                            | CUSIP: 540424AR9<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86517.00     | 0.00%             | 2043-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power                                          | Los Angeles Department of Water & Power                                               | CUSIP: 544495VY7<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |    200000 | PA      | $217817.00    | 0.00%             | 2045-07-01      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| Los Angeles County Public Works Financing Authority                              | Los Angeles County Public Works Financing Authority                                   | CUSIP: 54473ENS9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $120177.10    | 0.00%             | 2040-08-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Louisiana Local Government Environmental Facilities & Community Development Auth | Louisiana Local Government Environmental Facilities & Community Development Authority | CUSIP: 54627RAM2<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |    250000 | PA      | $250463.13    | 0.00%             | 2033-02-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Louisiana Local Government Environmental Facilities & Community Development Auth | Louisiana Local Government Environmental Facilities & Community Development Authority | CUSIP: 54627RAN0<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |    200000 | PA      | $198932.10    | 0.00%             | 2036-02-01      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Louisiana Local Government Environmental Facilities & Community Development Auth | Louisiana Local Government Environmental Facilities & Community Development Authority | CUSIP: 54627RAP5<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |    100000 | PA      | $98053.34     | 0.00%             | 2039-08-01      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Louisiana Local Government Environmental Facilities & Community Development Auth | Louisiana Local Government Environmental Facilities & Community Development Authority | CUSIP: 54627RAS9<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |    250000 | PA      | $259635.51    | 0.00%             | 2034-12-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| LOUISVILLE GAS & ELEC                                                            | Louisville Gas and Electric Co                                                        | CUSIP: 546676AY3<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82790.00     | 0.00%             | 2049-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LOUISVILLE GAS & ELEC                                                            | Louisville Gas and Electric Co                                                        | CUSIP: 546676AZ0<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |     75000 | PA      | $79014.00     | 0.00%             | 2033-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| LOUISVILLE GAS & ELEC                                                            | Louisville Gas and Electric Co                                                        | CUSIP: 546676BA4<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154375.50    | 0.00%             | 2055-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                        | CUSIP: 548661AK3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     75000 | PA      | $80610.00     | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                        | CUSIP: 548661CJ4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78785.25     | 0.00%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                        | CUSIP: 548661CX3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     95000 | PA      | $87115.00     | 0.00%             | 2042-04-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                        | CUSIP: 548661DJ3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85304.00     | 0.00%             | 2045-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                        | CUSIP: 548661DN4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    225000 | PA      | $172743.75    | 0.00%             | 2046-04-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                        | CUSIP: 548661DP9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246907.50    | 0.00%             | 2027-05-03      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                        | CUSIP: 548661DQ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    250000 | PA      | $201222.50    | 0.00%             | 2047-05-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                        | CUSIP: 548661DR5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    300000 | PA      | $295767.00    | 0.01%             | 2029-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                        | CUSIP: 548661DS3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85672.00     | 0.00%             | 2049-04-05      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                        | CUSIP: 548661DU8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202794.00    | 0.00%             | 2030-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                        | CUSIP: 548661DV6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98042.00     | 0.00%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                        | CUSIP: 548661DW4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92828.00     | 0.00%             | 2050-04-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                        | CUSIP: 548661DX2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141027.00    | 0.00%             | 2028-04-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                        | CUSIP: 548661DY0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    250000 | PA      | $222157.50    | 0.00%             | 2030-10-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                        | CUSIP: 548661DZ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    300000 | PA      | $194454.00    | 0.00%             | 2050-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                        | CUSIP: 548661EA1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    250000 | PA      | $229717.50    | 0.00%             | 2031-04-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                        | CUSIP: 548661EB9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     50000 | PA      | $35615.00     | 0.00%             | 2051-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                        | CUSIP: 548661ED5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93983.00     | 0.00%             | 2028-09-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                        | CUSIP: 548661EE3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    200000 | PA      | $145410.00    | 0.00%             | 2041-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                        | CUSIP: 548661EF0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    250000 | PA      | $199902.50    | 0.00%             | 2062-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                        | CUSIP: 548661EG8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198376.00    | 0.00%             | 2027-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                        | CUSIP: 548661EH6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    300000 | PA      | $288432.00    | 0.01%             | 2032-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                        | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    300000 | PA      | $240930.00    | 0.00%             | 2052-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                        | CUSIP: 548661EL7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205622.00    | 0.00%             | 2033-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                        | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198098.00    | 0.00%             | 2053-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                        | CUSIP: 548661EN3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199886.00    | 0.00%             | 2062-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                        | CUSIP: 548661EQ6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155586.00    | 0.00%             | 2033-07-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                        | CUSIP: 548661ER4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75336.00     | 0.00%             | 2053-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                        | CUSIP: 548661ES2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100613.00    | 0.00%             | 2063-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                        | CUSIP: 548661ET0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120004.80    | 0.00%             | 2027-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                        | CUSIP: 548661EU7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    130000 | PA      | $130032.50    | 0.00%             | 2028-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                        | CUSIP: 548661EV5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    190000 | PA      | $189230.50    | 0.00%             | 2031-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                        | CUSIP: 548661EW3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    230000 | PA      | $229369.80    | 0.00%             | 2032-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                        | CUSIP: 548661EX1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    210000 | PA      | $209636.70    | 0.00%             | 2035-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| LUBRIZOL CORP                                                                    | Lubrizol Corp/The                                                                     | CUSIP: 549271AF1<br>LEI: 549300TW3R1QXAWGC017 | Long             | DBT              | CORP              | US        |     75000 | PA      | $85398.75     | 0.00%             | 2034-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LYONDELLBASELL IND NV                                                            | LyondellBasell Industries NV                                                          | CUSIP: 552081AM3<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | DBT              | CORP              | NL        |    175000 | PA      | $134967.00    | 0.00%             | 2055-02-26      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                             | M&T Bank Corp                                                                         | CUSIP: 55261FAR5<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252362.50    | 0.00%             | 2034-01-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                             | M&T Bank Corp                                                                         | CUSIP: 55261FAS3<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    200000 | PA      | $216902.00    | 0.00%             | 2029-10-30      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                             | M&T Bank Corp                                                                         | CUSIP: 55261FAT1<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    200000 | PA      | $212886.00    | 0.00%             | 2032-03-13      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                             | M&T Bank Corp                                                                         | CUSIP: 55261FAU8<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101440.00    | 0.00%             | 2029-01-16      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                             | M&T Bank Corp                                                                         | CUSIP: 55261FAV6<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204182.00    | 0.00%             | 2036-01-16      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                             | M&T Bank Corp                                                                         | CUSIP: 55261FAY0<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    140000 | PA      | $143690.40    | 0.00%             | 2031-07-08      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                             | M&T Bank Corp                                                                         | CUSIP: 55261FAZ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    220000 | PA      | $222006.40    | 0.00%             | 2035-07-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MDC HOLDINGS INC                                                                 | Sekisui House US Inc                                                                  | CUSIP: 552676AQ1<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70530.00     | 0.00%             | 2043-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MDC HOLDINGS INC                                                                 | Sekisui House US Inc                                                                  | CUSIP: 552676AT5<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96821.00     | 0.00%             | 2030-01-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MDC HOLDINGS INC                                                                 | Sekisui House US Inc                                                                  | CUSIP: 552676AU2<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |    150000 | PA      | $133941.00    | 0.00%             | 2031-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MANUF & TRADERS TRUST CO                                                         | Manufacturers & Traders Trust Co                                                      | CUSIP: 55279HAW0<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253550.00    | 0.00%             | 2028-01-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MGIC INVESTMENT CORP                                                             | MGIC Investment Corp                                                                  | CUSIP: 552848AG8<br>LEI: 254900S8483WM4M98R28 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100040.00    | 0.00%             | 2028-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                               | CUSIP: 55336VAK6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199860.00    | 0.00%             | 2027-03-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                               | CUSIP: 55336VAL4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    150000 | PA      | $135189.00    | 0.00%             | 2047-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                               | CUSIP: 55336VAM2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    350000 | PA      | $321209.00    | 0.01%             | 2038-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                               | CUSIP: 55336VAN0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    300000 | PA      | $252381.00    | 0.00%             | 2048-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                               | CUSIP: 55336VAP5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83233.00     | 0.00%             | 2058-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                               | CUSIP: 55336VAR1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249347.50    | 0.00%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                               | CUSIP: 55336VAS9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152557.50    | 0.00%             | 2029-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                               | CUSIP: 55336VAT7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    275000 | PA      | $255733.50    | 0.00%             | 2049-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                               | CUSIP: 55336VBN9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150388.50    | 0.00%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                               | CUSIP: 55336VBP4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90388.00     | 0.00%             | 2047-12-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                               | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    250000 | PA      | $231690.00    | 0.00%             | 2030-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                               | CUSIP: 55336VBT6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    250000 | PA      | $213452.50    | 0.00%             | 2052-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                               | CUSIP: 55336VBU3<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151308.00    | 0.00%             | 2032-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                               | CUSIP: 55336VBV1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201978.00    | 0.00%             | 2033-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                               | CUSIP: 55336VBW9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94105.00     | 0.00%             | 2053-03-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                               | CUSIP: 55336VBX7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    325000 | PA      | $333879.00    | 0.01%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                               | CUSIP: 55336VBY5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    175000 | PA      | $177534.00    | 0.00%             | 2035-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                               | CUSIP: 55336VBZ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    175000 | PA      | $171528.00    | 0.00%             | 2055-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                               | CUSIP: 55336VCA6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202624.00    | 0.00%             | 2031-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                               | CUSIP: 55336VCB4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151495.50    | 0.00%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                               | CUSIP: 55336VCC2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303825.00    | 0.01%             | 2035-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                               | CUSIP: 55336VCD0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202442.00    | 0.00%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                                         | MSCI Inc                                                                              | CUSIP: 55354GAR1<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253067.50    | 0.00%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MSD INVESTMENT CORP                                                              | MSD Investment Corp                                                                   | CUSIP: 55354LAA7<br>LEI: 549300K4HV7AOWFSAO65 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100601.00    | 0.00%             | 2030-05-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MAGNA INTERNATIONAL INC                                                          | Magna International Inc                                                               | CUSIP: 559222AV6<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $185222.00    | 0.00%             | 2030-06-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| MAGNA INTERNATIONAL INC                                                          | Magna International Inc                                                               | CUSIP: 559222AY0<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $104559.00    | 0.00%             | 2033-03-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MAGNA INTERNATIONAL INC                                                          | Magna International Inc                                                               | CUSIP: 559222BD5<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $106408.00    | 0.00%             | 2035-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MAIN STREET CAPITAL CORP                                                         | Main Street Capital Corp                                                              | CUSIP: 56035LAH7<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78008.25     | 0.00%             | 2029-03-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| MAIN STREET CAPITAL CORP                                                         | Main Street Capital Corp                                                              | CUSIP: 56035LAJ3<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51090.00     | 0.00%             | 2027-06-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MAIN STREET CAPITAL CORP                                                         | Main Street Capital Corp                                                              | CUSIP: 56035LAK0<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100275.00    | 0.00%             | 2028-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                                           | Province of Manitoba Canada                                                           | CUSIP: 563469UY9<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |    150000 | PA      | $141139.50    | 0.00%             | 2028-10-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                                           | Province of Manitoba Canada                                                           | CUSIP: 563469VC6<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |    200000 | PA      | $201550.00    | 0.00%             | 2033-07-27      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                                           | Province of Manitoba Canada                                                           | CUSIP: 563469VF9<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |    150000 | PA      | $156576.00    | 0.00%             | 2034-05-31      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP                                                          | Manulife Financial Corp                                                               | CUSIP: 56501RAD8<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $100187.00    | 0.00%             | 2046-03-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP                                                          | Manulife Financial Corp                                                               | CUSIP: 56501RAE6<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $149389.50    | 0.00%             | 2032-02-24      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP                                                          | Manulife Financial Corp                                                               | CUSIP: 56501RAK2<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $97923.00     | 0.00%             | 2027-05-19      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP                                                          | Manulife Financial Corp                                                               | CUSIP: 56501RAN6<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $144570.00    | 0.00%             | 2032-03-16      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                                          | Marathon Petroleum Corp                                                               | CUSIP: 56585AAF9<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    220000 | PA      | $236467.00    | 0.00%             | 2041-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                                          | Marathon Petroleum Corp                                                               | CUSIP: 56585AAH5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    150000 | PA      | $130407.00    | 0.00%             | 2044-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                                          | Marathon Petroleum Corp                                                               | CUSIP: 56585AAJ1<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85403.00     | 0.00%             | 2054-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                                          | Marathon Petroleum Corp                                                               | CUSIP: 56585ABC5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100836.00    | 0.00%             | 2026-12-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                                          | Marathon Petroleum Corp                                                               | CUSIP: 56585ABD3<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99371.00     | 0.00%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                                          | Marathon Petroleum Corp                                                               | CUSIP: 56585ABE1<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81494.00     | 0.00%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                                          | Marathon Petroleum Corp                                                               | CUSIP: 56585ABK7<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206226.00    | 0.00%             | 2030-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                                          | Marathon Petroleum Corp                                                               | CUSIP: 56585ABL5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155893.50    | 0.00%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MAREX GROUP PLC                                                                  | Marex Group PLC                                                                       | CUSIP: 566539AA0<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $103399.00    | 0.00%             | 2029-11-04      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| MAREX GROUP PLC                                                                  | Marex Group PLC                                                                       | CUSIP: 566539AB8<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $101612.00    | 0.00%             | 2028-05-08      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                                                 | Markel Group Inc                                                                      | CUSIP: 570535AQ7<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90757.00     | 0.00%             | 2046-04-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                                                 | Markel Group Inc                                                                      | CUSIP: 570535AR5<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49430.00     | 0.00%             | 2027-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                                                 | Markel Group Inc                                                                      | CUSIP: 570535AS3<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     75000 | PA      | $61690.50     | 0.00%             | 2047-11-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                                                 | Markel Group Inc                                                                      | CUSIP: 570535AT1<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90119.00     | 0.00%             | 2049-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                                                 | Markel Group Inc                                                                      | CUSIP: 570535AU8<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48296.50     | 0.00%             | 2029-09-17      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                                                 | Markel Group Inc                                                                      | CUSIP: 570535AV6<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78705.00     | 0.00%             | 2050-09-17      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                                                 | Markel Group Inc                                                                      | CUSIP: 570535AX2<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     75000 | PA      | $51894.00     | 0.00%             | 2052-05-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                                                 | Markel Group Inc                                                                      | CUSIP: 570535AY0<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102798.00    | 0.00%             | 2054-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                              | CUSIP: 571748AK8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $108925.00    | 0.00%             | 2033-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                              | CUSIP: 571748BC5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86207.00     | 0.00%             | 2047-01-30      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                              | CUSIP: 571748BD3<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    125000 | PA      | $105135.00    | 0.00%             | 2048-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                              | CUSIP: 571748BG6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252990.00    | 0.00%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                              | CUSIP: 571748BH4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48699.00     | 0.00%             | 2039-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                              | CUSIP: 571748BJ0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183880.00    | 0.00%             | 2049-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                              | CUSIP: 571748BN1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    140000 | PA      | $127897.00    | 0.00%             | 2030-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                              | CUSIP: 571748BP6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     75000 | PA      | $67379.25     | 0.00%             | 2031-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                              | CUSIP: 571748BQ4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     75000 | PA      | $48456.75     | 0.00%             | 2051-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                              | CUSIP: 571748BR2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107691.00    | 0.00%             | 2032-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                              | CUSIP: 571748BS0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $110050.00    | 0.00%             | 2052-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                              | CUSIP: 571748BT8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98712.00     | 0.00%             | 2053-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                              | CUSIP: 571748BU5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105486.00    | 0.00%             | 2033-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                              | CUSIP: 571748BV3<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    175000 | PA      | $179257.75    | 0.00%             | 2053-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                              | CUSIP: 571748BW1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103713.00    | 0.00%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                              | CUSIP: 571748BX9<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73902.75     | 0.00%             | 2054-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                              | CUSIP: 571748BY7<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202398.00    | 0.00%             | 2027-11-08      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                              | CUSIP: 571748CA8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153187.50    | 0.00%             | 2030-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                              | CUSIP: 571748CB6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154092.00    | 0.00%             | 2031-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                              | CUSIP: 571748CC4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    350000 | PA      | $356013.00    | 0.01%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                              | CUSIP: 571748CD2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245185.00    | 0.00%             | 2055-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                              | CUSIP: 571748CE0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99252.00     | 0.00%             | 2044-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                         | CUSIP: 571903AY9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100039.00    | 0.00%             | 2028-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                         | CUSIP: 571903BE2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203168.00    | 0.00%             | 2030-06-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                         | CUSIP: 571903BF9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93682.00     | 0.00%             | 2032-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                         | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185652.00    | 0.00%             | 2031-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                         | CUSIP: 571903BH5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87702.00     | 0.00%             | 2033-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                         | CUSIP: 571903BJ1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152709.00    | 0.00%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                         | CUSIP: 571903BL6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153577.50    | 0.00%             | 2029-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                         | CUSIP: 571903BN2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    125000 | PA      | $130081.25    | 0.00%             | 2028-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                         | CUSIP: 571903BP7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102251.00    | 0.00%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                         | CUSIP: 571903BQ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207570.00    | 0.00%             | 2034-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                         | CUSIP: 571903BR3<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102294.00    | 0.00%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                         | CUSIP: 571903BS1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    175000 | PA      | $181223.00    | 0.00%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                         | CUSIP: 571903BU6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    275000 | PA      | $284311.50    | 0.01%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                         | CUSIP: 571903BV4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120436.80    | 0.00%             | 2027-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                         | CUSIP: 571903BW2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150753.00    | 0.00%             | 2031-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                         | CUSIP: 571903BX0<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    180000 | PA      | $183749.40    | 0.00%             | 2035-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                                         | Martin Marietta Materials Inc                                                         | CUSIP: 573284AQ9<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49667.00     | 0.00%             | 2027-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                                         | Martin Marietta Materials Inc                                                         | CUSIP: 573284AT3<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49538.50     | 0.00%             | 2027-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                                         | Martin Marietta Materials Inc                                                         | CUSIP: 573284AU0<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84178.00     | 0.00%             | 2047-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                                         | Martin Marietta Materials Inc                                                         | CUSIP: 573284AV8<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93303.00     | 0.00%             | 2030-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                                         | Martin Marietta Materials Inc                                                         | CUSIP: 573284AW6<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    200000 | PA      | $180966.00    | 0.00%             | 2031-07-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                                         | Martin Marietta Materials Inc                                                         | CUSIP: 573284AX4<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    150000 | PA      | $103117.50    | 0.00%             | 2051-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                                         | Martin Marietta Materials Inc                                                         | CUSIP: 573284BA3<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128556.25    | 0.00%             | 2034-12-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                                         | Martin Marietta Materials Inc                                                         | CUSIP: 573284BB1<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124435.00    | 0.00%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                           | Marvell Technology Inc                                                                | CUSIP: 573874AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $96251.00     | 0.00%             | 2028-04-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                           | Marvell Technology Inc                                                                | CUSIP: 573874AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $92848.00     | 0.00%             | 2031-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                           | Marvell Technology Inc                                                                | CUSIP: 573874AN4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $101769.00    | 0.00%             | 2028-06-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                           | Marvell Technology Inc                                                                | CUSIP: 573874AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $104537.00    | 0.00%             | 2029-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                           | Marvell Technology Inc                                                                | CUSIP: 573874AQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $107280.00    | 0.00%             | 2033-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                           | Marvell Technology Inc                                                                | CUSIP: 573874AR5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $101524.00    | 0.00%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                           | Marvell Technology Inc                                                                | CUSIP: 573874AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $103482.00    | 0.00%             | 2035-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Maryland Economic Development Corp                                               | Maryland Economic Development Corp.                                                   | CUSIP: 574205HW3<br>LEI: 549300JJ16DDBSZWSN94 | Long             | DBT              | MUN               | US        |     75000 | PA      | $76312.35     | 0.00%             | 2057-05-31      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Maryland Economic Development Corp                                               | Maryland Economic Development Corp.                                                   | CUSIP: 574205JJ0<br>LEI: 549300JJ16DDBSZWSN94 | Long             | DBT              | MUN               | US        |    100000 | PA      | $98508.00     | 0.00%             | 2056-05-31      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Maryland Health & Higher Educational Facilities Authority                        | Maryland Health & Higher Educational Facilities Authority                             | CUSIP: 57421CAV6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $117761.25    | 0.00%             | 2040-07-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Maryland Health & Higher Educational Facilities Authority                        | Maryland Health & Higher Educational Facilities Authority                             | CUSIP: 57421CAW4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $103638.45    | 0.00%             | 2050-07-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MASCO CORP                                                                       | Masco Corp                                                                            | CUSIP: 574599BM7<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86667.00     | 0.00%             | 2047-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MASCO CORP                                                                       | Masco Corp                                                                            | CUSIP: 574599BP0<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89794.00     | 0.00%             | 2030-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MASCO CORP                                                                       | Masco Corp                                                                            | CUSIP: 574599BQ8<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    125000 | PA      | $110941.25    | 0.00%             | 2031-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MASCO CORP                                                                       | Masco Corp                                                                            | CUSIP: 574599BS4<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94373.00     | 0.00%             | 2028-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                                                           | Massachusetts Institute of Technology                                                 | CUSIP: 575718AA9<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152956.50    | 0.00%             | 2111-07-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                                                           | Massachusetts Institute of Technology                                                 | CUSIP: 575718AB7<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    175000 | PA      | $150475.50    | 0.00%             | 2114-07-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                                                           | Massachusetts Institute of Technology                                                 | CUSIP: 575718AE1<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140998.50    | 0.00%             | 2038-07-01      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                                                           | Massachusetts Institute of Technology                                                 | CUSIP: 575718AG6<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    100000 | PA      | $69604.00     | 0.00%             | 2050-07-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                                                           | Massachusetts Institute of Technology                                                 | CUSIP: 575718AH4<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    100000 | PA      | $58970.00     | 0.00%             | 2051-07-01      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                                                           | Massachusetts Institute of Technology                                                 | CUSIP: 575718AK7<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105865.00    | 0.00%             | 2055-06-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | Commonwealth of Massachusetts                                                         | CUSIP: 57582PUE8<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    100000 | PA      | $103796.60    | 0.00%             | 2039-12-01      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | Commonwealth of Massachusetts                                                         | CUSIP: 57582RYY6<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    100000 | PA      | $69214.90     | 0.00%             | 2049-09-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                          | Massachusetts School Building Authority                                               | CUSIP: 576000KV4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $158131.80    | 0.00%             | 2039-08-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts Transportation Fund Revenue                        | Commonwealth of Massachusetts Transportation Fund Revenue                             | CUSIP: 57604TAD8<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    100000 | PA      | $104992.20    | 0.00%             | 2040-06-01      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| MASTEC INC                                                                       | MasTec Inc                                                                            | CUSIP: 576323AT6<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104681.00    | 0.00%             | 2029-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                        | CUSIP: 57636QAG9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148804.50    | 0.00%             | 2026-11-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                        | CUSIP: 57636QAH7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81923.00     | 0.00%             | 2046-11-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                        | CUSIP: 57636QAJ3<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99616.00     | 0.00%             | 2028-02-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                        | CUSIP: 57636QAK0<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82625.00     | 0.00%             | 2048-02-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                        | CUSIP: 57636QAL8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    175000 | PA      | $136232.25    | 0.00%             | 2049-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                        | CUSIP: 57636QAM6<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145566.00    | 0.00%             | 2029-06-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                        | CUSIP: 57636QAP9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    300000 | PA      | $293514.00    | 0.01%             | 2030-03-26      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                        | CUSIP: 57636QAQ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    275000 | PA      | $220833.25    | 0.00%             | 2050-03-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                        | CUSIP: 57636QAR5<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149182.50    | 0.00%             | 2027-03-26      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                        | CUSIP: 57636QAS3<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     75000 | PA      | $67476.00     | 0.00%             | 2031-03-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                        | CUSIP: 57636QAT1<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    150000 | PA      | $100864.50    | 0.00%             | 2051-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                        | CUSIP: 57636QAU8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89080.00     | 0.00%             | 2031-11-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                        | CUSIP: 57636QAW4<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153531.00    | 0.00%             | 2028-03-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                        | CUSIP: 57636QAX2<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155044.50    | 0.00%             | 2033-03-09      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                        | CUSIP: 57636QAZ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    175000 | PA      | $180393.50    | 0.00%             | 2034-05-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                        | CUSIP: 57636QBA1<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151081.50    | 0.00%             | 2028-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                        | CUSIP: 57636QBB9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202096.00    | 0.00%             | 2032-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                        | CUSIP: 57636QBC7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    225000 | PA      | $226473.75    | 0.00%             | 2035-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                        | CUSIP: 57636QBF0<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76341.00     | 0.00%             | 2028-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                        | CUSIP: 57636QBG8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     95000 | PA      | $99066.95     | 0.00%             | 2032-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                                                       | Mattel Inc                                                                            | CUSIP: 577081AW2<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72021.00     | 0.00%             | 2041-11-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MAYO CLINIC                                                                      | Mayo Clinic                                                                           | CUSIP: 578454AC4<br>LEI: 5493001OHMD58DCY4635 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82142.00     | 0.00%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MAYO CLINIC                                                                      | Mayo Clinic                                                                           | CUSIP: 578454AF7<br>LEI: 5493001OHMD58DCY4635 | Long             | DBT              | CORP              | US        |    150000 | PA      | $99381.00     | 0.00%             | 2061-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO                                                                   | McCormick & Co Inc/MD                                                                 | CUSIP: 579780AN7<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148561.50    | 0.00%             | 2027-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO                                                                   | McCormick & Co Inc/MD                                                                 | CUSIP: 579780AP2<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41461.50     | 0.00%             | 2047-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO                                                                   | McCormick & Co Inc/MD                                                                 | CUSIP: 579780AQ0<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93239.00     | 0.00%             | 2030-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO                                                                   | McCormick & Co Inc/MD                                                                 | CUSIP: 579780AS6<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88521.00     | 0.00%             | 2031-02-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO                                                                   | McCormick & Co Inc/MD                                                                 | CUSIP: 579780AT4<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102134.00    | 0.00%             | 2033-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO                                                                   | McCormick & Co Inc/MD                                                                 | CUSIP: 579780AU1<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74434.50     | 0.00%             | 2034-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                       | CUSIP: 58013MEC4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    150000 | PA      | $168202.50    | 0.00%             | 2037-10-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                       | CUSIP: 58013MEF7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    100000 | PA      | $112068.00    | 0.00%             | 2038-03-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                       | CUSIP: 58013MEH3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     75000 | PA      | $80304.00     | 0.00%             | 2039-02-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                       | CUSIP: 58013MEK6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97848.00     | 0.00%             | 2040-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                       | CUSIP: 58013MEN0<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82784.00     | 0.00%             | 2042-02-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                       | CUSIP: 58013MER1<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     75000 | PA      | $60589.50     | 0.00%             | 2043-05-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                       | CUSIP: 58013MEV2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89915.00     | 0.00%             | 2045-05-26      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                       | CUSIP: 58013MEZ3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100310.00    | 0.00%             | 2035-12-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                       | CUSIP: 58013MFA7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    320000 | PA      | $297788.80    | 0.01%             | 2045-12-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                       | CUSIP: 58013MFB5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198936.00    | 0.00%             | 2027-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                       | CUSIP: 58013MFC3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    175000 | PA      | $152117.00    | 0.00%             | 2047-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                       | CUSIP: 58013MFF6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    175000 | PA      | $174681.50    | 0.00%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                       | CUSIP: 58013MFH2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    200000 | PA      | $172768.00    | 0.00%             | 2048-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                       | CUSIP: 58013MFJ8<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95334.00     | 0.00%             | 2029-09-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                       | CUSIP: 58013MFK5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    350000 | PA      | $262916.50    | 0.00%             | 2049-09-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                       | CUSIP: 58013MFM1<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    150000 | PA      | $138747.00    | 0.00%             | 2030-03-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                       | CUSIP: 58013MFP4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198744.00    | 0.00%             | 2027-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                       | CUSIP: 58013MFQ2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147420.00    | 0.00%             | 2030-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                       | CUSIP: 58013MFR0<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82431.00     | 0.00%             | 2050-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                       | CUSIP: 58013MFS8<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153580.50    | 0.00%             | 2032-09-09      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                       | CUSIP: 58013MFT6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142236.00    | 0.00%             | 2052-09-09      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                       | CUSIP: 58013MFU3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102159.00    | 0.00%             | 2028-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                       | CUSIP: 58013MFV1<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    125000 | PA      | $129798.75    | 0.00%             | 2033-08-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                       | CUSIP: 58013MFW9<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148698.00    | 0.00%             | 2053-08-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                       | CUSIP: 58013MFX7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154729.50    | 0.00%             | 2029-05-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                       | CUSIP: 58013MFY5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156978.00    | 0.00%             | 2034-05-17      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                       | CUSIP: 58013MGA6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153211.50    | 0.00%             | 2035-03-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                       | CUSIP: 58013MGB4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100955.00    | 0.00%             | 2031-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                       | CUSIP: 58013MGC2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152340.00    | 0.00%             | 2036-02-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                                                    | McKesson Corp                                                                         | CUSIP: 581557BJ3<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100102.00    | 0.00%             | 2028-02-16      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                                                    | McKesson Corp                                                                         | CUSIP: 581557BT1<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76825.50     | 0.00%             | 2028-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                                                    | McKesson Corp                                                                         | CUSIP: 581557BU8<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156139.50    | 0.00%             | 2033-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                                                    | McKesson Corp                                                                         | CUSIP: 581557BV6<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100794.00    | 0.00%             | 2029-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                                                    | McKesson Corp                                                                         | CUSIP: 581557BW4<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102082.00    | 0.00%             | 2030-05-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                                                    | McKesson Corp                                                                         | CUSIP: 581557BX2<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103314.00    | 0.00%             | 2032-05-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                                                    | McKesson Corp                                                                         | CUSIP: 581557BY0<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104239.00    | 0.00%             | 2035-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MCLAREN HEALTH CARE CORP                                                         | McLaren Health Care Corp                                                              | CUSIP: 581760AV7<br>LEI: 549300OY1YHQK68ZQX37 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86320.00     | 0.00%             | 2048-05-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| MEAD JOHNSON NUTRITION C                                                         | Mead Johnson Nutrition Co                                                             | CUSIP: 582839AF3<br>LEI: E4BJRFT3MF4GJDY1SC50 | Long             | DBT              | CORP              | US        |    150000 | PA      | $162751.50    | 0.00%             | 2039-11-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC INC                                                                    | Medtronic Inc                                                                         | CUSIP: 585055BT2<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |    400000 | PA      | $396376.00    | 0.01%             | 2035-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC INC                                                                    | Medtronic Inc                                                                         | CUSIP: 585055BU9<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |    325000 | PA      | $301447.25    | 0.01%             | 2045-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS                                                         | Medtronic Global Holdings SCA                                                         | CUSIP: 58507LBB4<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $201478.00    | 0.00%             | 2028-03-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS                                                         | Medtronic Global Holdings SCA                                                         | CUSIP: 58507LBC2<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |    150000 | PA      | $151129.50    | 0.00%             | 2033-03-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MEMORIAL SLOAN-KETTERING                                                         | Memorial Sloan-Kettering Cancer Center                                                | CUSIP: 586054AA6<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97952.00     | 0.00%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MEMORIAL SLOAN-KETTERING                                                         | Memorial Sloan-Kettering Cancer Center                                                | CUSIP: 586054AC2<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |    190000 | PA      | $159653.20    | 0.00%             | 2055-07-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MERCADOLIBRE INC                                                                 | MercadoLibre Inc                                                                      | CUSIP: 58733RAF9<br>LEI: 549300DKPDN9M5S8GB14 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185098.00    | 0.00%             | 2031-01-14      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| MERCK SHARP & DOHME CORP                                                         | Merck Sharp & Dohme Corp                                                              | CUSIP: 589331AE7<br>LEI: MZK1AT00SJV4XB7WNL71 | Long             | DBT              | CORP              | US        |     75000 | PA      | $79499.25     | 0.00%             | 2028-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MERCK SHARP & DOHME CORP                                                         | Merck Sharp & Dohme Corp                                                              | CUSIP: 589331AM9<br>LEI: MZK1AT00SJV4XB7WNL71 | Long             | DBT              | CORP              | US        |     60000 | PA      | $65686.80     | 0.00%             | 2036-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                        | CUSIP: 589331AS6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82363.00     | 0.00%             | 2042-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                        | CUSIP: 58933YAJ4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    200000 | PA      | $175542.00    | 0.00%             | 2043-05-18      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                        | CUSIP: 58933YAT2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    400000 | PA      | $324956.00    | 0.01%             | 2045-02-10      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                        | CUSIP: 58933YAV7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    200000 | PA      | $181176.00    | 0.00%             | 2039-03-07      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                        | CUSIP: 58933YAW5<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    300000 | PA      | $245805.00    | 0.00%             | 2049-03-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                        | CUSIP: 58933YAX3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    350000 | PA      | $344662.50    | 0.01%             | 2029-03-07      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                        | CUSIP: 58933YAZ8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    250000 | PA      | $223830.00    | 0.00%             | 2030-06-24      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                        | CUSIP: 58933YBA2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    100000 | PA      | $73285.00     | 0.00%             | 2040-06-24      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                        | CUSIP: 58933YBB0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    250000 | PA      | $151240.00    | 0.00%             | 2050-06-24      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                        | CUSIP: 58933YBC8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    300000 | PA      | $291378.00    | 0.01%             | 2027-06-10      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                        | CUSIP: 58933YBD6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189066.00    | 0.00%             | 2028-12-10      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                        | CUSIP: 58933YBE4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    350000 | PA      | $312511.50    | 0.01%             | 2031-12-10      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                        | CUSIP: 58933YBF1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    350000 | PA      | $222845.00    | 0.00%             | 2051-12-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                        | CUSIP: 58933YBG9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    250000 | PA      | $150620.00    | 0.00%             | 2061-12-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                        | CUSIP: 58933YBJ3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151978.50    | 0.00%             | 2030-05-17      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                        | CUSIP: 58933YBK0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304884.00    | 0.01%             | 2033-05-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                        | CUSIP: 58933YBL8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143590.50    | 0.00%             | 2044-05-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                        | CUSIP: 58933YBM6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    250000 | PA      | $236665.00    | 0.00%             | 2053-05-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                        | CUSIP: 58933YBN4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189316.00    | 0.00%             | 2063-05-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                        | CUSIP: 58933YBP9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125495.00    | 0.00%             | 2027-09-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                        | CUSIP: 58933YBQ7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125885.00    | 0.00%             | 2030-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                        | CUSIP: 58933YBR5<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    175000 | PA      | $178032.75    | 0.00%             | 2032-09-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                        | CUSIP: 58933YBS3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256805.00    | 0.00%             | 2035-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                        | CUSIP: 58933YBT1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    230000 | PA      | $238631.90    | 0.00%             | 2055-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MERCURY GENERAL CORP                                                             | Mercury General Corp                                                                  | CUSIP: 589400AB6<br>LEI: 5493001Q9EXPCEL4W527 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99922.00     | 0.00%             | 2027-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                                                              | Meritage Homes Corp                                                                   | CUSIP: 59001ABA9<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75504.75     | 0.00%             | 2027-06-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                                                              | Meritage Homes Corp                                                                   | CUSIP: 59001ABG6<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102703.00    | 0.00%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                  | CUSIP: 59022CAJ2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    350000 | PA      | $381157.00    | 0.01%             | 2037-01-29      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                                  | CUSIP: 59023VAA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    320000 | PA      | $393532.80    | 0.01%             | 2038-05-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| METHODIST HOSPITAL/THE                                                           | Methodist Hospital/The                                                                | CUSIP: 591539AA9<br>LEI: 549300Y1E42JLBRENF23 | Long             | DBT              | CORP              | US        |    150000 | PA      | $95326.50     | 0.00%             | 2050-12-01      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                      | MetLife Inc                                                                           | CUSIP: 59156RAE8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    100000 | PA      | $112789.00    | 0.00%             | 2032-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                      | MetLife Inc                                                                           | CUSIP: 59156RAJ7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    100000 | PA      | $112538.00    | 0.00%             | 2034-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                      | MetLife Inc                                                                           | CUSIP: 59156RAM0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    150000 | PA      | $161089.50    | 0.00%             | 2035-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                      | MetLife Inc                                                                           | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    230000 | PA      | $241828.90    | 0.00%             | 2036-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                      | MetLife Inc                                                                           | CUSIP: 59156RAV0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     75000 | PA      | $100066.50    | 0.00%             | 2039-08-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                      | MetLife Inc                                                                           | CUSIP: 59156RAY4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    150000 | PA      | $158755.50    | 0.00%             | 2041-02-06      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                      | MetLife Inc                                                                           | CUSIP: 59156RBD9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    150000 | PA      | $129207.00    | 0.00%             | 2042-08-13      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                      | MetLife Inc                                                                           | CUSIP: 59156RBG2<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    250000 | PA      | $234940.00    | 0.00%             | 2043-11-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                      | MetLife Inc                                                                           | CUSIP: 59156RBL1<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91621.00     | 0.00%             | 2044-12-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                      | MetLife Inc                                                                           | CUSIP: 59156RBN7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    175000 | PA      | $146305.25    | 0.00%             | 2045-03-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                      | MetLife Inc                                                                           | CUSIP: 59156RBR8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90800.00     | 0.00%             | 2046-05-13      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                      | MetLife Inc                                                                           | CUSIP: 59156RBZ0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204536.00    | 0.00%             | 2030-03-23      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                      | MetLife Inc                                                                           | CUSIP: 59156RCC0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185950.00    | 0.00%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                      | MetLife Inc                                                                           | CUSIP: 59156RCD8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145213.50    | 0.00%             | 2054-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                      | MetLife Inc                                                                           | CUSIP: 59156RCE6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    150000 | PA      | $158590.50    | 0.00%             | 2033-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                      | MetLife Inc                                                                           | CUSIP: 59156RCN6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208976.00    | 0.00%             | 2034-12-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                      | MetLife Inc                                                                           | CUSIP: 59156RCQ9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    175000 | PA      | $185039.75    | 0.00%             | 2055-03-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority Dedicated Tax Fund                         | Metropolitan Transportation Authority Dedicated Tax Fund                              | CUSIP: 59259NZH9<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    175000 | PA      | $209768.48    | 0.00%             | 2039-11-15      | Fixed         | 7.34%                 | No            |                  2 | On Loan: No      |
| Metropolitan Washington Airports Authority Dulles Toll Road Revenue              | Metropolitan Washington Airports Authority Dulles Toll Road Revenue                   | CUSIP: 592643AA8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $120988.30    | 0.00%             | 2046-10-01      | Fixed         | 7.46%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade FL Aviation Revenue                                         | County of Miami-Dade Aviation Revenue                                                 | CUSIP: 59333P3W6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $70306.65     | 0.00%             | 2041-10-01      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Michigan Finance Authority                                                       | Michigan Finance Authority                                                            | CUSIP: 59447TXX6<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |    200000 | PA      | $171237.00    | 0.00%             | 2040-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Michigan State University                                                        | Michigan State University                                                             | CUSIP: 594712WY3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $56191.73     | 0.00%             | 2122-08-15      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                        | CUSIP: 594918AD6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     75000 | PA      | $79930.50     | 0.00%             | 2039-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                        | CUSIP: 594918AJ3<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99050.00     | 0.00%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                        | CUSIP: 594918AM6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    150000 | PA      | $160213.50    | 0.00%             | 2041-02-08      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                        | CUSIP: 594918AR5<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     75000 | PA      | $62393.25     | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                        | CUSIP: 594918BC7<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    250000 | PA      | $238500.00    | 0.00%             | 2035-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                        | CUSIP: 594918BD5<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85286.00     | 0.00%             | 2045-02-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                        | CUSIP: 594918BE3<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82366.00     | 0.00%             | 2055-02-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                        | CUSIP: 594918BK9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151891.50    | 0.00%             | 2035-11-03      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                        | CUSIP: 594918BL7<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    175000 | PA      | $165719.75    | 0.00%             | 2045-11-03      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                        | CUSIP: 594918BS2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    300000 | PA      | $277947.00    | 0.00%             | 2036-08-08      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                        | CUSIP: 594918BT0<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    299000 | PA      | $246292.28    | 0.00%             | 2046-08-08      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                        | CUSIP: 594918BU7<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    125000 | PA      | $101442.50    | 0.00%             | 2056-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                        | CUSIP: 594918BY9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    550000 | PA      | $548157.50    | 0.01%             | 2027-02-06      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                        | CUSIP: 594918BZ6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147574.50    | 0.00%             | 2037-02-06      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                        | CUSIP: 594918CA0<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182416.00    | 0.00%             | 2047-02-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                        | CUSIP: 594918CB8<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    150000 | PA      | $137443.50    | 0.00%             | 2057-02-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                        | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $728226.00    | 0.01%             | 2050-06-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                        | CUSIP: 594918CD4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    679000 | PA      | $404575.36    | 0.01%             | 2060-06-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                        | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $764493.75    | 0.01%             | 2052-03-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                        | CUSIP: 594918CF9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    345000 | PA      | $223508.25    | 0.00%             | 2062-03-17      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                        | CUSIP: 594918CQ5<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74856.00     | 0.00%             | 2027-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                        | CUSIP: 594918CS1<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89792.00     | 0.00%             | 2030-09-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                        | CUSIP: 594918CU6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91994.00     | 0.00%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                        | CUSIP: 594918CW2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    250000 | PA      | $157195.00    | 0.00%             | 2050-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                         | Microchip Technology Inc                                                              | CUSIP: 595017BE3<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153246.00    | 0.00%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                         | Microchip Technology Inc                                                              | CUSIP: 595017BK9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    175000 | PA      | $177642.50    | 0.00%             | 2028-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                         | Microchip Technology Inc                                                              | CUSIP: 595017BL7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    175000 | PA      | $179079.25    | 0.00%             | 2030-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                            | Micron Technology Inc                                                                 | CUSIP: 595112BN2<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103175.00    | 0.00%             | 2029-02-06      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                            | Micron Technology Inc                                                                 | CUSIP: 595112BQ5<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152001.00    | 0.00%             | 2030-02-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                            | Micron Technology Inc                                                                 | CUSIP: 595112BS1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    200000 | PA      | $179384.00    | 0.00%             | 2032-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                            | Micron Technology Inc                                                                 | CUSIP: 595112BT9<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77333.00     | 0.00%             | 2041-11-01      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                            | Micron Technology Inc                                                                 | CUSIP: 595112BU6<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    100000 | PA      | $71072.00     | 0.00%             | 2051-11-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                            | Micron Technology Inc                                                                 | CUSIP: 595112BZ5<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    150000 | PA      | $159817.50    | 0.00%             | 2033-02-09      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                            | Micron Technology Inc                                                                 | CUSIP: 595112CB7<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    200000 | PA      | $213588.00    | 0.00%             | 2033-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                            | Micron Technology Inc                                                                 | CUSIP: 595112CD3<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155617.50    | 0.00%             | 2031-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                            | Micron Technology Inc                                                                 | CUSIP: 595112CE1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    200000 | PA      | $211534.00    | 0.00%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                            | Micron Technology Inc                                                                 | CUSIP: 595112CG6<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78965.25     | 0.00%             | 2032-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                            | Micron Technology Inc                                                                 | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    200000 | PA      | $214716.00    | 0.00%             | 2035-11-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                                                           | Mid-America Apartments LP                                                             | CUSIP: 59523UAN7<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |    150000 | PA      | $149347.50    | 0.00%             | 2027-06-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                                                           | Mid-America Apartments LP                                                             | CUSIP: 59523UAP2<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |    100000 | PA      | $100453.00    | 0.00%             | 2028-06-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                                                           | Mid-America Apartments LP                                                             | CUSIP: 59523UAQ0<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |     50000 | PA      | $49836.00     | 0.00%             | 2029-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                                                           | Mid-America Apartments LP                                                             | CUSIP: 59523UAR8<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |    100000 | PA      | $94892.00     | 0.00%             | 2030-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                                                           | Mid-America Apartments LP                                                             | CUSIP: 59523UAS6<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |    100000 | PA      | $87998.00     | 0.00%             | 2031-02-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                                                           | Mid-America Apartments LP                                                             | CUSIP: 59523UAU1<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |     50000 | PA      | $31965.00     | 0.00%             | 2051-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                                                           | Mid-America Apartments LP                                                             | CUSIP: 59523UAV9<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |     75000 | PA      | $76314.00     | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                                                           | Mid-America Apartments LP                                                             | CUSIP: 59523UAW7<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |     75000 | PA      | $78475.50     | 0.00%             | 2032-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                            | MidAmerican Energy Co                                                                 | CUSIP: 595620AB1<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $113380.00    | 0.00%             | 2031-12-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                            | MidAmerican Energy Co                                                                 | CUSIP: 595620AE5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     75000 | PA      | $80948.25     | 0.00%             | 2035-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                            | MidAmerican Energy Co                                                                 | CUSIP: 595620AL9<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93257.00     | 0.00%             | 2043-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                            | MidAmerican Energy Co                                                                 | CUSIP: 595620AN5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     75000 | PA      | $66158.25     | 0.00%             | 2044-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                            | MidAmerican Energy Co                                                                 | CUSIP: 595620AP0<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85528.00     | 0.00%             | 2046-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                            | MidAmerican Energy Co                                                                 | CUSIP: 595620AR6<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40339.50     | 0.00%             | 2047-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                            | MidAmerican Energy Co                                                                 | CUSIP: 595620AS4<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $76076.00     | 0.00%             | 2048-08-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                            | MidAmerican Energy Co                                                                 | CUSIP: 595620AT2<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198134.00    | 0.00%             | 2029-04-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                            | MidAmerican Energy Co                                                                 | CUSIP: 595620AU9<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    150000 | PA      | $125598.00    | 0.00%             | 2049-07-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                            | MidAmerican Energy Co                                                                 | CUSIP: 595620AV7<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $69268.00     | 0.00%             | 2050-04-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                            | MidAmerican Energy Co                                                                 | CUSIP: 595620AW5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $62935.00     | 0.00%             | 2052-08-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                            | MidAmerican Energy Co                                                                 | CUSIP: 595620AX3<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78951.75     | 0.00%             | 2034-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                            | MidAmerican Energy Co                                                                 | CUSIP: 595620AY1<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    175000 | PA      | $183813.00    | 0.00%             | 2054-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                            | MidAmerican Energy Co                                                                 | CUSIP: 595620AZ8<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96737.00     | 0.00%             | 2055-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                          | CUSIP: 59562VAM9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    298000 | PA      | $326196.76    | 0.01%             | 2036-04-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                          | CUSIP: 59562VAP2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    100000 | PA      | $108907.00    | 0.00%             | 2037-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                          | CUSIP: 59562VBD8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97581.00     | 0.00%             | 2043-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MYMICHIGAN HEALTH                                                                | MyMichigan Health                                                                     | CUSIP: 597861AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $53541.00     | 0.00%             | 2050-06-01      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| MISSISSIPPI POWER CO                                                             | Mississippi Power Co                                                                  | CUSIP: 605417BZ6<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87590.00     | 0.00%             | 2042-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MISSISSIPPI POWER CO                                                             | Mississippi Power Co                                                                  | CUSIP: 605417CD4<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |    100000 | PA      | $67503.00     | 0.00%             | 2051-07-30      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Health & Educational Facilities Authority of the State of Missouri               | Health & Educational Facilities Authority of the State of Missouri                    | CUSIP: 60636AVL4<br>LEI: 549300IWTBCMX5JB3277 | Long             | DBT              | MUN               | US        |    150000 | PA      | $108317.85    | 0.00%             | 2050-05-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                                    | CUSIP: 606822AN4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $199518.00    | 0.00%             | 2027-02-22      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                                    | CUSIP: 606822AR5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $247757.50    | 0.00%             | 2027-07-25      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                                    | CUSIP: 606822AV6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $250355.00    | 0.00%             | 2028-03-02      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                                    | CUSIP: 606822BB9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    100000 | PA      | $96143.00     | 0.00%             | 2038-07-26      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                                    | CUSIP: 606822BC7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $251037.50    | 0.00%             | 2028-09-11      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                                    | CUSIP: 606822BE3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    100000 | PA      | $94388.00     | 0.00%             | 2039-03-07      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                                    | CUSIP: 606822BH6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $297612.00    | 0.01%             | 2029-03-07      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                                    | CUSIP: 606822BK9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $176896.00    | 0.00%             | 2039-07-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                                    | CUSIP: 606822BM5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $193776.00    | 0.00%             | 2029-07-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                                    | CUSIP: 606822BR4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $187460.00    | 0.00%             | 2030-02-25      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                                    | CUSIP: 606822BU7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $227607.50    | 0.00%             | 2030-07-17      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                                    | CUSIP: 606822BX1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $179252.00    | 0.00%             | 2032-07-20      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                                    | CUSIP: 606822CB8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $179984.00    | 0.00%             | 2032-10-13      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                                    | CUSIP: 606822CC6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $196132.00    | 0.00%             | 2028-01-19      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                                    | CUSIP: 606822CD4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $182214.00    | 0.00%             | 2033-01-19      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                                    | CUSIP: 606822CE2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $200012.00    | 0.00%             | 2028-04-19      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                                    | CUSIP: 606822CG7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $197826.00    | 0.00%             | 2033-04-19      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                                    | CUSIP: 606822CK8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $310692.00    | 0.01%             | 2033-07-20      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                                    | CUSIP: 606822CL6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $203006.00    | 0.00%             | 2028-07-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                                    | CUSIP: 606822CN2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $204570.00    | 0.00%             | 2028-09-13      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                                    | CUSIP: 606822CR3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $210880.00    | 0.00%             | 2033-09-13      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                                    | CUSIP: 606822CS1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $205926.00    | 0.00%             | 2029-02-22      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                                    | CUSIP: 606822CX0<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $210656.00    | 0.00%             | 2034-02-22      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                                    | CUSIP: 606822DC5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $210762.00    | 0.00%             | 2034-04-19      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                                    | CUSIP: 606822DE1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $206930.00    | 0.00%             | 2030-04-17      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                                    | CUSIP: 606822DF8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $261812.50    | 0.00%             | 2035-04-17      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                                    | CUSIP: 606822DG6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $207110.00    | 0.00%             | 2031-01-16      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                                    | CUSIP: 606822DH4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $211278.00    | 0.00%             | 2036-01-16      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                                    | CUSIP: 606822DK7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $207284.00    | 0.00%             | 2031-04-24      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                                    | CUSIP: 606822DL5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $264342.50    | 0.00%             | 2036-04-24      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                                    | CUSIP: 606822DN1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $201820.00    | 0.00%             | 2031-09-12      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                                    | CUSIP: 606822DQ4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $205478.00    | 0.00%             | 2036-09-12      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                            | CUSIP: 60687YAK5<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $199304.00    | 0.00%             | 2027-02-28      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                            | CUSIP: 60687YAM1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $296280.00    | 0.01%             | 2027-09-11      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                            | CUSIP: 60687YAR0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $200544.00    | 0.00%             | 2028-03-05      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                            | CUSIP: 60687YAX7<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $192784.00    | 0.00%             | 2030-07-16      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                            | CUSIP: 60687YBH1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $228010.00    | 0.00%             | 2031-07-10      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                            | CUSIP: 60687YBL2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $224862.50    | 0.00%             | 2031-09-08      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                            | CUSIP: 60687YBT5<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $178476.00    | 0.00%             | 2032-07-09      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                            | CUSIP: 60687YBU2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $179570.00    | 0.00%             | 2031-09-13      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                            | CUSIP: 60687YCL1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $204828.00    | 0.00%             | 2028-09-13      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                            | CUSIP: 60687YCM9<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $213058.00    | 0.00%             | 2033-09-13      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                            | CUSIP: 60687YCR8<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $211424.00    | 0.00%             | 2031-05-27      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                            | CUSIP: 60687YCT4<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $213264.00    | 0.00%             | 2034-05-27      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                            | CUSIP: 60687YCZ0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $312582.00    | 0.01%             | 2029-07-06      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                            | CUSIP: 60687YDB2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $213358.00    | 0.00%             | 2034-07-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                            | CUSIP: 60687YDD8<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $207552.00    | 0.00%             | 2030-05-26      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                            | CUSIP: 60687YDE6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $210766.00    | 0.00%             | 2035-05-26      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                            | CUSIP: 60687YDH9<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $206372.00    | 0.00%             | 2031-05-13      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                            | CUSIP: 60687YDJ5<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $208668.00    | 0.00%             | 2036-05-13      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                            | CUSIP: 60687YDL0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $203180.00    | 0.00%             | 2031-07-08      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                            | CUSIP: 60687YDM8<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $207150.00    | 0.00%             | 2036-07-08      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| MOHAWK INDUSTRIES INC                                                            | Mohawk Industries Inc                                                                 | CUSIP: 608190AL8<br>LEI: 549300JI1115MG3Q6322 | Long             | DBT              | CORP              | US        |    160000 | PA      | $155291.20    | 0.00%             | 2030-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS BEVERAGE                                                            | Molson Coors Beverage Co                                                              | CUSIP: 60871RAD2<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186984.00    | 0.00%             | 2042-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS BEVERAGE                                                            | Molson Coors Beverage Co                                                              | CUSIP: 60871RAH3<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |    330000 | PA      | $270553.80    | 0.00%             | 2046-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                           | Mondelez International Inc                                                            | CUSIP: 609207AM7<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100280.00    | 0.00%             | 2028-05-07      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                           | Mondelez International Inc                                                            | CUSIP: 609207AT2<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141628.50    | 0.00%             | 2030-04-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                           | Mondelez International Inc                                                            | CUSIP: 609207AW5<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $91137.00     | 0.00%             | 2050-09-04      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                           | Mondelez International Inc                                                            | CUSIP: 609207AX3<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |     75000 | PA      | $65397.75     | 0.00%             | 2031-02-04      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                           | Mondelez International Inc                                                            | CUSIP: 609207AY1<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |     75000 | PA      | $64594.50     | 0.00%             | 2032-10-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                           | Mondelez International Inc                                                            | CUSIP: 609207BA2<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147385.50    | 0.00%             | 2027-03-17      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                           | Mondelez International Inc                                                            | CUSIP: 609207BB0<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $138028.50    | 0.00%             | 2032-03-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                           | Mondelez International Inc                                                            | CUSIP: 609207BC8<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102344.00    | 0.00%             | 2029-02-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                           | Mondelez International Inc                                                            | CUSIP: 609207BE4<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100273.00    | 0.00%             | 2034-08-28      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                           | Mondelez International Inc                                                            | CUSIP: 609207BF1<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100616.00    | 0.00%             | 2028-05-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                           | Mondelez International Inc                                                            | CUSIP: 609207BG9<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101148.00    | 0.00%             | 2030-05-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                           | Mondelez International Inc                                                            | CUSIP: 609207BH7<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102780.00    | 0.00%             | 2035-05-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| MONTEFIORE OBLIGATED GRP                                                         | Montefiore Obligated Group                                                            | CUSIP: 61237WAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $63450.00     | 0.00%             | 2048-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MONTEFIORE OBLIGATED GRP                                                         | Montefiore Obligated Group                                                            | CUSIP: 61237WAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $71289.00     | 0.00%             | 2050-09-01      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                              | Moody's Corp                                                                          | CUSIP: 615369AE5<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96902.00     | 0.00%             | 2044-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                              | Moody's Corp                                                                          | CUSIP: 615369AM7<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98545.00     | 0.00%             | 2028-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                              | Moody's Corp                                                                          | CUSIP: 615369AP0<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75461.25     | 0.00%             | 2029-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                              | Moody's Corp                                                                          | CUSIP: 615369AQ8<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90671.00     | 0.00%             | 2048-12-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                              | Moody's Corp                                                                          | CUSIP: 615369AT2<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $69293.00     | 0.00%             | 2050-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                              | Moody's Corp                                                                          | CUSIP: 615369AV7<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $72870.00     | 0.00%             | 2041-08-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                              | Moody's Corp                                                                          | CUSIP: 615369AW5<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    200000 | PA      | $177798.00    | 0.00%             | 2031-08-19      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                              | Moody's Corp                                                                          | CUSIP: 615369AX3<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $63559.00     | 0.00%             | 2061-11-29      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                              | Moody's Corp                                                                          | CUSIP: 615369AY1<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     50000 | PA      | $37922.00     | 0.00%             | 2052-02-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                              | Moody's Corp                                                                          | CUSIP: 615369BA2<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102739.00    | 0.00%             | 2034-08-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                                           | Morgan Stanley Bank NA                                                                | CUSIP: 61690DK72<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    400000 | PA      | $407768.00    | 0.01%             | 2029-01-12      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                                           | Morgan Stanley Bank NA                                                                | CUSIP: 61690U8A1<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252260.00    | 0.00%             | 2028-01-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                                           | Morgan Stanley Bank NA                                                                | CUSIP: 61690U8B9<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    350000 | PA      | $357252.00    | 0.01%             | 2028-05-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                                           | Morgan Stanley Bank NA                                                                | CUSIP: 61690U8E3<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253627.50    | 0.00%             | 2028-07-14      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust 2015-UBS8                                              | CUSIP: 61691ABL6<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |      5035 | PA      | $5018.35      | 0.00%             | 2048-12-15      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust 2017-H1                                                | CUSIP: 61691JAU8<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $246937.83    | 0.00%             | 2050-06-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust 2020-HR8                                               | CUSIP: 61692BBP4<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $908314.04    | 0.02%             | 2053-07-15      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                        | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    575000 | PA      | $579582.75    | 0.01%             | 2030-01-23      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                        | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    650000 | PA      | $611260.00    | 0.01%             | 2031-01-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                        | CUSIP: 6174468N2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    350000 | PA      | $357738.50    | 0.01%             | 2051-03-24      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                        | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    600000 | PA      | $584934.00    | 0.01%             | 2031-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                        | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    500000 | PA      | $440385.00    | 0.01%             | 2032-02-13      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                        | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    450000 | PA      | $396630.00    | 0.01%             | 2032-04-28      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                        | CUSIP: 6174468Y8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    350000 | PA      | $227108.00    | 0.00%             | 2052-01-25      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                        | CUSIP: 617446HD4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    180000 | PA      | $209028.60    | 0.00%             | 2032-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                        | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    550000 | PA      | $545121.50    | 0.01%             | 2028-07-22      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                        | CUSIP: 61744YAL2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    400000 | PA      | $364144.00    | 0.01%             | 2038-07-22      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                        | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    550000 | PA      | $546562.50    | 0.01%             | 2029-01-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                        | CUSIP: 61744YAR9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189562.00    | 0.00%             | 2039-04-22      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                        | CUSIP: 61746BEF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    550000 | PA      | $548339.00    | 0.01%             | 2027-01-20      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                        | CUSIP: 61746BEG7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    350000 | PA      | $308521.50    | 0.01%             | 2047-01-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                        | CUSIP: 61747YDY8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    480000 | PA      | $423062.40    | 0.01%             | 2045-01-27      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                        | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    650000 | PA      | $579969.00    | 0.01%             | 2032-07-21      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                        | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    575000 | PA      | $506672.75    | 0.01%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                        | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    450000 | PA      | $405540.00    | 0.01%             | 2032-10-20      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                        | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    400000 | PA      | $392772.00    | 0.01%             | 2028-01-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                        | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    500000 | PA      | $459085.00    | 0.01%             | 2033-01-21      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                        | CUSIP: 61747YER2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    475000 | PA      | $475807.50    | 0.01%             | 2028-04-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                        | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    350000 | PA      | $358722.00    | 0.01%             | 2037-04-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                        | CUSIP: 61747YEU5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    400000 | PA      | $409688.00    | 0.01%             | 2033-07-20      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                        | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    400000 | PA      | $415980.00    | 0.01%             | 2028-10-18      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                        | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    550000 | PA      | $607728.00    | 0.01%             | 2033-10-18      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                        | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    500000 | PA      | $510825.00    | 0.01%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                        | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    400000 | PA      | $422972.00    | 0.01%             | 2038-01-19      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                        | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    500000 | PA      | $512105.00    | 0.01%             | 2029-04-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                        | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    550000 | PA      | $571186.00    | 0.01%             | 2034-04-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                        | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    400000 | PA      | $413468.00    | 0.01%             | 2029-07-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                        | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    475000 | PA      | $497942.50    | 0.01%             | 2034-07-21      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                        | CUSIP: 61747YFH3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    400000 | PA      | $424924.00    | 0.01%             | 2029-11-01      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                        | CUSIP: 61747YFJ9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    300000 | PA      | $337956.00    | 0.01%             | 2034-11-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                        | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    400000 | PA      | $411904.00    | 0.01%             | 2030-01-16      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                        | CUSIP: 61747YFL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    450000 | PA      | $471496.50    | 0.01%             | 2035-01-18      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                        | CUSIP: 61747YFM2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    250000 | PA      | $263965.00    | 0.00%             | 2039-02-07      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                        | CUSIP: 61747YFP5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    300000 | PA      | $306249.00    | 0.01%             | 2028-04-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                        | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    500000 | PA      | $522850.00    | 0.01%             | 2030-04-18      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                        | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    575000 | PA      | $616952.00    | 0.01%             | 2035-04-19      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                        | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    400000 | PA      | $411380.00    | 0.01%             | 2030-07-19      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                        | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    600000 | PA      | $623526.00    | 0.01%             | 2035-07-19      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                        | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    550000 | PA      | $558541.50    | 0.01%             | 2030-10-18      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                        | CUSIP: 61747YFV2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    550000 | PA      | $556748.50    | 0.01%             | 2055-11-19      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                        | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204034.00    | 0.00%             | 2029-04-12      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                        | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    450000 | PA      | $466083.00    | 0.01%             | 2031-04-17      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                        | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    500000 | PA      | $530925.00    | 0.01%             | 2036-04-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                        | CUSIP: 617482V92<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    375000 | PA      | $424020.00    | 0.01%             | 2042-07-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                        | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    500000 | PA      | $517535.00    | 0.01%             | 2031-01-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                        | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    550000 | PA      | $580921.00    | 0.01%             | 2036-01-18      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                        | CUSIP: 61748UAK8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    375000 | PA      | $375195.00    | 0.01%             | 2029-10-18      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                        | CUSIP: 61748UAM4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500685.00    | 0.01%             | 2031-10-22      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                        | CUSIP: 61748UAN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    525000 | PA      | $526816.50    | 0.01%             | 2036-10-22      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                        | CUSIP: 61761JZN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    350000 | PA      | $349958.00    | 0.01%             | 2027-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                                        | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C28                           | CUSIP: 61766LBS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1137622 | PA      | $1134767.62   | 0.02%             | 2049-01-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                        | CUSIP: 61772BAC7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    350000 | PA      | $276888.50    | 0.00%             | 2042-04-22      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY DIRECT                                                            | Morgan Stanley Direct Lending Fund                                                    | CUSIP: 61774AAD5<br>LEI: 549300QEX22T2J8IB029 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99834.00     | 0.00%             | 2027-02-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY DIRECT                                                            | Morgan Stanley Direct Lending Fund                                                    | CUSIP: 61774AAF0<br>LEI: 549300QEX22T2J8IB029 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77361.75     | 0.00%             | 2029-05-17      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY DIRECT                                                            | Morgan Stanley Direct Lending Fund                                                    | CUSIP: 61774AAG8<br>LEI: 549300QEX22T2J8IB029 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102382.00    | 0.00%             | 2030-05-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                                          | Morgan Stanley Private Bank NA                                                        | CUSIP: 61776NVE0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    360000 | PA      | $362365.20    | 0.01%             | 2028-07-06      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                                          | Morgan Stanley Private Bank NA                                                        | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    540000 | PA      | $549552.60    | 0.01%             | 2031-07-18      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                                                        | Mosaic Co/The                                                                         | CUSIP: 61945CAB9<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91076.00     | 0.00%             | 2041-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                                                        | Mosaic Co/The                                                                         | CUSIP: 61945CAD5<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77728.50     | 0.00%             | 2033-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                                                        | Mosaic Co/The                                                                         | CUSIP: 61945CAE3<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97429.00     | 0.00%             | 2043-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                                                        | Mosaic Co/The                                                                         | CUSIP: 61945CAG8<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100013.00    | 0.00%             | 2027-11-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                                                        | Mosaic Co/The                                                                         | CUSIP: 61945CAH6<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77520.75     | 0.00%             | 2028-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                           | Motorola Solutions Inc                                                                | CUSIP: 620076BE8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49303.50     | 0.00%             | 2044-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                           | Motorola Solutions Inc                                                                | CUSIP: 620076BL2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151633.50    | 0.00%             | 2028-02-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                           | Motorola Solutions Inc                                                                | CUSIP: 620076BN8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151930.50    | 0.00%             | 2029-05-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                           | Motorola Solutions Inc                                                                | CUSIP: 620076BT5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    175000 | PA      | $158840.50    | 0.00%             | 2030-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                           | Motorola Solutions Inc                                                                | CUSIP: 620076BU2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    150000 | PA      | $137331.00    | 0.00%             | 2031-05-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                           | Motorola Solutions Inc                                                                | CUSIP: 620076BW8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105435.00    | 0.00%             | 2032-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                           | Motorola Solutions Inc                                                                | CUSIP: 620076BY4<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51296.50     | 0.00%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                           | Motorola Solutions Inc                                                                | CUSIP: 620076BZ1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207126.00    | 0.00%             | 2034-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                           | Motorola Solutions Inc                                                                | CUSIP: 620076CA5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112361.70    | 0.00%             | 2030-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                           | Motorola Solutions Inc                                                                | CUSIP: 620076CB3<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92982.60     | 0.00%             | 2032-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                           | Motorola Solutions Inc                                                                | CUSIP: 620076CC1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    170000 | PA      | $177362.70    | 0.00%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| MOUNT NITTANY MED CTR                                                            | Mount Nittany Medical Center Obligated Group                                          | CUSIP: 62213LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $38175.50     | 0.00%             | 2052-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MT SINAI HOSPITAL                                                                | Mount Sinai Hospital/The                                                              | CUSIP: 623115AE2<br>LEI: 549300IJEDK5LH7YPT15 | Long             | DBT              | CORP              | US        |    100000 | PA      | $71427.00     | 0.00%             | 2049-07-01      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                                          | Municipal Electric Authority of Georgia                                               | CUSIP: 626207YF5<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |    138000 | PA      | $152412.58    | 0.00%             | 2057-04-01      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                                          | Municipal Electric Authority of Georgia                                               | CUSIP: 626207YM0<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |    138000 | PA      | $152837.07    | 0.00%             | 2057-04-01      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                                          | Municipal Electric Authority of Georgia                                               | CUSIP: 626207YS7<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |    287000 | PA      | $327386.07    | 0.01%             | 2057-04-01      | Fixed         | 7.06%                 | No            |                  2 | On Loan: No      |
| MYLAN INC                                                                        | Mylan Inc                                                                             | CUSIP: 628530BC0<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86458.00     | 0.00%             | 2043-11-29      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MYLAN INC                                                                        | Mylan Inc                                                                             | CUSIP: 628530BJ5<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81580.00     | 0.00%             | 2048-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MYLAN INC                                                                        | Mylan Inc                                                                             | CUSIP: 628530BK2<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149995.50    | 0.00%             | 2028-04-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB                                                             | Utah Acquisition Sub Inc                                                              | CUSIP: 62854AAP9<br>LEI: 549300A0CD4KNFGIIS89 | Long             | DBT              | CORP              | US        |    200000 | PA      | $165702.00    | 0.00%             | 2046-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NMI HOLDINGS                                                                     | NMI Holdings Inc                                                                      | CUSIP: 629209AC1<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103927.00    | 0.00%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NVR INC                                                                          | NVR Inc                                                                               | CUSIP: 62944TAF2<br>LEI: 529900RWXR4JI3JYTV70 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190440.00    | 0.00%             | 2030-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FUNDING LLC                                                           | NXP BV / NXP Funding LLC                                                              | CUSIP: 62947QBC1<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |    100000 | PA      | $103602.00    | 0.00%             | 2028-12-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NYU LANGONE HOSPITALS                                                            | NYU Langone Hospitals                                                                 | CUSIP: 62952EAC1<br>LEI: 254900A1087KNNZSNH72 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46579.00     | 0.00%             | 2044-07-01      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| NYU LANGONE HOSPITALS                                                            | NYU Langone Hospitals                                                                 | CUSIP: 62952EAE7<br>LEI: 254900A1087KNNZSNH72 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89066.00     | 0.00%             | 2047-07-01      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                           | NXP BV / NXP Funding LLC / NXP USA Inc                                                | CUSIP: 62954HAJ7<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |    200000 | PA      | $179220.00    | 0.00%             | 2032-02-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                           | NXP BV / NXP Funding LLC / NXP USA Inc                                                | CUSIP: 62954HAL2<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |    100000 | PA      | $74170.00     | 0.00%             | 2042-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                           | NXP BV / NXP Funding LLC / NXP USA Inc                                                | CUSIP: 62954HAN8<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |    100000 | PA      | $67263.00     | 0.00%             | 2051-11-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                           | NXP BV / NXP Funding LLC / NXP USA Inc                                                | CUSIP: 62954HAU2<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |    175000 | PA      | $133896.00    | 0.00%             | 2041-05-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                           | NXP BV / NXP Funding LLC / NXP USA Inc                                                | CUSIP: 62954HAV0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    150000 | PA      | $150244.50    | 0.00%             | 2029-06-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                           | NXP BV / NXP Funding LLC / NXP USA Inc                                                | CUSIP: 62954HAX6<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |    100000 | PA      | $98626.00     | 0.00%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                           | NXP BV / NXP Funding LLC / NXP USA Inc                                                | CUSIP: 62954HAY4<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |    200000 | PA      | $192948.00    | 0.00%             | 2030-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                           | NXP BV / NXP Funding LLC / NXP USA Inc                                                | CUSIP: 62954HBA5<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |    200000 | PA      | $181296.00    | 0.00%             | 2031-05-11      | Fixed         | 2.50%                 | 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        |    150000 | PA      | $152671.50    | 0.00%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                           | NXP BV / NXP Funding LLC / NXP USA Inc                                                | CUSIP: 62954HBE7<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |    100000 | PA      | $100406.00    | 0.00%             | 2027-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                           | NXP BV / NXP Funding LLC / NXP USA Inc                                                | CUSIP: 62954HBF4<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |    100000 | PA      | $100315.00    | 0.00%             | 2028-08-19      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                           | NXP BV / NXP Funding LLC / NXP USA Inc                                                | CUSIP: 62954HBG2<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |     60000 | PA      | $60556.20     | 0.00%             | 2032-08-19      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                           | NXP BV / NXP Funding LLC / NXP USA Inc                                                | CUSIP: 62954HBH0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    150000 | PA      | $152658.00    | 0.00%             | 2035-08-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NYU LANGONE HOSPITALS                                                            | NYU Langone Hospitals                                                                 | CUSIP: 62954RAA4<br>LEI: 254900A1087KNNZSNH72 | Long             | DBT              | CORP              | US        |    150000 | PA      | $105856.50    | 0.00%             | 2055-07-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| NASDAQ INC                                                                       | Nasdaq Inc                                                                            | CUSIP: 631103AM0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77459.00     | 0.00%             | 2052-03-07      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                       | Nasdaq Inc                                                                            | CUSIP: 63111XAB7<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $70147.00     | 0.00%             | 2050-04-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                       | Nasdaq Inc                                                                            | CUSIP: 63111XAD3<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88440.00     | 0.00%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                       | Nasdaq Inc                                                                            | CUSIP: 63111XAE1<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    150000 | PA      | $108076.50    | 0.00%             | 2040-12-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                       | Nasdaq Inc                                                                            | CUSIP: 63111XAH4<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    175000 | PA      | $180617.50    | 0.00%             | 2028-06-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                       | Nasdaq Inc                                                                            | CUSIP: 63111XAJ0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    200000 | PA      | $211112.00    | 0.00%             | 2034-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                       | Nasdaq Inc                                                                            | CUSIP: 63111XAK7<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    125000 | PA      | $130736.25    | 0.00%             | 2053-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                       | Nasdaq Inc                                                                            | CUSIP: 63111XAL5<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105149.00    | 0.00%             | 2063-06-28      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                                                         | National Australia Bank Ltd/New York                                                  | CUSIP: 632525CJ8<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $253042.50    | 0.00%             | 2028-06-13      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                                                         | National Australia Bank Ltd/New York                                                  | CUSIP: 632525CK5<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $255590.00    | 0.00%             | 2030-06-13      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                                                         | National Australia Bank Ltd/New York                                                  | CUSIP: 63253QAB0<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $255805.00    | 0.00%             | 2028-01-12      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                                                         | National Australia Bank Ltd/New York                                                  | CUSIP: 63253QAE4<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $256445.00    | 0.00%             | 2028-06-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                                                         | National Australia Bank Ltd/New York                                                  | CUSIP: 63253QAG9<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $256530.00    | 0.00%             | 2029-01-10      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                                                         | National Australia Bank Ltd/New York                                                  | CUSIP: 63253QAJ3<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $254782.50    | 0.00%             | 2027-06-11      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                                                         | National Australia Bank Ltd/New York                                                  | CUSIP: 63254ABE7<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $250422.50    | 0.00%             | 2027-06-09      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                                          | National Bank of Canada                                                               | CUSIP: 63307A2X2<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $261452.50    | 0.00%             | 2028-12-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                                          | National Bank of Canada                                                               | CUSIP: 63307A3D5<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $252615.00    | 0.00%             | 2028-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                                                             | National Fuel Gas Co                                                                  | CUSIP: 636180BN0<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99545.00     | 0.00%             | 2027-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                                                             | National Fuel Gas Co                                                                  | CUSIP: 636180BP5<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101092.00    | 0.00%             | 2028-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                                                             | National Fuel Gas Co                                                                  | CUSIP: 636180BT7<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |     95000 | PA      | $98406.70     | 0.00%             | 2030-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                                                             | National Fuel Gas Co                                                                  | CUSIP: 636180BU4<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |     95000 | PA      | $100010.30    | 0.00%             | 2035-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                                                | National Grid PLC                                                                     | CUSIP: 636274AD4<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |    150000 | PA      | $155115.00    | 0.00%             | 2028-06-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                                                | National Grid PLC                                                                     | CUSIP: 636274AE2<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |    150000 | PA      | $160528.50    | 0.00%             | 2033-06-12      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                                                | National Grid PLC                                                                     | CUSIP: 636274AF9<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |    150000 | PA      | $156573.00    | 0.00%             | 2034-01-11      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| NATIONAL HEALTH INVESTOR                                                         | National Health Investors Inc                                                         | CUSIP: 63633DAF1<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | DBT              |  | US        |    100000 | PA      | $90898.00     | 0.00%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL HEALTH INVESTOR                                                         | National Health Investors Inc                                                         | CUSIP: 63633DAG9<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | DBT              |  | US        |     60000 | PA      | $59857.20     | 0.00%             | 2033-02-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NOV INC                                                                          | NOV Inc                                                                               | CUSIP: 637071AK7<br>LEI: 549300EHF3IW1AR6U008 | Long             | DBT              | CORP              | US        |    225000 | PA      | $178785.00    | 0.00%             | 2042-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NOV INC                                                                          | NOV Inc                                                                               | CUSIP: 637071AM3<br>LEI: 549300EHF3IW1AR6U008 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97678.00     | 0.00%             | 2029-12-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                                     | NNN REIT Inc                                                                          | CUSIP: 637417AK2<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |    100000 | PA      | $99064.00     | 0.00%             | 2027-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                                     | NNN REIT Inc                                                                          | CUSIP: 637417AL0<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |    100000 | PA      | $100626.00    | 0.00%             | 2028-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                                     | NNN REIT Inc                                                                          | CUSIP: 637417AM8<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |     50000 | PA      | $44626.50     | 0.00%             | 2048-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                                     | NNN REIT Inc                                                                          | CUSIP: 637417AN6<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |    100000 | PA      | $93143.00     | 0.00%             | 2030-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                                     | NNN REIT Inc                                                                          | CUSIP: 637417AP1<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |    100000 | PA      | $66001.00     | 0.00%             | 2050-04-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                                     | NNN REIT Inc                                                                          | CUSIP: 637417AQ9<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |     75000 | PA      | $53331.00     | 0.00%             | 2051-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                                     | NNN REIT Inc                                                                          | CUSIP: 637417AR7<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |    100000 | PA      | $63692.00     | 0.00%             | 2052-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                                     | NNN REIT Inc                                                                          | CUSIP: 637417AS5<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |     75000 | PA      | $78893.25     | 0.00%             | 2033-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                                     | NNN REIT Inc                                                                          | CUSIP: 637417AT3<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |    100000 | PA      | $104359.00    | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                                     | CUSIP: 637432CT0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    100000 | PA      | $118860.00    | 0.00%             | 2032-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                                     | CUSIP: 637432MS1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97844.00     | 0.00%             | 2032-11-01      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                                     | CUSIP: 637432NP6<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198066.00    | 0.00%             | 2028-02-07      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                                     | CUSIP: 637432NR2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43306.00     | 0.00%             | 2048-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                                     | CUSIP: 637432NS0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99105.00     | 0.00%             | 2029-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                                     | CUSIP: 637432NT8<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85786.00     | 0.00%             | 2049-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                                     | CUSIP: 637432NV3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93613.00     | 0.00%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                                     | CUSIP: 637432NW1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86417.00     | 0.00%             | 2031-03-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                                     | CUSIP: 637432NX9<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87360.00     | 0.00%             | 2031-06-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                                     | CUSIP: 637432NY7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90724.00     | 0.00%             | 2032-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                                     | CUSIP: 637432NZ4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98495.00     | 0.00%             | 2032-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                                     | CUSIP: 637432PA7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     75000 | PA      | $80825.25     | 0.00%             | 2033-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                                     | CUSIP: 637432PB5<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78953.25     | 0.00%             | 2053-09-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                                     | CUSIP: 637432PC3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102653.00    | 0.00%             | 2034-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                                     | CUSIP: 63743HFG2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101832.00    | 0.00%             | 2028-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                                     | CUSIP: 63743HFM9<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100923.00    | 0.00%             | 2027-02-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                                     | CUSIP: 63743HFN7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153769.50    | 0.00%             | 2029-02-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                                     | CUSIP: 63743HFP2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103499.00    | 0.00%             | 2031-02-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                                     | CUSIP: 63743HFR8<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101512.00    | 0.00%             | 2027-05-06      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                                     | CUSIP: 63743HFS6<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103828.00    | 0.00%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                                     | CUSIP: 63743HFT4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100451.00    | 0.00%             | 2027-09-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                                     | CUSIP: 63743HFW7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101599.00    | 0.00%             | 2028-02-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                                     | CUSIP: 63743HFZ0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    210000 | PA      | $211312.50    | 0.00%             | 2028-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE FINANCIAL SER                                                         | Nationwide Financial Services Inc                                                     | CUSIP: 638612AJ0<br>LEI: 5493001H7AZNDS6BKJ36 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40164.00     | 0.00%             | 2037-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE CHILDREN HOSP                                                         | Nationwide Children's Hospital Inc                                                    | CUSIP: 63861UAA7<br>LEI: 549300P18KU1WR8JWZ05 | Long             | DBT              | CORP              | US        |     75000 | PA      | $66501.00     | 0.00%             | 2052-11-01      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| NATURE CONSERVANCY (THE)                                                         | Nature Conservancy/The                                                                | CUSIP: 63902HBF5<br>LEI: 549300GJ1IZME7V1JJ28 | Long             | DBT              | CORP              | US        |     75000 | PA      | $60447.00     | 0.00%             | 2052-03-01      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NatWest Group PLC                                                                     | CUSIP: 639057AB4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $230740.00    | 0.00%             | 2035-11-28      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NatWest Group PLC                                                                     | CUSIP: 639057AF5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $205066.00    | 0.00%             | 2028-09-30      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NatWest Group PLC                                                                     | CUSIP: 639057AH1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $215852.00    | 0.00%             | 2034-03-02      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NatWest Group PLC                                                                     | CUSIP: 639057AK4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $208588.00    | 0.00%             | 2029-09-13      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NatWest Group PLC                                                                     | CUSIP: 639057AL2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $203592.00    | 0.00%             | 2028-03-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NatWest Group PLC                                                                     | CUSIP: 639057AN8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $213010.00    | 0.00%             | 2035-03-01      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NatWest Group PLC                                                                     | CUSIP: 639057AP3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $210464.00    | 0.00%             | 2034-06-01      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NatWest Group PLC                                                                     | CUSIP: 639057AS7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $255895.00    | 0.00%             | 2030-08-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NatWest Group PLC                                                                     | CUSIP: 639057AV0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $206006.00    | 0.00%             | 2031-05-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NBCUNIVERSAL MEDIA LLC                                                           | NBCUniversal Media LLC                                                                | CUSIP: 63946BAF7<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |     75000 | PA      | $82719.75     | 0.00%             | 2040-04-30      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| NBCUNIVERSAL MEDIA LLC                                                           | NBCUniversal Media LLC                                                                | CUSIP: 63946BAG5<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104155.00    | 0.00%             | 2041-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NBCUNIVERSAL MEDIA LLC                                                           | NBCUniversal Media LLC                                                                | CUSIP: 63946BAJ9<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |    130000 | PA      | $112010.60    | 0.00%             | 2043-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                                                       | NetApp Inc                                                                            | CUSIP: 64110DAJ3<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146322.00    | 0.00%             | 2027-06-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                                                       | NetApp Inc                                                                            | CUSIP: 64110DAK0<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93339.00     | 0.00%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                                                       | NetApp Inc                                                                            | CUSIP: 64110DAM6<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104660.00    | 0.00%             | 2032-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                                                       | NetApp Inc                                                                            | CUSIP: 64110DAN4<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105228.00    | 0.00%             | 2035-03-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                      | Netflix Inc                                                                           | CUSIP: 64110LAN6<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    175000 | PA      | $175829.50    | 0.00%             | 2026-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                      | Netflix Inc                                                                           | CUSIP: 64110LAS5<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    275000 | PA      | $281146.25    | 0.00%             | 2028-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                      | Netflix Inc                                                                           | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    325000 | PA      | $342842.50    | 0.01%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                      | Netflix Inc                                                                           | CUSIP: 64110LAX4<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    225000 | PA      | $242073.00    | 0.00%             | 2029-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                      | Netflix Inc                                                                           | CUSIP: 64110LAZ9<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155599.50    | 0.00%             | 2034-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                      | Netflix Inc                                                                           | CUSIP: 64110LBA3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149166.00    | 0.00%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                                                  | Nevada Power Co                                                                       | CUSIP: 641423BP2<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    100000 | PA      | $113355.00    | 0.00%             | 2036-04-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                                                  | Nevada Power Co                                                                       | CUSIP: 641423BU1<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    100000 | PA      | $114643.00    | 0.00%             | 2037-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                                                  | Nevada Power Co                                                                       | CUSIP: 641423CC0<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148302.00    | 0.00%             | 2029-05-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                                                  | Nevada Power Co                                                                       | CUSIP: 641423CE6<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    100000 | PA      | $66842.00     | 0.00%             | 2050-08-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                                                  | Nevada Power Co                                                                       | CUSIP: 641423CF3<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102229.00    | 0.00%             | 2053-05-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                                                  | Nevada Power Co                                                                       | CUSIP: 641423CG1<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104463.00    | 0.00%             | 2054-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PROV OF NEW BRUNSWICK                                                            | Province of New Brunswick Canada                                                      | CUSIP: 642869AM3<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |    150000 | PA      | $149650.50    | 0.00%             | 2028-02-24      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| New Jersey Economic Development Authority                                        | New Jersey Economic Development Authority                                             | CUSIP: 645913AA2<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |    250000 | PA      | $261684.00    | 0.00%             | 2029-02-15      | Fixed         | 7.43%                 | No            |                  2 | On Loan: No      |
| New Jersey Turnpike Authority                                                    | New Jersey Turnpike Authority                                                         | CUSIP: 646139W35<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |    350000 | PA      | $424214.70    | 0.01%             | 2040-01-01      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| New Jersey Turnpike Authority                                                    | New Jersey Turnpike Authority                                                         | CUSIP: 646139X83<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |    350000 | PA      | $409938.20    | 0.01%             | 2041-01-01      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| NEW MOUNTAIN FINANCE COR                                                         | New Mountain Finance Corp                                                             | CUSIP: 647551AF7<br>LEI: 549300L1MPTT1H7SES77 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76518.00     | 0.00%             | 2029-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NEW MOUNTAIN FINANCE COR                                                         | New Mountain Finance Corp                                                             | CUSIP: 647551AG5<br>LEI: 549300L1MPTT1H7SES77 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76392.00     | 0.00%             | 2027-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| NY & PRESBYTERIAN HOSPIT                                                         | New York and Presbyterian Hospital/The                                                | CUSIP: 649322AA2<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |    150000 | PA      | $127524.00    | 0.00%             | 2045-08-01      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| NY & PRESBYTERIAN HOSPIT                                                         | New York and Presbyterian Hospital/The                                                | CUSIP: 649322AF1<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $70986.00     | 0.00%             | 2119-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NY & PRESBYTERIAN HOSPIT                                                         | New York and Presbyterian Hospital/The                                                | CUSIP: 649322AH7<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $71452.00     | 0.00%             | 2040-08-01      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| NY & PRESBYTERIAN HOSPIT                                                         | New York and Presbyterian Hospital/The                                                | CUSIP: 649322AJ3<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |     50000 | PA      | $28471.00     | 0.00%             | 2060-08-01      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | City of New York                                                                      | CUSIP: 64966JAR7<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    200000 | PA      | $218140.00    | 0.00%             | 2037-12-01      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | City of New York                                                                      | CUSIP: 64966Q7G9<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    200000 | PA      | $210162.20    | 0.00%             | 2053-10-01      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | City of New York                                                                      | CUSIP: 64966SHM1<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     75000 | PA      | $72172.43     | 0.00%             | 2049-10-01      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | City of New York                                                                      | CUSIP: 64966SHN9<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     75000 | PA      | $71691.08     | 0.00%             | 2054-10-01      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | City of New York                                                                      | CUSIP: 64966SHZ2<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    200000 | PA      | $200232.80    | 0.00%             | 2044-10-01      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | City of New York                                                                      | CUSIP: 64966SNH5<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     60000 | PA      | $64759.08     | 0.00%             | 2045-02-01      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | City of New York                                                                      | CUSIP: 64966SNJ1<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    125000 | PA      | $133616.25    | 0.00%             | 2055-02-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK NY                                                                           | CUSIP: 64966SSE7<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     50000 | PA      | $50104.20     | 0.00%             | 2045-10-01      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK NY                                                                           | CUSIP: 64966SSF4<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    100000 | PA      | $98810.00     | 0.00%             | 2051-10-01      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | New York City Municipal Water Finance Authority                                       | CUSIP: 64972FH25<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    100000 | PA      | $103972.80    | 0.00%             | 2041-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | New York City Municipal Water Finance Authority                                       | CUSIP: 64972FL20<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    250000 | PA      | $266004.25    | 0.00%             | 2042-06-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | New York City Municipal Water Finance Authority                                       | CUSIP: 64972FT30<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    125000 | PA      | $128798.75    | 0.00%             | 2042-06-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | New York City Municipal Water Finance Authority                                       | CUSIP: 64972FY34<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    100000 | PA      | $103911.30    | 0.00%             | 2044-06-15      | Fixed         | 5.88%                 | 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        |    100000 | PA      | $105411.00    | 0.00%             | 2035-07-01      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | New York State Dormitory Authority                                                    | CUSIP: 649902T37<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     50000 | PA      | $51826.55     | 0.00%             | 2040-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | New York State Dormitory Authority                                                    | CUSIP: 64990FMT8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    100000 | PA      | $104404.70    | 0.00%             | 2039-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Empire State Development Corp                                                    | Empire State Development Corp.                                                        | CUSIP: 650035TD0<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |     80000 | PA      | $83052.32     | 0.00%             | 2039-03-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| NEWMARKET CORP                                                                   | NewMarket Corp                                                                        | CUSIP: 651587AG2<br>LEI: 54930082CG88ERDREQ47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91616.00     | 0.00%             | 2031-03-18      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                                                     | Newmont Corp                                                                          | CUSIP: 651639AP1<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |     80000 | PA      | $77437.60     | 0.00%             | 2042-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                                                     | Newmont Corp                                                                          | CUSIP: 651639AV8<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100783.00    | 0.00%             | 2044-06-09      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                                                     | Newmont Corp                                                                          | CUSIP: 651639AW6<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    100000 | PA      | $108900.00    | 0.00%             | 2035-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                                                     | Newmont Corp                                                                          | CUSIP: 651639AZ9<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    140000 | PA      | $127636.60    | 0.00%             | 2032-07-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| NEWMONT / NEWCREST FIN                                                           | Newmont Corp / Newcrest Finance Pty Ltd                                               | CUSIP: 65163LAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     79000 | PA      | $76222.36     | 0.00%             | 2030-05-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NEWMONT / NEWCREST FIN                                                           | Newmont Corp / Newcrest Finance Pty Ltd                                               | CUSIP: 65163LAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $62451.00     | 0.00%             | 2050-05-13      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NEWMONT / NEWCREST FIN                                                           | Newmont Corp / Newcrest Finance Pty Ltd                                               | CUSIP: 65163LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $209918.00    | 0.00%             | 2034-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                                   | CUSIP: 65339KAT7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248290.00    | 0.00%             | 2027-05-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                                   | CUSIP: 65339KAV2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97813.00     | 0.00%             | 2077-12-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                                   | CUSIP: 65339KBJ8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147172.50    | 0.00%             | 2029-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                                   | CUSIP: 65339KBK5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101221.00    | 0.00%             | 2079-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                                   | CUSIP: 65339KBM1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142845.00    | 0.00%             | 2029-11-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                                   | CUSIP: 65339KBR0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    400000 | PA      | $368240.00    | 0.01%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                                   | CUSIP: 65339KBW9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    300000 | PA      | $285357.00    | 0.01%             | 2028-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                                   | CUSIP: 65339KBY5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146469.00    | 0.00%             | 2027-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                                   | CUSIP: 65339KBZ2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178358.00    | 0.00%             | 2032-01-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                                   | CUSIP: 65339KCA6<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    100000 | PA      | $64719.00     | 0.00%             | 2052-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                                   | CUSIP: 65339KCB4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97741.00     | 0.00%             | 2082-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                                   | CUSIP: 65339KCH1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202060.00    | 0.00%             | 2027-07-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                                   | CUSIP: 65339KCJ7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205890.00    | 0.00%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                                   | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    350000 | PA      | $353920.00    | 0.01%             | 2027-09-01      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                                   | CUSIP: 65339KCM0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203788.00    | 0.00%             | 2028-02-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                                   | CUSIP: 65339KCN8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103407.00    | 0.00%             | 2030-02-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                                   | CUSIP: 65339KCP3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    175000 | PA      | $180001.50    | 0.00%             | 2033-02-28      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                                   | CUSIP: 65339KCQ1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188738.00    | 0.00%             | 2053-02-28      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                                   | CUSIP: 65339KCT5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    175000 | PA      | $179557.00    | 0.00%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                                   | CUSIP: 65339KCU2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206588.00    | 0.00%             | 2034-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                                   | CUSIP: 65339KCV0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147205.50    | 0.00%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                                   | CUSIP: 65339KCW8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    175000 | PA      | $181839.00    | 0.00%             | 2054-09-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                                   | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    200000 | PA      | $214488.00    | 0.00%             | 2054-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                                   | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    275000 | PA      | $285450.00    | 0.01%             | 2055-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                                   | CUSIP: 65339KDF4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    200000 | PA      | $211894.00    | 0.00%             | 2055-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                                   | CUSIP: 65339KDG2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152827.50    | 0.00%             | 2028-02-04      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                                   | CUSIP: 65339KDJ6<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155104.50    | 0.00%             | 2030-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                                   | CUSIP: 65339KDK3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    150000 | PA      | $157045.50    | 0.00%             | 2032-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                                   | CUSIP: 65339KDL1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156136.50    | 0.00%             | 2035-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                                   | CUSIP: 65339KDM9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103164.00    | 0.00%             | 2055-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                                                         | NIKE Inc                                                                              | CUSIP: 654106AE3<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    150000 | PA      | $123067.50    | 0.00%             | 2045-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                                                         | NIKE Inc                                                                              | CUSIP: 654106AG8<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    130000 | PA      | $97649.50     | 0.00%             | 2046-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                                                         | NIKE Inc                                                                              | CUSIP: 654106AJ2<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197456.00    | 0.00%             | 2027-03-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                                                         | NIKE Inc                                                                              | CUSIP: 654106AK9<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    350000 | PA      | $334705.00    | 0.01%             | 2030-03-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                                                         | NIKE Inc                                                                              | CUSIP: 654106AL7<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    300000 | PA      | $245190.00    | 0.00%             | 2040-03-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                                                         | NIKE Inc                                                                              | CUSIP: 654106AM5<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    200000 | PA      | $146046.00    | 0.00%             | 2050-03-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                          | CUSIP: 65473PAH8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95941.00     | 0.00%             | 2029-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                          | CUSIP: 65473PAJ4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146025.00    | 0.00%             | 2030-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                          | CUSIP: 65473PAL9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    150000 | PA      | $131559.00    | 0.00%             | 2031-02-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                          | CUSIP: 65473PAM7<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     75000 | PA      | $67992.00     | 0.00%             | 2052-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                          | CUSIP: 65473PAN5<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205276.00    | 0.00%             | 2028-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                          | CUSIP: 65473PAP0<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78054.00     | 0.00%             | 2033-06-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                          | CUSIP: 65473PAQ8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103628.00    | 0.00%             | 2034-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                          | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78202.50     | 0.00%             | 2054-11-30      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                          | CUSIP: 65473PAS4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154980.00    | 0.00%             | 2029-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                          | CUSIP: 65473PAT2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77440.50     | 0.00%             | 2055-03-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                          | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    275000 | PA      | $279471.50    | 0.00%             | 2055-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                          | CUSIP: 65473PAX3<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154123.50    | 0.00%             | 2035-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                          | CUSIP: 65473QAX1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78956.25     | 0.00%             | 2041-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                          | CUSIP: 65473QBB8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43707.60     | 0.00%             | 2043-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                          | CUSIP: 65473QBC6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    159000 | PA      | $144696.36    | 0.00%             | 2044-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                          | CUSIP: 65473QBD4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100087.00    | 0.00%             | 2045-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                          | CUSIP: 65473QBE2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248177.50    | 0.00%             | 2027-05-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                          | CUSIP: 65473QBF9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    200000 | PA      | $169454.00    | 0.00%             | 2047-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                          | CUSIP: 65473QBG7<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79899.00     | 0.00%             | 2048-03-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NOKIA OYJ                                                                        | Nokia Oyj                                                                             | CUSIP: 654902AC9<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |    100000 | PA      | $107704.00    | 0.00%             | 2039-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| NOKIA OYJ                                                                        | Nokia Oyj                                                                             | CUSIP: 654902AE5<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |    100000 | PA      | $100184.00    | 0.00%             | 2027-06-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | Nomura Holdings Inc                                                                   | CUSIP: 65535HAQ2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $190346.00    | 0.00%             | 2030-01-16      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | Nomura Holdings Inc                                                                   | CUSIP: 65535HAS8<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $185226.00    | 0.00%             | 2030-07-16      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | Nomura Holdings Inc                                                                   | CUSIP: 65535HAX7<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $181370.00    | 0.00%             | 2031-07-14      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | Nomura Holdings Inc                                                                   | CUSIP: 65535HAY5<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $190144.00    | 0.00%             | 2028-07-14      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | Nomura Holdings Inc                                                                   | CUSIP: 65535HAZ2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $244940.00    | 0.00%             | 2027-01-22      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | Nomura Holdings Inc                                                                   | CUSIP: 65535HBA6<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $182420.00    | 0.00%             | 2032-01-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | Nomura Holdings Inc                                                                   | CUSIP: 65535HBC2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $208808.00    | 0.00%             | 2029-07-06      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | Nomura Holdings Inc                                                                   | CUSIP: 65535HBK4<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $217850.00    | 0.00%             | 2033-01-18      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | Nomura Holdings Inc                                                                   | CUSIP: 65535HBM0<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $209216.00    | 0.00%             | 2028-07-12      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | Nomura Holdings Inc                                                                   | CUSIP: 65535HBP3<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $217684.00    | 0.00%             | 2033-07-12      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | Nomura Holdings Inc                                                                   | CUSIP: 65535HBR9<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $204364.00    | 0.00%             | 2027-07-02      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | Nomura Holdings Inc                                                                   | CUSIP: 65535HBV0<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $213082.00    | 0.00%             | 2034-07-03      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | Nomura Holdings Inc                                                                   | CUSIP: 65535HBZ1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $203768.00    | 0.00%             | 2030-07-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NORDIC INVESTMENT BANK                                                           | Nordic Investment Bank                                                                | CUSIP: 65562QBW4<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        |    250000 | PA      | $254525.00    | 0.00%             | 2028-03-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NORDIC INVESTMENT BANK                                                           | Nordic Investment Bank                                                                | CUSIP: 65562QBY0<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        |    250000 | PA      | $255032.50    | 0.00%             | 2029-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NORDIC INVESTMENT BANK                                                           | Nordic Investment Bank                                                                | CUSIP: 65562QC29<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        |    200000 | PA      | $201048.00    | 0.00%             | 2030-05-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NORDIC INVESTMENT BANK                                                           | Nordic Investment Bank                                                                | CUSIP: 65562QC37<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        |    300000 | PA      | $301752.00    | 0.01%             | 2028-08-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NORDSON CORP                                                                     | Nordson Corp                                                                          | CUSIP: 655663AB8<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107047.00    | 0.00%             | 2033-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| NORDSON CORP                                                                     | Nordson Corp                                                                          | CUSIP: 655663AC6<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150921.00    | 0.00%             | 2029-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                                 | CUSIP: 655844BH0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95551.00     | 0.00%             | 2041-10-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                                 | CUSIP: 655844BM9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    130000 | PA      | $110156.80    | 0.00%             | 2042-10-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                                 | CUSIP: 655844BQ0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    150000 | PA      | $132421.50    | 0.00%             | 2045-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                                 | CUSIP: 655844BR8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    150000 | PA      | $135420.00    | 0.00%             | 2046-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                                 | CUSIP: 655844BT4<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49470.50     | 0.00%             | 2027-06-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                                 | CUSIP: 655844BV9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    150000 | PA      | $119512.50    | 0.00%             | 2052-08-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                                 | CUSIP: 655844BX5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    125000 | PA      | $101010.00    | 0.00%             | 2047-11-01      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                                 | CUSIP: 655844BY3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83101.00     | 0.00%             | 2048-02-28      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                                 | CUSIP: 655844BZ0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149514.00    | 0.00%             | 2028-08-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                                 | CUSIP: 655844CB2<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44506.00     | 0.00%             | 2118-08-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                                 | CUSIP: 655844CC0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40793.50     | 0.00%             | 2049-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                                 | CUSIP: 655844CD8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $72060.00     | 0.00%             | 2049-11-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                                 | CUSIP: 655844CE6<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94559.00     | 0.00%             | 2029-11-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                                 | CUSIP: 655844CF3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $67377.00     | 0.00%             | 2050-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                                 | CUSIP: 655844CH9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    125000 | PA      | $82630.00     | 0.00%             | 2055-05-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                                 | CUSIP: 655844CJ5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $71422.00     | 0.00%             | 2121-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                                 | CUSIP: 655844CL0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $64618.00     | 0.00%             | 2051-08-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                                 | CUSIP: 655844CM8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92717.00     | 0.00%             | 2032-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                                 | CUSIP: 655844CN6<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     75000 | PA      | $55660.50     | 0.00%             | 2053-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                                 | CUSIP: 655844CP1<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    150000 | PA      | $129577.50    | 0.00%             | 2053-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                                 | CUSIP: 655844CQ9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100281.00    | 0.00%             | 2033-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                                 | CUSIP: 655844CR7<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103941.00    | 0.00%             | 2030-08-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                                 | CUSIP: 655844CS5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195306.00    | 0.00%             | 2054-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                                 | CUSIP: 655844CT3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     75000 | PA      | $79614.75     | 0.00%             | 2034-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                                 | CUSIP: 655844CU0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105169.00    | 0.00%             | 2064-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                                 | CUSIP: 655844CV8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77163.75     | 0.00%             | 2035-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | Equinor ASA                                                                           | CUSIP: 656531AM2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    200000 | PA      | $212070.00    | 0.00%             | 2027-09-23      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NORTH HAVEN PRIVATE INC                                                          | North Haven Private Income Fund LLC                                                   | CUSIP: 65960NAB6<br>LEI: 2549002BFPESF1EH2765 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75156.75     | 0.00%             | 2030-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NORTH HAVEN PRIVATE INC                                                          | North Haven Private Income Fund LLC                                                   | CUSIP: 65960NAC4<br>LEI: 2549002BFPESF1EH2765 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49846.00     | 0.00%             | 2028-09-25      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| North Texas Tollway Authority                                                    | North Texas Tollway Authority                                                         | CUSIP: 66285WFB7<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |    150000 | PA      | $169803.15    | 0.00%             | 2049-01-01      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| NORTHEASTERN UNIVERSITY                                                          | Northeastern University                                                               | CUSIP: 664675AT2<br>LEI: 549300I2J5CUY7XEVC78 | Long             | DBT              | CORP              | US        |     75000 | PA      | $52014.00     | 0.00%             | 2050-10-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                           | CUSIP: 665772CE7<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102578.00    | 0.00%             | 2039-11-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                           | CUSIP: 665772CJ6<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    250000 | PA      | $198200.00    | 0.00%             | 2042-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                           | CUSIP: 665772CN7<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    150000 | PA      | $126139.50    | 0.00%             | 2045-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                           | CUSIP: 665772CQ0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    150000 | PA      | $115351.50    | 0.00%             | 2047-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                           | CUSIP: 665772CR8<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    150000 | PA      | $101080.50    | 0.00%             | 2050-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                           | CUSIP: 665772CS6<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    125000 | PA      | $78372.50     | 0.00%             | 2051-06-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                           | CUSIP: 665772CU1<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    100000 | PA      | $70612.00     | 0.00%             | 2052-04-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                           | CUSIP: 665772CV9<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86983.00     | 0.00%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                           | CUSIP: 665772CX5<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142236.00    | 0.00%             | 2053-05-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                           | CUSIP: 665772CY3<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99177.00     | 0.00%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                           | CUSIP: 665772CZ0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102781.00    | 0.00%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                           | CUSIP: 665772DA4<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76916.25     | 0.00%             | 2055-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-WISC                                                         | Northern States Power Co/WI                                                           | CUSIP: 665789BC6<br>LEI: OOVRSRHKQSBLKRB7QM17 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77301.75     | 0.00%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                                              | Northern Trust Corp                                                                   | CUSIP: 665859AT1<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99715.00     | 0.00%             | 2028-08-03      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                                              | Northern Trust Corp                                                                   | CUSIP: 665859AU8<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97568.00     | 0.00%             | 2029-05-03      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                                              | Northern Trust Corp                                                                   | CUSIP: 665859AV6<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183426.00    | 0.00%             | 2030-05-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                                              | Northern Trust Corp                                                                   | CUSIP: 665859AW4<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100226.00    | 0.00%             | 2027-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                                              | Northern Trust Corp                                                                   | CUSIP: 665859AX2<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    200000 | PA      | $219154.00    | 0.00%             | 2032-11-02      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                            | Northrop Grumman Corp                                                                 | CUSIP: 666807BD3<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99688.00     | 0.00%             | 2040-11-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                            | Northrop Grumman Corp                                                                 | CUSIP: 666807BH4<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139998.00    | 0.00%             | 2043-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                            | Northrop Grumman Corp                                                                 | CUSIP: 666807BJ0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     75000 | PA      | $61242.75     | 0.00%             | 2045-04-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                            | Northrop Grumman Corp                                                                 | CUSIP: 666807BK7<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99175.00     | 0.00%             | 2027-02-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                            | Northrop Grumman Corp                                                                 | CUSIP: 666807BN1<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    375000 | PA      | $369603.75    | 0.01%             | 2028-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                            | Northrop Grumman Corp                                                                 | CUSIP: 666807BP6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    400000 | PA      | $328036.00    | 0.01%             | 2047-10-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                            | Northrop Grumman Corp                                                                 | CUSIP: 666807BS0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151747.50    | 0.00%             | 2030-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                            | Northrop Grumman Corp                                                                 | CUSIP: 666807BT8<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100667.00    | 0.00%             | 2040-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                            | Northrop Grumman Corp                                                                 | CUSIP: 666807BU5<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193282.00    | 0.00%             | 2050-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                            | Northrop Grumman Corp                                                                 | CUSIP: 666807CH3<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253950.00    | 0.00%             | 2033-03-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                            | Northrop Grumman Corp                                                                 | CUSIP: 666807CJ9<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    150000 | PA      | $137935.50    | 0.00%             | 2053-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                            | Northrop Grumman Corp                                                                 | CUSIP: 666807CK6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152796.00    | 0.00%             | 2029-02-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                            | Northrop Grumman Corp                                                                 | CUSIP: 666807CL4<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153060.00    | 0.00%             | 2034-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                            | Northrop Grumman Corp                                                                 | CUSIP: 666807CM2<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191286.00    | 0.00%             | 2054-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                            | Northrop Grumman Corp                                                                 | CUSIP: 666807CN0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76554.00     | 0.00%             | 2030-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                            | Northrop Grumman Corp                                                                 | CUSIP: 666807CP5<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78333.00     | 0.00%             | 2035-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NORTHWELL HEALTHCARE INC                                                         | Northwell Healthcare Inc                                                              | CUSIP: 667274AA2<br>LEI: 54930073NUTKK4QD3P47 | Long             | DBT              | CORP              | US        |     45000 | PA      | $36034.65     | 0.00%             | 2046-11-01      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| NORTHWELL HEALTHCARE INC                                                         | Northwell Healthcare Inc                                                              | CUSIP: 667274AC8<br>LEI: 54930073NUTKK4QD3P47 | Long             | DBT              | CORP              | US        |    150000 | PA      | $125073.00    | 0.00%             | 2047-11-01      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| NORTHWELL HEALTHCARE INC                                                         | Northwell Healthcare Inc                                                              | CUSIP: 667274AD6<br>LEI: 54930073NUTKK4QD3P47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $75638.00     | 0.00%             | 2049-11-01      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| NORTHWEST NATURAL HOLDI                                                          | Northwest Natural Holding Co                                                          | CUSIP: 66765NAA3<br>LEI: 254900PSJL6ZEC8FR782 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51982.00     | 0.00%             | 2055-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NORTHWEST PIPELINE LLC                                                           | Northwest Pipeline LLC                                                                | CUSIP: 66775VAB1<br>LEI: 549300FFKMN9OW536A14 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99914.00     | 0.00%             | 2027-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN CORP                                                                | NorthWestern Corp                                                                     | CUSIP: 668074AU1<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84608.00     | 0.00%             | 2044-11-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN UNIVERSITY                                                          | Northwestern University                                                               | CUSIP: 668444AC6<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96898.00     | 0.00%             | 2044-12-01      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN UNIVERSITY                                                          | Northwestern University                                                               | CUSIP: 668444AQ5<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | CORP              | US        |     75000 | PA      | $55851.00     | 0.00%             | 2057-12-01      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN UNIVERSITY                                                          | Northwestern University                                                               | CUSIP: 668444AS1<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | CORP              | US        |    100000 | PA      | $64411.00     | 0.00%             | 2050-12-01      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| NOVANT HEALTH INC                                                                | Novant Health Inc                                                                     | CUSIP: 66988AAG9<br>LEI: 549300ZUXEGFGE8EP917 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81307.00     | 0.00%             | 2036-11-01      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| NOVANT HEALTH INC                                                                | Novant Health Inc                                                                     | CUSIP: 66988AAH7<br>LEI: 549300ZUXEGFGE8EP917 | Long             | DBT              | CORP              | US        |    100000 | PA      | $68727.00     | 0.00%             | 2051-11-01      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| NOVANT HEALTH INC                                                                | Novant Health Inc                                                                     | CUSIP: 66988AAJ3<br>LEI: 549300ZUXEGFGE8EP917 | Long             | DBT              | CORP              | US        |     75000 | PA      | $49592.25     | 0.00%             | 2061-11-01      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                            | Novartis Capital Corp                                                                 | CUSIP: 66989HAF5<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84265.00     | 0.00%             | 2042-09-21      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                            | Novartis Capital Corp                                                                 | CUSIP: 66989HAH1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    350000 | PA      | $318062.50    | 0.01%             | 2044-05-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                            | Novartis Capital Corp                                                                 | CUSIP: 66989HAK4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    225000 | PA      | $191585.25    | 0.00%             | 2045-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                            | Novartis Capital Corp                                                                 | CUSIP: 66989HAN8<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198394.00    | 0.00%             | 2027-05-17      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                            | Novartis Capital Corp                                                                 | CUSIP: 66989HAQ1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147069.00    | 0.00%             | 2027-02-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                            | Novartis Capital Corp                                                                 | CUSIP: 66989HAR9<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    350000 | PA      | $324478.00    | 0.01%             | 2030-08-14      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                            | Novartis Capital Corp                                                                 | CUSIP: 66989HAS7<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    200000 | PA      | $131458.00    | 0.00%             | 2050-08-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                            | Novartis Capital Corp                                                                 | CUSIP: 66989HAT5<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    175000 | PA      | $174602.75    | 0.00%             | 2029-09-18      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                            | Novartis Capital Corp                                                                 | CUSIP: 66989HAU2<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149907.00    | 0.00%             | 2031-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                            | Novartis Capital Corp                                                                 | CUSIP: 66989HAV0<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196940.00    | 0.00%             | 2034-09-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                            | Novartis Capital Corp                                                                 | CUSIP: 66989HAW8<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    125000 | PA      | $114197.50    | 0.00%             | 2054-09-18      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                                                | NSTAR Electric Co                                                                     | CUSIP: 67021CAF4<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77794.50     | 0.00%             | 2040-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                                                | NSTAR Electric Co                                                                     | CUSIP: 67021CAJ6<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44367.50     | 0.00%             | 2044-03-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                                                | NSTAR Electric Co                                                                     | CUSIP: 67021CAM9<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148444.50    | 0.00%             | 2027-05-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                                                | NSTAR Electric Co                                                                     | CUSIP: 67021CAN7<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145849.50    | 0.00%             | 2029-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                                                | NSTAR Electric Co                                                                     | CUSIP: 67021CAP2<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74386.50     | 0.00%             | 2030-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                                                | NSTAR Electric Co                                                                     | CUSIP: 67021CAS6<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    150000 | PA      | $129676.50    | 0.00%             | 2052-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                                                | NSTAR Electric Co                                                                     | CUSIP: 67021CAV9<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104377.00    | 0.00%             | 2034-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                                                | NSTAR Electric Co                                                                     | CUSIP: 67021CAW7<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77040.75     | 0.00%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                                                | NSTAR Electric Co                                                                     | CUSIP: 67021CAX5<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77057.25     | 0.00%             | 2030-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                                       | Nucor Corp                                                                            | CUSIP: 670346AH8<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     50000 | PA      | $56372.50     | 0.00%             | 2037-12-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                                       | Nucor Corp                                                                            | CUSIP: 670346AN5<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74126.25     | 0.00%             | 2043-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                                       | Nucor Corp                                                                            | CUSIP: 670346AP0<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150151.50    | 0.00%             | 2028-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                                       | Nucor Corp                                                                            | CUSIP: 670346AS4<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141156.00    | 0.00%             | 2030-06-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                                       | Nucor Corp                                                                            | CUSIP: 670346AU9<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $126668.00    | 0.00%             | 2055-12-15      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                                       | Nucor Corp                                                                            | CUSIP: 670346AV7<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93209.00     | 0.00%             | 2032-04-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                                       | Nucor Corp                                                                            | CUSIP: 670346AW5<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77537.00     | 0.00%             | 2052-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                                       | Nucor Corp                                                                            | CUSIP: 670346AZ8<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102191.00    | 0.00%             | 2030-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                                       | Nucor Corp                                                                            | CUSIP: 670346BA2<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102724.00    | 0.00%             | 2035-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                                      | NVIDIA Corp                                                                           | CUSIP: 67066GAF1<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    250000 | PA      | $239787.50    | 0.00%             | 2030-04-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                                      | NVIDIA Corp                                                                           | CUSIP: 67066GAG9<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    200000 | PA      | $172418.00    | 0.00%             | 2040-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                                      | NVIDIA Corp                                                                           | CUSIP: 67066GAH7<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    375000 | PA      | $286548.75    | 0.01%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                                      | NVIDIA Corp                                                                           | CUSIP: 67066GAJ3<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |     75000 | PA      | $57204.00     | 0.00%             | 2060-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                                      | NVIDIA Corp                                                                           | CUSIP: 67066GAM6<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189944.00    | 0.00%             | 2028-06-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                                      | NVIDIA Corp                                                                           | CUSIP: 67066GAN4<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    225000 | PA      | $203501.25    | 0.00%             | 2031-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                      | Nutrien Ltd                                                                           | CUSIP: 67077MAE8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $99941.00     | 0.00%             | 2026-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                      | Nutrien Ltd                                                                           | CUSIP: 67077MAF5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $53137.50     | 0.00%             | 2036-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                      | Nutrien Ltd                                                                           | CUSIP: 67077MAG3<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $101905.00    | 0.00%             | 2040-12-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                      | Nutrien Ltd                                                                           | CUSIP: 67077MAN8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $70017.75     | 0.00%             | 2035-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                      | Nutrien Ltd                                                                           | CUSIP: 67077MAQ1<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     45000 | PA      | $47680.20     | 0.00%             | 2041-01-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                      | Nutrien Ltd                                                                           | CUSIP: 67077MAR9<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $91915.00     | 0.00%             | 2043-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                      | Nutrien Ltd                                                                           | CUSIP: 67077MAS7<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    125000 | PA      | $119132.50    | 0.00%             | 2045-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                      | Nutrien Ltd                                                                           | CUSIP: 67077MAT5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $100030.00    | 0.00%             | 2029-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                      | Nutrien Ltd                                                                           | CUSIP: 67077MAU2<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $91568.00     | 0.00%             | 2049-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                      | Nutrien Ltd                                                                           | CUSIP: 67077MAW8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $142162.50    | 0.00%             | 2030-05-13      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                      | Nutrien Ltd                                                                           | CUSIP: 67077MAX6<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $116520.00    | 0.00%             | 2050-05-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                      | Nutrien Ltd                                                                           | CUSIP: 67077MBA5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $152748.00    | 0.00%             | 2028-03-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                      | Nutrien Ltd                                                                           | CUSIP: 67077MBB3<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $153207.00    | 0.00%             | 2053-03-27      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                      | Nutrien Ltd                                                                           | CUSIP: 67077MBC1<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $101705.00    | 0.00%             | 2027-06-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                      | Nutrien Ltd                                                                           | CUSIP: 67077MBD9<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $103743.00    | 0.00%             | 2034-06-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NVENT FINANCE SARL                                                               | nVent Finance Sarl                                                                    | CUSIP: 67078AAD5<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |    150000 | PA      | $151018.50    | 0.00%             | 2028-04-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| NVENT FINANCE SARL                                                               | nVent Finance Sarl                                                                    | CUSIP: 67078AAF0<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $105008.00    | 0.00%             | 2033-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| NUVEEN CHURCHILL DIRECT                                                          | Nuveen Churchill Direct Lending Corp                                                  | CUSIP: 67090SAA6<br>LEI: 254900X3ULEP6XX7HG39 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103129.00    | 0.00%             | 2030-03-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                                          | O'Reilly Automotive Inc                                                               | CUSIP: 67103HAF4<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148990.50    | 0.00%             | 2027-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                                          | O'Reilly Automotive Inc                                                               | CUSIP: 67103HAG2<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100866.00    | 0.00%             | 2028-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                                          | O'Reilly Automotive Inc                                                               | CUSIP: 67103HAJ6<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99935.00     | 0.00%             | 2030-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                                          | O'Reilly Automotive Inc                                                               | CUSIP: 67103HAK3<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    150000 | PA      | $131662.50    | 0.00%             | 2031-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                                          | O'Reilly Automotive Inc                                                               | CUSIP: 67103HAL1<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151752.00    | 0.00%             | 2032-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                                          | O'Reilly Automotive Inc                                                               | CUSIP: 67103HAM9<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152317.50    | 0.00%             | 2026-11-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                                          | O'Reilly Automotive Inc                                                               | CUSIP: 67103HAN7<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76094.25     | 0.00%             | 2034-08-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OAKTREE SPECIALTY LEND                                                           | Oaktree Specialty Lending Corp                                                        | CUSIP: 67401PAC2<br>LEI: 549300J6MGCEU5928620 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48678.50     | 0.00%             | 2027-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| OAKTREE SPECIALTY LEND                                                           | Oaktree Specialty Lending Corp                                                        | CUSIP: 67401PAD0<br>LEI: 549300J6MGCEU5928620 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102973.00    | 0.00%             | 2029-02-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| OAKTREE STRATEGIC CREDIT                                                         | Oaktree Strategic Credit Fund                                                         | CUSIP: 67403AAB5<br>LEI: 2549006RRE0JC7G43241 | Long             | DBT              | CORP              | US        |     75000 | PA      | $80897.25     | 0.00%             | 2028-11-14      | Fixed         | 8.40%                 | No            |                  2 | On Loan: No      |
| OAKTREE STRATEGIC CREDIT                                                         | Oaktree Strategic Credit Fund                                                         | CUSIP: 67403AAE9<br>LEI: 2549006RRE0JC7G43241 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77272.50     | 0.00%             | 2029-07-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OAKTREE STRATEGIC CREDIT                                                         | Oaktree Strategic Credit Fund                                                         | CUSIP: 67403AAF6<br>LEI: 2549006RRE0JC7G43241 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70640.50     | 0.00%             | 2030-07-15      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                         | Occidental Petroleum Corp                                                             | CUSIP: 674599CJ2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79633.00     | 0.00%             | 2046-04-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                         | Occidental Petroleum Corp                                                             | CUSIP: 674599CN3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     50000 | PA      | $37619.50     | 0.00%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                         | Occidental Petroleum Corp                                                             | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    200000 | PA      | $225804.00    | 0.00%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                         | Occidental Petroleum Corp                                                             | CUSIP: 674599DE2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     75000 | PA      | $86355.75     | 0.00%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                         | Occidental Petroleum Corp                                                             | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    300000 | PA      | $320637.00    | 0.01%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                         | Occidental Petroleum Corp                                                             | CUSIP: 674599DH5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     75000 | PA      | $89109.00     | 0.00%             | 2039-06-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                         | Occidental Petroleum Corp                                                             | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153768.00    | 0.00%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                         | Occidental Petroleum Corp                                                             | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208630.00    | 0.00%             | 2046-03-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                         | Occidental Petroleum Corp                                                             | CUSIP: 674599DZ5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104838.00    | 0.00%             | 2027-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                         | Occidental Petroleum Corp                                                             | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    200000 | PA      | $231782.00    | 0.00%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                         | Occidental Petroleum Corp                                                             | CUSIP: 674599EC5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105038.00    | 0.00%             | 2028-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                         | Occidental Petroleum Corp                                                             | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    150000 | PA      | $161638.50    | 0.00%             | 2030-09-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                         | Occidental Petroleum Corp                                                             | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    200000 | PA      | $211772.00    | 0.00%             | 2031-01-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                         | Occidental Petroleum Corp                                                             | CUSIP: 674599EH4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101860.00    | 0.00%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                         | Occidental Petroleum Corp                                                             | CUSIP: 674599EJ0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205098.00    | 0.00%             | 2029-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                         | Occidental Petroleum Corp                                                             | CUSIP: 674599EK7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153582.00    | 0.00%             | 2032-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                         | Occidental Petroleum Corp                                                             | CUSIP: 674599EL5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204252.00    | 0.00%             | 2034-10-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                         | Occidental Petroleum Corp                                                             | CUSIP: 674599EM3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194582.00    | 0.00%             | 2054-10-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| OCHSNER LSU HEALTH SYST                                                          | Ochsner LSU Health System of North Louisiana                                          | CUSIP: 67555JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $43084.50     | 0.00%             | 2031-05-15      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| OEKB OEST. KONTROLLBANK                                                          | Oesterreichische Kontrollbank AG                                                      | CUSIP: 676167CJ6<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |    250000 | PA      | $253715.00    | 0.00%             | 2028-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OEKB OEST. KONTROLLBANK                                                          | Oesterreichische Kontrollbank AG                                                      | CUSIP: 676167CL1<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |    300000 | PA      | $304716.00    | 0.01%             | 2029-01-18      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| OEKB OEST. KONTROLLBANK                                                          | Oesterreichische Kontrollbank AG                                                      | CUSIP: 676167CM9<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |    500000 | PA      | $507890.00    | 0.01%             | 2027-05-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OEKB OEST. KONTROLLBANK                                                          | Oesterreichische Kontrollbank AG                                                      | CUSIP: 676167CN7<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |    150000 | PA      | $150624.00    | 0.00%             | 2029-09-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| OEKB OEST. KONTROLLBANK                                                          | Oesterreichische Kontrollbank AG                                                      | CUSIP: 676167CP2<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |    200000 | PA      | $206522.00    | 0.00%             | 2030-01-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OEKB OEST. KONTROLLBANK                                                          | Oesterreichische Kontrollbank AG                                                      | CUSIP: 676167CQ0<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |    300000 | PA      | $303123.00    | 0.01%             | 2028-05-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OEKB OEST. KONTROLLBANK                                                          | Oesterreichische Kontrollbank AG                                                      | CUSIP: 676167CR8<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |    270000 | PA      | $270963.90    | 0.00%             | 2030-09-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                                            | Oglethorpe Power Corp                                                                 | CUSIP: 677050AG1<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107535.00    | 0.00%             | 2039-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                                            | Oglethorpe Power Corp                                                                 | CUSIP: 677050AN6<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |     75000 | PA      | $68414.25     | 0.00%             | 2048-10-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                                            | Oglethorpe Power Corp                                                                 | CUSIP: 677050AQ9<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    100000 | PA      | $72818.00     | 0.00%             | 2050-08-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                                            | Oglethorpe Power Corp                                                                 | CUSIP: 677050AS5<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84850.00     | 0.00%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                                            | Oglethorpe Power Corp                                                                 | CUSIP: 677050AU0<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78603.00     | 0.00%             | 2053-12-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                                            | Oglethorpe Power Corp                                                                 | CUSIP: 677050AW6<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99509.00     | 0.00%             | 2054-06-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                                            | Oglethorpe Power Corp                                                                 | CUSIP: 677050AY2<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50433.50     | 0.00%             | 2055-02-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                                            | Oglethorpe Power Corp                                                                 | CUSIP: 677052AA0<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100200.00    | 0.00%             | 2040-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| OHIO EDISON CO                                                                   | Ohio Edison Co                                                                        | CUSIP: 677347CE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $115646.00    | 0.00%             | 2036-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                                               | Ohio Power Co                                                                         | CUSIP: 677415CQ2<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |     75000 | PA      | $59807.25     | 0.00%             | 2048-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                                               | Ohio Power Co                                                                         | CUSIP: 677415CR0<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39173.00     | 0.00%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                                               | Ohio Power Co                                                                         | CUSIP: 677415CS8<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93470.00     | 0.00%             | 2030-04-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                                               | Ohio Power Co                                                                         | CUSIP: 677415CT6<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87698.00     | 0.00%             | 2031-01-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                                               | Ohio Power Co                                                                         | CUSIP: 677415CU3<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    150000 | PA      | $94104.00     | 0.00%             | 2051-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                                               | Ohio Power Co                                                                         | CUSIP: 677415CV1<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102189.00    | 0.00%             | 2033-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio State University/The                                                        | Ohio State University                                                                 | CUSIP: 677632MV0<br>LEI: JFC10ZULKO4X2E3HBY86 | Long             | DBT              | MUN               | US        |    300000 | PA      | $298652.10    | 0.01%             | 2040-06-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| OHIOHEALTH CORP                                                                  | OhioHealth Corp                                                                       | CUSIP: 67777JAL2<br>LEI: JGYGIL4QGKKPZU7C1D18 | Long             | DBT              | CORP              | US        |    150000 | PA      | $135702.00    | 0.00%             | 2031-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| OHIOHEALTH CORP                                                                  | OhioHealth Corp                                                                       | CUSIP: 67777JAM0<br>LEI: JGYGIL4QGKKPZU7C1D18 | Long             | DBT              | CORP              | US        |     75000 | PA      | $56424.00     | 0.00%             | 2041-11-15      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA G&E CO                                                                  | Oklahoma Gas and Electric Co                                                          | CUSIP: 678858BS9<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |     75000 | PA      | $59871.00     | 0.00%             | 2047-08-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA G&E CO                                                                  | Oklahoma Gas and Electric Co                                                          | CUSIP: 678858BT7<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99669.00     | 0.00%             | 2028-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA G&E CO                                                                  | Oklahoma Gas and Electric Co                                                          | CUSIP: 678858BU4<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96631.00     | 0.00%             | 2030-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA G&E CO                                                                  | Oklahoma Gas and Electric Co                                                          | CUSIP: 678858BV2<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144978.00    | 0.00%             | 2030-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA G&E CO                                                                  | Oklahoma Gas and Electric Co                                                          | CUSIP: 678858BY6<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149725.50    | 0.00%             | 2053-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA G&E CO                                                                  | Oklahoma Gas and Electric Co                                                          | CUSIP: 678858BZ3<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77158.50     | 0.00%             | 2055-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Oklahoma Development Finance Authority                                           | OKLAHOMA ST DEV FIN AUTH                                                              | CUSIP: 6789084A9<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |    100000 | PA      | $99871.49     | 0.00%             | 2045-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Oklahoma Development Finance Authority                                           | Oklahoma Development Finance Authority                                                | CUSIP: 6789084D3<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |    150000 | PA      | $144969.72    | 0.00%             | 2045-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Oklahoma Development Finance Authority                                           | Oklahoma Development Finance Authority                                                | CUSIP: 6789084G6<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |    100000 | PA      | $98136.31     | 0.00%             | 2044-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| OLD REPUBLIC INTL CORP                                                           | Old Republic International Corp                                                       | CUSIP: 680223AL8<br>LEI: 549300IV6O2YY2A1KH37 | Long             | DBT              | CORP              | US        |    125000 | PA      | $92715.00     | 0.00%             | 2051-06-11      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| OLD REPUBLIC INTL CORP                                                           | Old Republic International Corp                                                       | CUSIP: 680223AM6<br>LEI: 549300IV6O2YY2A1KH37 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104760.00    | 0.00%             | 2034-03-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| OMNICOM GROUP INC                                                                | Omnicom Group Inc                                                                     | CUSIP: 681919BB1<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92620.00     | 0.00%             | 2030-04-30      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| OMNICOM GROUP INC                                                                | Omnicom Group Inc                                                                     | CUSIP: 681919BC9<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99389.00     | 0.00%             | 2030-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| OMNICOM GROUP INC                                                                | Omnicom Group Inc                                                                     | CUSIP: 681919BD7<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    150000 | PA      | $136461.00    | 0.00%             | 2031-08-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| OMNICOM GROUP INC                                                                | Omnicom Group Inc                                                                     | CUSIP: 681919BG0<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102914.00    | 0.00%             | 2034-11-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                                         | Omega Healthcare Investors Inc                                                        | CUSIP: 681936BF6<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |    150000 | PA      | $150522.00    | 0.00%             | 2027-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                                         | Omega Healthcare Investors Inc                                                        | CUSIP: 681936BK5<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |    100000 | PA      | $100863.00    | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                                         | Omega Healthcare Investors Inc                                                        | CUSIP: 681936BL3<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |     75000 | PA      | $72417.00     | 0.00%             | 2029-10-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                                         | Omega Healthcare Investors Inc                                                        | CUSIP: 681936BM1<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |    150000 | PA      | $140101.50    | 0.00%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                                         | Omega Healthcare Investors Inc                                                        | CUSIP: 681936BN9<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |    100000 | PA      | $89161.00     | 0.00%             | 2033-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                                         | Omega Healthcare Investors Inc                                                        | CUSIP: 681936BP4<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |    110000 | PA      | $112169.20    | 0.00%             | 2030-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                        | CUSIP: 68233DAP2<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    100000 | PA      | $115977.00    | 0.00%             | 2033-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                        | CUSIP: 68233DAT4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    150000 | PA      | $171109.50    | 0.00%             | 2032-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                        | CUSIP: 68233JAF1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     75000 | PA      | $91315.50     | 0.00%             | 2038-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                        | CUSIP: 68233JAH7<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76017.75     | 0.00%             | 2040-09-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                        | CUSIP: 68233JAS3<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     37000 | PA      | $36760.98     | 0.00%             | 2042-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                        | CUSIP: 68233JAT1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     80000 | PA      | $73195.20     | 0.00%             | 2041-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                        | CUSIP: 68233JBD5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78831.00     | 0.00%             | 2047-09-30      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                        | CUSIP: 68233JBH6<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99469.00     | 0.00%             | 2028-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                        | CUSIP: 68233JBP8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77403.00     | 0.00%             | 2049-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                        | CUSIP: 68233JBR4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    150000 | PA      | $102090.00    | 0.00%             | 2049-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                        | CUSIP: 68233JBU7<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141826.50    | 0.00%             | 2030-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                        | CUSIP: 68233JBV5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    100000 | PA      | $75054.00     | 0.00%             | 2050-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                        | CUSIP: 68233JBX1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     78000 | PA      | $75794.94     | 0.00%             | 2052-10-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                        | CUSIP: 68233JCD4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    100000 | PA      | $61396.00     | 0.00%             | 2051-11-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                        | CUSIP: 68233JCF9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98477.00     | 0.00%             | 2032-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                        | CUSIP: 68233JCH5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85650.00     | 0.00%             | 2052-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                        | CUSIP: 68233JCK8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100571.00    | 0.00%             | 2032-09-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                        | CUSIP: 68233JCM4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91253.00     | 0.00%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                        | CUSIP: 68233JCQ5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100794.00    | 0.00%             | 2028-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                        | CUSIP: 68233JCS1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    150000 | PA      | $160648.50    | 0.00%             | 2033-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                        | CUSIP: 68233JCU6<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148918.50    | 0.00%             | 2054-06-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                        | CUSIP: 68233JCW2<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102100.00    | 0.00%             | 2029-11-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                        | CUSIP: 68233JCZ5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    125000 | PA      | $130277.50    | 0.00%             | 2035-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                        | CUSIP: 68233JDA9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128676.25    | 0.00%             | 2055-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ONE GAS INC                                                                      | ONE Gas Inc                                                                           | CUSIP: 68235PAF5<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90865.00     | 0.00%             | 2044-02-01      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| ONE GAS INC                                                                      | ONE Gas Inc                                                                           | CUSIP: 68235PAG3<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87157.00     | 0.00%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ONE GAS INC                                                                      | ONE Gas Inc                                                                           | CUSIP: 68235PAH1<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91892.00     | 0.00%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ONE GAS INC                                                                      | ONE Gas Inc                                                                           | CUSIP: 68235PAM0<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74544.00     | 0.00%             | 2032-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                             | CUSIP: 682680AN3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     75000 | PA      | $79215.00     | 0.00%             | 2035-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                             | CUSIP: 682680AS2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99870.00     | 0.00%             | 2027-07-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                             | CUSIP: 682680AT0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88982.00     | 0.00%             | 2047-07-13      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                             | CUSIP: 682680AU7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151329.00    | 0.00%             | 2028-07-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                             | CUSIP: 682680AV5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182262.00    | 0.00%             | 2048-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                             | CUSIP: 682680AW3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150454.50    | 0.00%             | 2029-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                             | CUSIP: 682680AY9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145138.50    | 0.00%             | 2029-09-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                             | CUSIP: 682680AZ6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $122289.00    | 0.00%             | 2049-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                             | CUSIP: 682680BB8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95182.00     | 0.00%             | 2030-03-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                             | CUSIP: 682680BC6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41214.50     | 0.00%             | 2050-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                             | CUSIP: 682680BE2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     70000 | PA      | $75273.80     | 0.00%             | 2031-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                             | CUSIP: 682680BF9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $55613.00     | 0.00%             | 2051-01-15      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                             | CUSIP: 682680BG7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $161044.50    | 0.00%             | 2032-11-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                             | CUSIP: 682680BJ1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155950.50    | 0.00%             | 2028-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                             | CUSIP: 682680BK8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105619.00    | 0.00%             | 2030-11-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                             | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    275000 | PA      | $293832.00    | 0.01%             | 2033-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                             | CUSIP: 682680BN2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    325000 | PA      | $344249.75    | 0.01%             | 2053-09-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                             | CUSIP: 682680BS1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95251.00     | 0.00%             | 2030-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                             | CUSIP: 682680BV4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     75000 | PA      | $69194.25     | 0.00%             | 2043-10-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                             | CUSIP: 682680BX0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     75000 | PA      | $59859.00     | 0.00%             | 2046-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                             | CUSIP: 682680BY8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78881.00     | 0.00%             | 2047-10-03      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                             | CUSIP: 682680BZ5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86227.00     | 0.00%             | 2049-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                             | CUSIP: 682680CA9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $110472.00    | 0.00%             | 2050-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                             | CUSIP: 682680CB7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200730.00    | 0.00%             | 2027-09-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                             | CUSIP: 682680CC5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100434.00    | 0.00%             | 2029-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                             | CUSIP: 682680CD3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251470.00    | 0.00%             | 2031-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                             | CUSIP: 682680CE1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298569.00    | 0.01%             | 2034-11-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                             | CUSIP: 682680CF8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    300000 | PA      | $283704.00    | 0.01%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                             | CUSIP: 682680CG6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95733.00     | 0.00%             | 2064-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                             | CUSIP: 682680CQ4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103127.00    | 0.00%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                             | CUSIP: 682680CU5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103561.00    | 0.00%             | 2034-09-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                             | CUSIP: 682680CW1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71567.25     | 0.00%             | 2044-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                             | CUSIP: 682680CY7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     75000 | PA      | $66939.00     | 0.00%             | 2045-04-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                             | CUSIP: 682680DA8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     75000 | PA      | $69327.00     | 0.00%             | 2047-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                             | CUSIP: 682680DB6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151185.00    | 0.00%             | 2032-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                             | CUSIP: 682680DC4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203082.00    | 0.00%             | 2035-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                             | CUSIP: 682680DD2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    225000 | PA      | $229000.50    | 0.00%             | 2055-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ONEOK PARTNERS LP                                                                | ONEOK Partners LP                                                                     | CUSIP: 68268NAC7<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    100000 | PA      | $109838.00    | 0.00%             | 2036-10-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| ONEOK PARTNERS LP                                                                | ONEOK Partners LP                                                                     | CUSIP: 68268NAD5<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |     75000 | PA      | $83377.50     | 0.00%             | 2037-10-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| ONEOK PARTNERS LP                                                                | ONEOK Partners LP                                                                     | CUSIP: 68268NAG8<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155496.00    | 0.00%             | 2041-02-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ONEOK PARTNERS LP                                                                | ONEOK Partners LP                                                                     | CUSIP: 68268NAM5<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77096.25     | 0.00%             | 2043-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                            | Province of Ontario Canada                                                            | CUSIP: 683234AQ1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    450000 | PA      | $433224.00    | 0.01%             | 2027-05-21      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                            | Province of Ontario Canada                                                            | CUSIP: 683234AR9<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    500000 | PA      | $441830.00    | 0.01%             | 2030-10-07      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                            | Province of Ontario Canada                                                            | CUSIP: 683234AU2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    200000 | PA      | $180022.00    | 0.00%             | 2032-01-21      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                            | Province of Ontario Canada                                                            | CUSIP: 683234AV0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    250000 | PA      | $264385.00    | 0.00%             | 2034-04-24      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                            | Province of Ontario Canada                                                            | CUSIP: 683234C97<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    250000 | PA      | $259885.00    | 0.00%             | 2035-06-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                            | Province of Ontario Canada                                                            | CUSIP: 683234DB1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    400000 | PA      | $396756.00    | 0.01%             | 2027-05-19      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                            | Province of Ontario Canada                                                            | CUSIP: 683234DQ8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    500000 | PA      | $508045.00    | 0.01%             | 2029-01-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                            | Province of Ontario Canada                                                            | CUSIP: 683234ET1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    600000 | PA      | $622428.00    | 0.01%             | 2030-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                            | Province of Ontario Canada                                                            | CUSIP: 683234EV6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    500000 | PA      | $502905.00    | 0.01%             | 2030-09-04      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                            | Province of Ontario Canada                                                            | CUSIP: 68323AFG4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    400000 | PA      | $375868.00    | 0.01%             | 2029-10-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                            | Province of Ontario Canada                                                            | CUSIP: 68323AFH2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    250000 | PA      | $223865.00    | 0.00%             | 2031-02-25      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                            | Province of Ontario Canada                                                            | CUSIP: 68323AFJ8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    500000 | PA      | $444960.00    | 0.01%             | 2031-10-14      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                           | CUSIP: 68389XAE5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    225000 | PA      | $235696.50    | 0.00%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                           | CUSIP: 68389XAH8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252995.00    | 0.00%             | 2039-07-08      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                           | CUSIP: 68389XAM7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    400000 | PA      | $373588.00    | 0.01%             | 2040-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                           | CUSIP: 68389XAV7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    300000 | PA      | $278007.00    | 0.00%             | 2034-07-08      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                           | CUSIP: 68389XAW5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    205000 | PA      | $164787.20    | 0.00%             | 2044-07-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                           | CUSIP: 68389XBD6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94057.00     | 0.00%             | 2030-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                           | CUSIP: 68389XBE4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    250000 | PA      | $221450.00    | 0.00%             | 2035-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                           | CUSIP: 68389XBF1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    350000 | PA      | $264211.50    | 0.00%             | 2045-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                           | CUSIP: 68389XBG9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    225000 | PA      | $164799.00    | 0.00%             | 2055-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                           | CUSIP: 68389XBH7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    200000 | PA      | $172490.00    | 0.00%             | 2036-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                           | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    545000 | PA      | $399196.15    | 0.01%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                           | CUSIP: 68389XBN4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    500000 | PA      | $489960.00    | 0.01%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                           | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    300000 | PA      | $250050.00    | 0.00%             | 2037-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                           | CUSIP: 68389XBQ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    400000 | PA      | $291124.00    | 0.01%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                           | CUSIP: 68389XBU8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    400000 | PA      | $392156.00    | 0.01%             | 2027-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                           | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    600000 | PA      | $558558.00    | 0.01%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                           | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    550000 | PA      | $424396.50    | 0.01%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                           | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    825000 | PA      | $545968.50    | 0.01%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                           | CUSIP: 68389XBY0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    650000 | PA      | $424664.50    | 0.01%             | 2060-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                           | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    400000 | PA      | $304368.00    | 0.01%             | 2041-03-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                           | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    600000 | PA      | $417558.00    | 0.01%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                           | CUSIP: 68389XCB9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    275000 | PA      | $185886.25    | 0.00%             | 2061-03-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                           | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    350000 | PA      | $333935.00    | 0.01%             | 2028-03-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                           | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    600000 | PA      | $544500.00    | 0.01%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                           | CUSIP: 68389XCH6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    250000 | PA      | $262917.50    | 0.00%             | 2029-11-09      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                           | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    400000 | PA      | $424740.00    | 0.01%             | 2032-11-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                           | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    450000 | PA      | $467383.50    | 0.01%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                           | CUSIP: 68389XCM5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100227.00    | 0.00%             | 2028-05-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                           | CUSIP: 68389XCN3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149748.00    | 0.00%             | 2030-05-06      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                           | CUSIP: 68389XCP8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244972.50    | 0.00%             | 2033-02-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                           | CUSIP: 68389XCQ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    400000 | PA      | $350732.00    | 0.01%             | 2053-02-06      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                           | CUSIP: 68389XCS2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    300000 | PA      | $295839.00    | 0.01%             | 2029-09-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                           | CUSIP: 68389XCT0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    300000 | PA      | $284880.00    | 0.01%             | 2034-09-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                           | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    300000 | PA      | $256602.00    | 0.00%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                           | CUSIP: 68389XCV5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    225000 | PA      | $190246.50    | 0.00%             | 2064-09-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                           | CUSIP: 68389XCY9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303153.00    | 0.01%             | 2028-08-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                           | CUSIP: 68389XCZ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202088.00    | 0.00%             | 2032-02-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                           | CUSIP: 68389XDA0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    350000 | PA      | $351050.00    | 0.01%             | 2035-08-03      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                           | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    375000 | PA      | $349170.00    | 0.01%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                           | CUSIP: 68389XDC6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    175000 | PA      | $163390.50    | 0.00%             | 2065-08-03      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                           | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    530000 | PA      | $522193.10    | 0.01%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                           | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    530000 | PA      | $521186.10    | 0.01%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                           | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    710000 | PA      | $695963.30    | 0.01%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                           | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    440000 | PA      | $415052.00    | 0.01%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                           | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    620000 | PA      | $580096.80    | 0.01%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                           | CUSIP: 68389XDT9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    350000 | PA      | $326280.50    | 0.01%             | 2065-09-26      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                                        | Orange SA                                                                             | CUSIP: 685218AB5<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    150000 | PA      | $149622.00    | 0.00%             | 2044-02-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Oregon School Boards Association                                                 | OREGON ST SCH BRDS ASSN SHORT-TERM BORROWING PROGRAM CTFS                             | CUSIP: 686053CT4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     74754 | PA      | $76522.63     | 0.00%             | 2028-06-30      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| State of Oregon                                                                  | State of Oregon                                                                       | CUSIP: 68607LXQ5<br>LEI: 549300R5SUGZRD8KP359 | Long             | DBT              | MUN               | US        |    237315 | PA      | $241669.37    | 0.00%             | 2027-06-01      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                                                        | ORIX Corp                                                                             | CUSIP: 686329AB9<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |     95000 | PA      | $98823.75     | 0.00%             | 2035-02-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                                                        | ORIX Corp                                                                             | CUSIP: 686330AJ0<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    100000 | PA      | $99437.00     | 0.00%             | 2027-07-18      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                                                        | ORIX Corp                                                                             | CUSIP: 686330AN1<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    100000 | PA      | $90119.00     | 0.00%             | 2031-03-09      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                                                        | ORIX Corp                                                                             | CUSIP: 686330AQ4<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |     95000 | PA      | $96610.25     | 0.00%             | 2027-09-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                                                        | ORIX Corp                                                                             | CUSIP: 686330AR2<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $208090.00    | 0.00%             | 2032-09-13      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                                                        | ORIX Corp                                                                             | CUSIP: 686330AS0<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    150000 | PA      | $152733.00    | 0.00%             | 2029-09-10      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                                                        | ORIX Corp                                                                             | CUSIP: 686330AV3<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |     90000 | PA      | $90433.80     | 0.00%             | 2030-09-09      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ORLANDO HEALTH OBL GRP                                                           | Orlando Health Obligated Group                                                        | CUSIP: 686514AF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $41714.00     | 0.00%             | 2048-10-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| ORLANDO HEALTH OBL GRP                                                           | Orlando Health Obligated Group                                                        | CUSIP: 686514AH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $36525.50     | 0.00%             | 2050-10-01      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| ORLANDO HEALTH OBL GRP                                                           | Orlando Health Obligated Group                                                        | CUSIP: 686514AP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $105388.00    | 0.00%             | 2035-10-01      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| OSHKOSH CORP                                                                     | Oshkosh Corp                                                                          | CUSIP: 688225AH4<br>LEI: 549300FEKNPCFSA2B506 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95672.00     | 0.00%             | 2030-03-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                                              | Otis Worldwide Corp                                                                   | CUSIP: 68902VAJ6<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97833.00     | 0.00%             | 2027-04-05      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                                              | Otis Worldwide Corp                                                                   | CUSIP: 68902VAK3<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    250000 | PA      | $234232.50    | 0.00%             | 2030-02-15      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                                              | Otis Worldwide Corp                                                                   | CUSIP: 68902VAL1<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    175000 | PA      | $138269.25    | 0.00%             | 2040-02-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                                              | Otis Worldwide Corp                                                                   | CUSIP: 68902VAM9<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    125000 | PA      | $89837.50     | 0.00%             | 2050-02-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                                              | Otis Worldwide Corp                                                                   | CUSIP: 68902VAP2<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103206.00    | 0.00%             | 2028-08-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                                              | Otis Worldwide Corp                                                                   | CUSIP: 68902VAR8<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    125000 | PA      | $130196.25    | 0.00%             | 2031-11-19      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                                              | Otis Worldwide Corp                                                                   | CUSIP: 68902VAS6<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91992.60     | 0.00%             | 2035-09-04      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                      | Ovintiv Inc                                                                           | CUSIP: 69047QAB8<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154618.50    | 0.00%             | 2028-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                      | Ovintiv Inc                                                                           | CUSIP: 69047QAC6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106074.00    | 0.00%             | 2033-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                      | Ovintiv Inc                                                                           | CUSIP: 69047QAD4<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107738.00    | 0.00%             | 2053-07-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                                                    | Owens Corning                                                                         | CUSIP: 690742AB7<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     25000 | PA      | $28767.75     | 0.00%             | 2036-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                                                    | Owens Corning                                                                         | CUSIP: 690742AG6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82400.00     | 0.00%             | 2047-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                                                    | Owens Corning                                                                         | CUSIP: 690742AH4<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83245.00     | 0.00%             | 2048-01-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                                                    | Owens Corning                                                                         | CUSIP: 690742AJ0<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99320.00     | 0.00%             | 2029-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                                                    | Owens Corning                                                                         | CUSIP: 690742AK7<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98269.00     | 0.00%             | 2030-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                                                    | Owens Corning                                                                         | CUSIP: 690742AM3<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72755.25     | 0.00%             | 2030-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                                                    | Owens Corning                                                                         | CUSIP: 690742AN1<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102059.00    | 0.00%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                                                    | Owens Corning                                                                         | CUSIP: 690742AP6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    150000 | PA      | $158418.00    | 0.00%             | 2034-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                                                    | Owens Corning                                                                         | CUSIP: 690742AQ4<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128467.50    | 0.00%             | 2054-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BLUE OWL TECHNOLOGY FINA                                                         | Blue Owl Technology Finance Corp                                                      | CUSIP: 691205AG3<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96985.00     | 0.00%             | 2027-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                                                           | Blue Owl Credit Income Corp                                                           | CUSIP: 69120VAW1<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105943.00    | 0.00%             | 2029-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                                                           | Blue Owl Credit Income Corp                                                           | CUSIP: 69120VAZ4<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155062.50    | 0.00%             | 2031-03-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                                                           | Blue Owl Credit Income Corp                                                           | CUSIP: 69120VBB6<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    125000 | PA      | $132500.00    | 0.00%             | 2028-06-13      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP II                                                         | Blue Owl Capital Corp II                                                              | CUSIP: 69121DAD2<br>LEI: 549300MMNWZO5XKDDX47 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51533.00     | 0.00%             | 2026-11-15      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| BLUE OWL TECHNOLOGY FINA                                                         | Blue Owl Technology Finance Corp II                                                   | CUSIP: 69121JAB3<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127322.50    | 0.00%             | 2029-04-04      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP                                                            | Blue Owl Capital Corp                                                                 | CUSIP: 69121KAF1<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97462.00     | 0.00%             | 2027-01-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP                                                            | Blue Owl Capital Corp                                                                 | CUSIP: 69121KAG9<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141583.50    | 0.00%             | 2028-06-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP                                                            | Blue Owl Capital Corp                                                                 | CUSIP: 69121KAH7<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202698.00    | 0.00%             | 2029-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP                                                            | Blue Owl Capital Corp                                                                 | CUSIP: 69121KAJ3<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102104.00    | 0.00%             | 2030-07-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP                                                            | Blue Owl Capital Corp                                                                 | CUSIP: 69122JAC0<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73162.50     | 0.00%             | 2027-04-13      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                   | PECO Energy Co                                                                        | CUSIP: 693304AH0<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     75000 | PA      | $82147.50     | 0.00%             | 2036-10-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                   | PECO Energy Co                                                                        | CUSIP: 693304AS6<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85571.00     | 0.00%             | 2044-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                   | PECO Energy Co                                                                        | CUSIP: 693304AW7<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    150000 | PA      | $120417.00    | 0.00%             | 2048-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                   | PECO Energy Co                                                                        | CUSIP: 693304AX5<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    100000 | PA      | $67357.00     | 0.00%             | 2049-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                   | PECO Energy Co                                                                        | CUSIP: 693304AY3<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    100000 | PA      | $64507.00     | 0.00%             | 2050-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                   | PECO Energy Co                                                                        | CUSIP: 693304BA4<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     75000 | PA      | $49922.25     | 0.00%             | 2051-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                   | PECO Energy Co                                                                        | CUSIP: 693304BD8<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     75000 | PA      | $65822.25     | 0.00%             | 2052-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                   | PECO Energy Co                                                                        | CUSIP: 693304BE6<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     75000 | PA      | $63343.50     | 0.00%             | 2052-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                   | PECO Energy Co                                                                        | CUSIP: 693304BF3<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154395.00    | 0.00%             | 2033-06-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                   | PECO Energy Co                                                                        | CUSIP: 693304BG1<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    125000 | PA      | $120906.25    | 0.00%             | 2054-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                   | PECO Energy Co                                                                        | CUSIP: 693304BH9<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76008.00     | 0.00%             | 2035-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                   | PECO Energy Co                                                                        | CUSIP: 693304BJ5<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102143.00    | 0.00%             | 2055-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| PG&E WILDFIRE RECOVERY                                                           | PG&E Wildfire Recovery Funding LLC                                                    | CUSIP: 693342AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     64223 | PA      | $63583.85     | 0.00%             | 2030-06-01      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| PG&E WILDFIRE RECOVERY                                                           | PG&E Wildfire Recovery Funding LLC                                                    | CUSIP: 693342AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $97638.00     | 0.00%             | 2036-06-01      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| PG&E WILDFIRE RECOVERY                                                           | PG&E Wildfire Recovery Funding LLC                                                    | CUSIP: 693342AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $179846.00    | 0.00%             | 2047-12-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PG&E WILDFIRE RECOVERY                                                           | PG&E Wildfire Recovery Funding LLC                                                    | CUSIP: 693342AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $180922.00    | 0.00%             | 2051-12-01      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| PG&E WILDFIRE RECOVERY                                                           | PG&E Wildfire Recovery Funding LLC                                                    | CUSIP: 693342AK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $167100.50    | 0.00%             | 2052-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                                  | CUSIP: 693475AT2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197892.00    | 0.00%             | 2027-05-19      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                                  | CUSIP: 693475AW5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246407.50    | 0.00%             | 2029-04-23      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                                  | CUSIP: 693475AZ8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    300000 | PA      | $282933.00    | 0.01%             | 2030-01-22      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                                  | CUSIP: 693475BA2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    200000 | PA      | $180388.00    | 0.00%             | 2032-04-23      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                                  | CUSIP: 693475BE4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149382.00    | 0.00%             | 2033-06-06      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                                  | CUSIP: 693475BJ3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    250000 | PA      | $270965.00    | 0.00%             | 2033-10-28      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                                  | CUSIP: 693475BK0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256285.00    | 0.00%             | 2028-12-02      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                                  | CUSIP: 693475BM6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256977.50    | 0.00%             | 2034-01-24      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                                  | CUSIP: 693475BR5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    400000 | PA      | $414796.00    | 0.01%             | 2029-06-12      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                                  | CUSIP: 693475BS3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    150000 | PA      | $162049.50    | 0.00%             | 2034-08-18      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                                  | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    400000 | PA      | $455176.00    | 0.01%             | 2034-10-20      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                                  | CUSIP: 693475BV6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202714.00    | 0.00%             | 2028-01-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                                  | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    250000 | PA      | $264927.50    | 0.00%             | 2035-01-22      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                                  | CUSIP: 693475BX2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    300000 | PA      | $312888.00    | 0.01%             | 2030-05-14      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                                  | CUSIP: 693475BZ7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    250000 | PA      | $260660.00    | 0.00%             | 2035-07-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                                  | CUSIP: 693475CA1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255202.50    | 0.00%             | 2032-10-21      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                                  | CUSIP: 693475CB9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207420.00    | 0.00%             | 2031-01-29      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                                  | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    300000 | PA      | $315594.00    | 0.01%             | 2036-01-29      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                                  | CUSIP: 693475CD5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205114.00    | 0.00%             | 2031-05-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                                  | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    270000 | PA      | $279995.40    | 0.00%             | 2036-07-21      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                                                      | PNC Bank NA                                                                           | CUSIP: 69349LAR9<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250205.00    | 0.00%             | 2028-07-26      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                                                      | PNC Bank NA                                                                           | CUSIP: 69349LAS7<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    250000 | PA      | $236795.00    | 0.00%             | 2029-10-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PPG INDUSTRIES INC                                                               | PPG Industries Inc                                                                    | CUSIP: 693506BP1<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99745.00     | 0.00%             | 2028-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PPG INDUSTRIES INC                                                               | PPG Industries Inc                                                                    | CUSIP: 693506BR7<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95465.00     | 0.00%             | 2029-08-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| PPG INDUSTRIES INC                                                               | PPG Industries Inc                                                                    | CUSIP: 693506BS5<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93268.00     | 0.00%             | 2030-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                                           | PPL Electric Utilities Corp                                                           | CUSIP: 69351UAR4<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46526.50     | 0.00%             | 2043-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                                           | PPL Electric Utilities Corp                                                           | CUSIP: 69351UAS2<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85453.00     | 0.00%             | 2044-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                                           | PPL Electric Utilities Corp                                                           | CUSIP: 69351UAU7<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    150000 | PA      | $122982.00    | 0.00%             | 2047-06-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                                           | PPL Electric Utilities Corp                                                           | CUSIP: 69351UAV5<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83799.00     | 0.00%             | 2048-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                                           | PPL Electric Utilities Corp                                                           | CUSIP: 69351UBA0<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154977.00    | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                                           | PPL Electric Utilities Corp                                                           | CUSIP: 69351UBB8<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147025.50    | 0.00%             | 2053-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                                           | PPL Electric Utilities Corp                                                           | CUSIP: 69351UBC6<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153247.50    | 0.00%             | 2034-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                                           | PPL Electric Utilities Corp                                                           | CUSIP: 69351UBD4<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101393.00    | 0.00%             | 2055-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PPL CAPITAL FUNDING INC                                                          | PPL Capital Funding Inc                                                               | CUSIP: 69352PAQ6<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99660.00     | 0.00%             | 2030-04-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PPL CAPITAL FUNDING INC                                                          | PPL Capital Funding Inc                                                               | CUSIP: 69352PAT0<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154647.00    | 0.00%             | 2034-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                                                      | PNC Bank NA                                                                           | CUSIP: 69353RFG8<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246680.00    | 0.00%             | 2027-10-25      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                                                      | PNC Bank NA                                                                           | CUSIP: 69353RFZ6<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251630.00    | 0.00%             | 2028-07-21      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                                          | Duke Energy Indiana LLC                                                               | CUSIP: 693627AY7<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    100000 | PA      | $109456.00    | 0.00%             | 2035-10-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PVH CORP                                                                         | PVH Corp                                                                              | CUSIP: 693656AE0<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91988.10     | 0.00%             | 2030-06-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                                            | PACCAR Financial Corp                                                                 | CUSIP: 69371RR65<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97940.00     | 0.00%             | 2027-02-04      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                                            | PACCAR Financial Corp                                                                 | CUSIP: 69371RS72<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101261.00    | 0.00%             | 2026-11-09      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                                            | PACCAR Financial Corp                                                                 | CUSIP: 69371RS80<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51124.50     | 0.00%             | 2029-01-31      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                                            | PACCAR Financial Corp                                                                 | CUSIP: 69371RS98<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104112.00    | 0.00%             | 2034-03-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                                            | PACCAR Financial Corp                                                                 | CUSIP: 69371RT22<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101796.00    | 0.00%             | 2027-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                                            | PACCAR Financial Corp                                                                 | CUSIP: 69371RT30<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101216.00    | 0.00%             | 2027-08-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                                            | PACCAR Financial Corp                                                                 | CUSIP: 69371RT48<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100458.00    | 0.00%             | 2029-09-26      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                                            | PACCAR Financial Corp                                                                 | CUSIP: 69371RT55<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50346.50     | 0.00%             | 2026-11-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                                            | PACCAR Financial Corp                                                                 | CUSIP: 69371RT63<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101685.00    | 0.00%             | 2028-03-03      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                                            | PACCAR Financial Corp                                                                 | CUSIP: 69371RT71<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102116.00    | 0.00%             | 2030-05-08      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                                            | PACCAR Financial Corp                                                                 | CUSIP: 69371RT89<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70570.50     | 0.00%             | 2027-06-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                                            | PACCAR Financial Corp                                                                 | CUSIP: 69371RT97<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120740.40    | 0.00%             | 2028-08-08      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                           | CUSIP: 694308GZ4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     75000 | PA      | $63112.50     | 0.00%             | 2042-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                           | CUSIP: 694308HA8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     50000 | PA      | $38412.50     | 0.00%             | 2042-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                           | CUSIP: 694308HD2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     75000 | PA      | $63813.00     | 0.00%             | 2043-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                           | CUSIP: 694308HH3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85897.00     | 0.00%             | 2044-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                           | CUSIP: 694308HL4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80715.00     | 0.00%             | 2045-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                           | CUSIP: 694308HN0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79475.00     | 0.00%             | 2046-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                           | CUSIP: 694308HR1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $76442.00     | 0.00%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                           | CUSIP: 694308HS9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98818.00     | 0.00%             | 2027-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                           | CUSIP: 694308HW0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245835.00    | 0.00%             | 2027-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                           | CUSIP: 694308HY6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $151258.00    | 0.00%             | 2047-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                           | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193132.00    | 0.00%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                           | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    350000 | PA      | $315252.00    | 0.01%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                           | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    175000 | PA      | $133946.75    | 0.00%             | 2040-08-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                           | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    350000 | PA      | $241136.00    | 0.00%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                           | CUSIP: 694308JK4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197300.00    | 0.00%             | 2028-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                           | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    550000 | PA      | $548487.50    | 0.01%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                           | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    550000 | PA      | $474815.00    | 0.01%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                           | CUSIP: 694308JQ1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    350000 | PA      | $308178.50    | 0.01%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                           | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    175000 | PA      | $162608.25    | 0.00%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                           | CUSIP: 694308JU2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83336.00     | 0.00%             | 2041-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                           | CUSIP: 694308JW8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145230.00    | 0.00%             | 2028-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                           | CUSIP: 694308KB2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74751.00     | 0.00%             | 2029-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                           | CUSIP: 694308KC0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97673.00     | 0.00%             | 2032-03-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                           | CUSIP: 694308KD8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88914.00     | 0.00%             | 2052-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                           | CUSIP: 694308KF3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101559.00    | 0.00%             | 2027-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                           | CUSIP: 694308KG1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105193.00    | 0.00%             | 2032-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                           | CUSIP: 694308KH9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    250000 | PA      | $271580.00    | 0.00%             | 2053-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                           | CUSIP: 694308KJ5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $160042.50    | 0.00%             | 2033-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                           | CUSIP: 694308KK2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $161103.00    | 0.00%             | 2053-04-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                           | CUSIP: 694308KL0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209214.00    | 0.00%             | 2029-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                           | CUSIP: 694308KM8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $216978.00    | 0.00%             | 2033-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                           | CUSIP: 694308KP1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $168052.50    | 0.00%             | 2034-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                           | CUSIP: 694308KQ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206976.00    | 0.00%             | 2029-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                           | CUSIP: 694308KR7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208876.00    | 0.00%             | 2034-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                           | CUSIP: 694308KT3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    125000 | PA      | $122291.25    | 0.00%             | 2054-10-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                           | CUSIP: 694308KU0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    175000 | PA      | $181014.75    | 0.00%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                           | CUSIP: 694308KV8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126517.50    | 0.00%             | 2055-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                           | CUSIP: 694308KW6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71122.80     | 0.00%             | 2028-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                           | CUSIP: 694308KX4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    160000 | PA      | $169118.40    | 0.00%             | 2035-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                           | CUSIP: 694308KY2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151249.50    | 0.00%             | 2032-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                           | CUSIP: 694308KZ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125827.50    | 0.00%             | 2055-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                            | CUSIP: 695114BT4<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $114965.00    | 0.00%             | 2031-11-15      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                            | CUSIP: 695114BZ0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75668.25     | 0.00%             | 2035-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                            | CUSIP: 695114CB2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105517.00    | 0.00%             | 2036-08-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                            | CUSIP: 695114CD8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102989.00    | 0.00%             | 2037-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                            | CUSIP: 695114CG1<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105651.00    | 0.00%             | 2037-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                            | CUSIP: 695114CJ5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105858.00    | 0.00%             | 2038-07-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                            | CUSIP: 695114CL0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    130000 | PA      | $133439.80    | 0.00%             | 2039-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                            | CUSIP: 695114CN6<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     75000 | PA      | $60300.00     | 0.00%             | 2042-02-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                            | CUSIP: 695114CT3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     75000 | PA      | $57375.00     | 0.00%             | 2049-01-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                            | CUSIP: 695114CU0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97225.00     | 0.00%             | 2029-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                            | CUSIP: 695114CV8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    150000 | PA      | $114367.50    | 0.00%             | 2050-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                            | CUSIP: 695114CW6<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     75000 | PA      | $69207.00     | 0.00%             | 2030-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                            | CUSIP: 695114CX4<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $64935.00     | 0.00%             | 2051-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                            | CUSIP: 695114CY2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $59790.00     | 0.00%             | 2052-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                            | CUSIP: 695114CZ9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178892.00    | 0.00%             | 2053-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                            | CUSIP: 695114DA3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    175000 | PA      | $160522.25    | 0.00%             | 2054-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                            | CUSIP: 695114DB1<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102010.00    | 0.00%             | 2029-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                            | CUSIP: 695114DC9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154915.50    | 0.00%             | 2031-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                            | CUSIP: 695114DD7<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204602.00    | 0.00%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                            | CUSIP: 695114DE5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    275000 | PA      | $262644.25    | 0.00%             | 2055-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERIC                                                         | Packaging Corp of America                                                             | CUSIP: 695156AT6<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74334.00     | 0.00%             | 2027-12-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERIC                                                         | Packaging Corp of America                                                             | CUSIP: 695156AU3<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143838.00    | 0.00%             | 2029-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERIC                                                         | Packaging Corp of America                                                             | CUSIP: 695156AW9<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |    150000 | PA      | $99150.00     | 0.00%             | 2051-10-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERIC                                                         | Packaging Corp of America                                                             | CUSIP: 695156AY5<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153736.50    | 0.00%             | 2035-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                                               | Panama Government International Bond                                                  | CUSIP: 698299AD6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    250000 | PA      | $268327.50    | 0.00%             | 2027-09-30      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                                               | Panama Government International Bond                                                  | CUSIP: 698299AK0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    300000 | PA      | $340776.00    | 0.01%             | 2029-04-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                            | Panama Government International Bonds                                                 | CUSIP: 698299AW4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    131000 | PA      | $139343.39    | 0.00%             | 2036-01-26      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                            | Panama Government International Bonds                                                 | CUSIP: 698299BB9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    400000 | PA      | $296392.00    | 0.01%             | 2053-04-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                            | Panama Government International Bonds                                                 | CUSIP: 698299BF0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $196414.00    | 0.00%             | 2028-03-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                            | Panama Government International Bonds                                                 | CUSIP: 698299BG8<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    250000 | PA      | $196645.00    | 0.00%             | 2047-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                            | Panama Government International Bonds                                                 | CUSIP: 698299BH6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    400000 | PA      | $305356.00    | 0.01%             | 2050-04-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                            | Panama Government International Bonds                                                 | CUSIP: 698299BK9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $186556.00    | 0.00%             | 2030-01-23      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                            | Panama Government International Bonds                                                 | CUSIP: 698299BL7<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    650000 | PA      | $429026.00    | 0.01%             | 2060-07-23      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                            | Panama Government International Bonds                                                 | CUSIP: 698299BM5<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    350000 | PA      | $260928.50    | 0.00%             | 2056-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                            | Panama Government International Bonds                                                 | CUSIP: 698299BN3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    600000 | PA      | $490872.00    | 0.01%             | 2032-09-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                            | Panama Government International Bonds                                                 | CUSIP: 698299BR4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $174322.00    | 0.00%             | 2033-01-19      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                            | Panama Government International Bonds                                                 | CUSIP: 698299BS2<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    250000 | PA      | $184910.00    | 0.00%             | 2063-01-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                            | Panama Government International Bonds                                                 | CUSIP: 698299BT0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    450000 | PA      | $469854.00    | 0.01%             | 2035-02-14      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                            | Panama Government International Bonds                                                 | CUSIP: 698299BV5<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $207286.00    | 0.00%             | 2054-03-28      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                            | Panama Government International Bonds                                                 | CUSIP: 698299BW3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $214482.00    | 0.00%             | 2036-01-31      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                            | Panama Government International Bonds                                                 | CUSIP: 698299BX1<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $220428.00    | 0.00%             | 2031-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                            | Panama Government International Bonds                                                 | CUSIP: 698299BY9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $230720.00    | 0.00%             | 2038-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                            | Panama Government International Bonds                                                 | CUSIP: 698299BZ6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $231822.00    | 0.00%             | 2057-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                      | Ovintiv Inc                                                                           | CUSIP: 698900AG2<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     75000 | PA      | $83365.50     | 0.00%             | 2031-11-01      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                             | Parker-Hannifin Corp                                                                  | CUSIP: 701094AJ3<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99271.00     | 0.00%             | 2027-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                             | Parker-Hannifin Corp                                                                  | CUSIP: 701094AL8<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84387.00     | 0.00%             | 2047-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                             | Parker-Hannifin Corp                                                                  | CUSIP: 701094AN4<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146466.00    | 0.00%             | 2029-06-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                             | Parker-Hannifin Corp                                                                  | CUSIP: 701094AP9<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    200000 | PA      | $163846.00    | 0.00%             | 2049-06-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                             | Parker-Hannifin Corp                                                                  | CUSIP: 701094AR5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201432.00    | 0.00%             | 2027-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                             | Parker-Hannifin Corp                                                                  | CUSIP: 701094AS3<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203400.00    | 0.00%             | 2029-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                             | Parker-Hannifin Corp                                                                  | CUSIP: 70109HAJ4<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     50000 | PA      | $56408.50     | 0.00%             | 2038-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                             | Parker-Hannifin Corp                                                                  | CUSIP: 70109HAM7<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97949.00     | 0.00%             | 2034-11-21      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                             | Parker-Hannifin Corp                                                                  | CUSIP: 70109HAN5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89485.00     | 0.00%             | 2044-11-21      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PARTNERRE FINANCE B LLC                                                          | PartnerRe Finance B LLC                                                               | CUSIP: 70213BAB7<br>LEI: 549300O0FAGHK2F79881 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98194.00     | 0.00%             | 2029-07-02      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PARTNERRE FINANCE B LLC                                                          | PartnerRe Finance B LLC                                                               | CUSIP: 70213BAC5<br>LEI: 549300O0FAGHK2F79881 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70919.25     | 0.00%             | 2050-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MASS GENERAL BRIGHAM INC                                                         | Mass General Brigham Inc                                                              | CUSIP: 70213HAC2<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82963.00     | 0.00%             | 2055-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| MASS GENERAL BRIGHAM INC                                                         | Mass General Brigham Inc                                                              | CUSIP: 70213HAD0<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79284.00     | 0.00%             | 2048-07-01      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| MASS GENERAL BRIGHAM INC                                                         | Mass General Brigham Inc                                                              | CUSIP: 70213HAF5<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $67550.00     | 0.00%             | 2060-07-01      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| PATTERSON-UTI ENERGY INC                                                         | Patterson-UTI Energy Inc                                                              | CUSIP: 703481AB7<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73941.00     | 0.00%             | 2028-02-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PATTERSON-UTI ENERGY INC                                                         | Patterson-UTI Energy Inc                                                              | CUSIP: 703481AD3<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106959.00    | 0.00%             | 2033-10-01      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                                                      | Paychex Inc                                                                           | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257080.00    | 0.00%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                                                      | Paychex Inc                                                                           | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    250000 | PA      | $260122.50    | 0.00%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                                                      | Paychex Inc                                                                           | CUSIP: 704326AC1<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210124.00    | 0.00%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                              | PayPal Holdings Inc                                                                   | CUSIP: 70450YAE3<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    300000 | PA      | $287517.00    | 0.01%             | 2029-10-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                              | PayPal Holdings Inc                                                                   | CUSIP: 70450YAH6<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185408.00    | 0.00%             | 2030-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                              | PayPal Holdings Inc                                                                   | CUSIP: 70450YAJ2<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    150000 | PA      | $104569.50    | 0.00%             | 2050-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                              | PayPal Holdings Inc                                                                   | CUSIP: 70450YAK9<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100085.00    | 0.00%             | 2027-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                              | PayPal Holdings Inc                                                                   | CUSIP: 70450YAL7<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200668.00    | 0.00%             | 2032-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                              | PayPal Holdings Inc                                                                   | CUSIP: 70450YAM5<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    175000 | PA      | $163028.25    | 0.00%             | 2052-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                              | PayPal Holdings Inc                                                                   | CUSIP: 70450YAN3<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70297.50     | 0.00%             | 2062-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                              | PayPal Holdings Inc                                                                   | CUSIP: 70450YAP8<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154926.00    | 0.00%             | 2034-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                              | PayPal Holdings Inc                                                                   | CUSIP: 70450YAQ6<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74301.75     | 0.00%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                              | PayPal Holdings Inc                                                                   | CUSIP: 70450YAS2<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101298.00    | 0.00%             | 2028-03-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                              | PayPal Holdings Inc                                                                   | CUSIP: 70450YAT0<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102374.00    | 0.00%             | 2035-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PEACEHEALTH OBLIGATED GR                                                         | PeaceHealth Obligated Group                                                           | CUSIP: 70462GAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $66164.25     | 0.00%             | 2048-11-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| PEACEHEALTH OBLIGATED GR                                                         | PeaceHealth Obligated Group                                                           | CUSIP: 70462GAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $66546.00     | 0.00%             | 2050-11-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| Pennsylvania State University/The                                                | Pennsylvania State University                                                         | CUSIP: 709235T88<br>LEI: 549300QDK4O4XCJ47X56 | Long             | DBT              | MUN               | US        |    150000 | PA      | $102536.70    | 0.00%             | 2050-09-01      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| PENTAIR FINANCE SARL                                                             | Pentair Finance Sarl                                                                  | CUSIP: 709629AR0<br>LEI: 549300H2U8U8TZPV3T89 | Long             | DBT              | CORP              | LU        |     75000 | PA      | $75617.25     | 0.00%             | 2029-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PENTAIR FINANCE SARL                                                             | Pentair Finance Sarl                                                                  | CUSIP: 709629AS8<br>LEI: 549300H2U8U8TZPV3T89 | Long             | DBT              | CORP              | LU        |     50000 | PA      | $53222.50     | 0.00%             | 2032-07-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                           | CUSIP: 713448BP2<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    150000 | PA      | $159190.50    | 0.00%             | 2040-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                           | CUSIP: 713448BS6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74097.75     | 0.00%             | 2040-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                           | CUSIP: 713448BZ0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87535.00     | 0.00%             | 2042-03-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                           | CUSIP: 713448CC0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     75000 | PA      | $62111.25     | 0.00%             | 2042-08-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                           | CUSIP: 713448DD7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    200000 | PA      | $180288.00    | 0.00%             | 2046-04-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                           | CUSIP: 713448DP0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    150000 | PA      | $115813.50    | 0.00%             | 2046-10-06      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                           | CUSIP: 713448DV7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83469.00     | 0.00%             | 2047-05-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                           | CUSIP: 713448DY1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247107.50    | 0.00%             | 2027-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                           | CUSIP: 713448EG9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    150000 | PA      | $164187.00    | 0.00%             | 2029-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                           | CUSIP: 713448EL8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    250000 | PA      | $239257.50    | 0.00%             | 2029-07-29      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                           | CUSIP: 713448EM6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     75000 | PA      | $55517.25     | 0.00%             | 2049-07-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                           | CUSIP: 713448EP9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    150000 | PA      | $101409.00    | 0.00%             | 2049-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                           | CUSIP: 713448ER5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147910.50    | 0.00%             | 2027-03-19      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                           | CUSIP: 713448ES3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    300000 | PA      | $285612.00    | 0.01%             | 2030-03-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                           | CUSIP: 713448ET1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42830.50     | 0.00%             | 2040-03-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                           | CUSIP: 713448EU8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    200000 | PA      | $154610.00    | 0.00%             | 2050-03-19      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                           | CUSIP: 713448EV6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77869.00     | 0.00%             | 2060-03-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                           | CUSIP: 713448EZ7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    200000 | PA      | $181602.00    | 0.00%             | 2030-05-01      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                           | CUSIP: 713448FA1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    200000 | PA      | $175546.00    | 0.00%             | 2031-02-25      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                           | CUSIP: 713448FE3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    250000 | PA      | $222510.00    | 0.00%             | 2031-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                           | CUSIP: 713448FF0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    150000 | PA      | $110455.50    | 0.00%             | 2041-10-21      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                           | CUSIP: 713448FG8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    150000 | PA      | $96757.50     | 0.00%             | 2051-10-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                           | CUSIP: 713448FL7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149649.00    | 0.00%             | 2028-02-18      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                           | CUSIP: 713448FM5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197624.00    | 0.00%             | 2032-07-18      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                           | CUSIP: 713448FN3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83786.00     | 0.00%             | 2052-07-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                           | CUSIP: 713448FS2<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153289.50    | 0.00%             | 2033-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                           | CUSIP: 713448FT0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90175.00     | 0.00%             | 2053-02-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                           | CUSIP: 713448FW3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151701.00    | 0.00%             | 2026-11-10      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                           | CUSIP: 713448FX1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153412.50    | 0.00%             | 2029-07-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                           | CUSIP: 713448FY9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102923.00    | 0.00%             | 2034-07-17      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                           | CUSIP: 713448FZ6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99061.00     | 0.00%             | 2054-07-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                           | CUSIP: 713448GA0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152328.00    | 0.00%             | 2028-02-07      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                           | CUSIP: 713448GB8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205154.00    | 0.00%             | 2030-02-07      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                           | CUSIP: 713448GC6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    225000 | PA      | $232744.50    | 0.00%             | 2035-02-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                           | CUSIP: 713448GH5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121690.80    | 0.00%             | 2030-07-23      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                           | CUSIP: 713448GJ1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153904.50    | 0.00%             | 2032-07-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                           | CUSIP: 713448GK8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    220000 | PA      | $226958.60    | 0.00%             | 2035-07-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                           | CUSIP: 713448GL6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    130000 | PA      | $130904.80    | 0.00%             | 2029-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PEPSICO SINGAPORE FIN                                                            | Pepsico Singapore Financing I Pte Ltd                                                 | CUSIP: 713466AA8<br>LEI: 254900DOMTCMUFROFJ76 | Long             | DBT              | CORP              | SG        |    100000 | PA      | $100985.00    | 0.00%             | 2027-02-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PEPSICO SINGAPORE FIN                                                            | Pepsico Singapore Financing I Pte Ltd                                                 | CUSIP: 713466AD2<br>LEI: 254900DOMTCMUFROFJ76 | Long             | DBT              | CORP              | SG        |    100000 | PA      | $101325.00    | 0.00%             | 2034-02-16      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                                                                      | Revvity Inc                                                                           | CUSIP: 714046AG4<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144814.50    | 0.00%             | 2029-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                                                                      | Revvity Inc                                                                           | CUSIP: 714046AH2<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90578.00     | 0.00%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                                                                      | Revvity Inc                                                                           | CUSIP: 714046AJ8<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |     50000 | PA      | $36083.50     | 0.00%             | 2051-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                                                                      | Revvity Inc                                                                           | CUSIP: 714046AM1<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94063.00     | 0.00%             | 2028-09-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                                                                      | Revvity Inc                                                                           | CUSIP: 714046AN9<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |     75000 | PA      | $66236.25     | 0.00%             | 2031-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                                              | Peru Government International Bonds                                                   | CUSIP: 715638AP7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    450000 | PA      | $570645.00    | 0.01%             | 2033-11-21      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                                              | Peru Government International Bonds                                                   | CUSIP: 715638AU6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    300000 | PA      | $335652.00    | 0.01%             | 2037-03-14      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                                              | Peru Government International Bonds                                                   | CUSIP: 715638BM3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    395000 | PA      | $392416.70    | 0.01%             | 2050-11-18      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                                 | Peruvian Government International Bond                                                | CUSIP: 715638DA7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    200000 | PA      | $188602.00    | 0.00%             | 2030-06-20      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                                              | Peru Government International Bonds                                                   | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    400000 | PA      | $371568.00    | 0.01%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                                              | Peru Government International Bonds                                                   | CUSIP: 715638DP4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    300000 | PA      | $249936.00    | 0.00%             | 2032-12-01      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                                              | Peru Government International Bonds                                                   | CUSIP: 715638DQ2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    250000 | PA      | $141092.50    | 0.00%             | 2060-12-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                                              | Peru Government International Bonds                                                   | CUSIP: 715638DR0<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    200000 | PA      | $113224.00    | 0.00%             | 2121-07-28      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                                              | Peru Government International Bonds                                                   | CUSIP: 715638DS8<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    250000 | PA      | $195635.00    | 0.00%             | 2041-03-11      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                                              | Peru Government International Bonds                                                   | CUSIP: 715638DT6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    350000 | PA      | $251538.00    | 0.00%             | 2051-03-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                                              | Peru Government International Bonds                                                   | CUSIP: 715638DU3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    400000 | PA      | $350040.00    | 0.01%             | 2034-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                                              | Peru Government International Bonds                                                   | CUSIP: 715638DW9<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    200000 | PA      | $129500.00    | 0.00%             | 2072-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                                              | Peru Government International Bonds                                                   | CUSIP: 715638EB4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    200000 | PA      | $205804.00    | 0.00%             | 2035-02-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                                              | Peru Government International Bonds                                                   | CUSIP: 715638EC2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    300000 | PA      | $302463.00    | 0.01%             | 2054-08-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                                 | Peruvian Government International Bond                                                | CUSIP: 715638FC1<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    388000 | PA      | $399310.20    | 0.01%             | 2036-03-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                                 | Peruvian Government International Bond                                                | CUSIP: 715638FD9<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    200000 | PA      | $209946.00    | 0.00%             | 2055-06-30      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                                                | Suncor Energy Inc                                                                     | CUSIP: 71644EAJ1<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |     96000 | PA      | $106844.16    | 0.00%             | 2038-05-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                                          | Pfizer Investment Enterprises Pte Ltd                                                 | CUSIP: 716973AC6<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    700000 | PA      | $708722.00    | 0.01%             | 2028-05-19      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                                          | Pfizer Investment Enterprises Pte Ltd                                                 | CUSIP: 716973AD4<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    550000 | PA      | $563464.00    | 0.01%             | 2030-05-19      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                                          | Pfizer Investment Enterprises Pte Ltd                                                 | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    900000 | PA      | $917901.00    | 0.02%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                                          | Pfizer Investment Enterprises Pte Ltd                                                 | CUSIP: 716973AF9<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    525000 | PA      | $512373.75    | 0.01%             | 2043-05-19      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                                          | Pfizer Investment Enterprises Pte Ltd                                                 | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   1075000 | PA      | $1042115.75   | 0.02%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                                          | Pfizer Investment Enterprises Pte Ltd                                                 | CUSIP: 716973AH5<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    725000 | PA      | $689902.75    | 0.01%             | 2063-05-19      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                            | CUSIP: 717081CY7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    460000 | PA      | $557423.40    | 0.01%             | 2039-03-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                            | CUSIP: 717081DE0<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88823.00     | 0.00%             | 2043-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                            | CUSIP: 717081DK6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    180000 | PA      | $163454.40    | 0.00%             | 2044-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                            | CUSIP: 717081DT7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    125000 | PA      | $131101.25    | 0.00%             | 2040-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                            | CUSIP: 717081EA7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248242.50    | 0.00%             | 2026-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                            | CUSIP: 717081EC3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142104.00    | 0.00%             | 2036-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                            | CUSIP: 717081ED1<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $168430.00    | 0.00%             | 2046-12-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                            | CUSIP: 717081EJ8<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $138729.00    | 0.00%             | 2038-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                            | CUSIP: 717081EK5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $169012.00    | 0.00%             | 2048-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                            | CUSIP: 717081EP4<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199728.00    | 0.00%             | 2028-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                            | CUSIP: 717081ET6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    300000 | PA      | $296781.00    | 0.01%             | 2029-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                            | CUSIP: 717081EU3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    125000 | PA      | $112251.25    | 0.00%             | 2039-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                            | CUSIP: 717081EV1<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    250000 | PA      | $204345.00    | 0.00%             | 2049-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                            | CUSIP: 717081EW9<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189250.00    | 0.00%             | 2030-04-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                            | CUSIP: 717081EY5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $181380.00    | 0.00%             | 2030-05-28      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                            | CUSIP: 717081EZ2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $149030.00    | 0.00%             | 2040-05-28      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                            | CUSIP: 717081FA6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $127978.00    | 0.00%             | 2050-05-28      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                            | CUSIP: 717081FB4<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $177150.00    | 0.00%             | 2031-08-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PHARMACIA LLC                                                                    | Pharmacia LLC                                                                         | CUSIP: 71713UAW2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $161358.00    | 0.00%             | 2028-12-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                       | CUSIP: 718172AC3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    250000 | PA      | $281672.50    | 0.01%             | 2038-05-16      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                       | CUSIP: 718172AM1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89736.00     | 0.00%             | 2041-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                       | CUSIP: 718172AP4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90554.00     | 0.00%             | 2042-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                       | CUSIP: 718172AU3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $167022.00    | 0.00%             | 2042-08-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                       | CUSIP: 718172AW9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    175000 | PA      | $150580.50    | 0.00%             | 2043-03-04      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                       | CUSIP: 718172BD0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    175000 | PA      | $164015.25    | 0.00%             | 2043-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                       | CUSIP: 718172BL2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $172648.00    | 0.00%             | 2044-11-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                       | CUSIP: 718172CE7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98261.00     | 0.00%             | 2028-03-02      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                       | CUSIP: 718172CJ6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146418.00    | 0.00%             | 2029-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                       | CUSIP: 718172CP2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    150000 | PA      | $137551.50    | 0.00%             | 2030-05-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                       | CUSIP: 718172CS6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    150000 | PA      | $133795.50    | 0.00%             | 2030-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                       | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    300000 | PA      | $306432.00    | 0.01%             | 2027-11-17      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                       | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    250000 | PA      | $263427.50    | 0.00%             | 2029-11-17      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                       | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    300000 | PA      | $322299.00    | 0.01%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                       | CUSIP: 718172CZ0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    275000 | PA      | $280271.75    | 0.00%             | 2028-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                       | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    375000 | PA      | $388642.50    | 0.01%             | 2030-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                       | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    400000 | PA      | $419564.00    | 0.01%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                       | CUSIP: 718172DC0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154869.00    | 0.00%             | 2028-09-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                       | CUSIP: 718172DD8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    125000 | PA      | $131807.50    | 0.00%             | 2030-09-07      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                       | CUSIP: 718172DE6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    150000 | PA      | $159892.50    | 0.00%             | 2033-09-07      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                       | CUSIP: 718172DF3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100993.00    | 0.00%             | 2027-02-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                       | CUSIP: 718172DG1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204766.00    | 0.00%             | 2029-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                       | CUSIP: 718172DH9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208018.00    | 0.00%             | 2031-02-13      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                       | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    300000 | PA      | $311526.00    | 0.01%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                       | CUSIP: 718172DM8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151345.50    | 0.00%             | 2027-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                       | CUSIP: 718172DN6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127342.50    | 0.00%             | 2029-11-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                       | CUSIP: 718172DP1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127917.50    | 0.00%             | 2031-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                       | CUSIP: 718172DQ9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126803.75    | 0.00%             | 2034-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                       | CUSIP: 718172DR7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200902.00    | 0.00%             | 2028-04-28      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                       | CUSIP: 718172DT3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201560.00    | 0.00%             | 2030-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                       | CUSIP: 718172DU0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101001.00    | 0.00%             | 2035-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                       | CUSIP: 718172DX4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99769.00     | 0.00%             | 2028-10-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                       | CUSIP: 718172DY2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99111.00     | 0.00%             | 2030-10-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                       | CUSIP: 718172DZ9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148036.50    | 0.00%             | 2032-10-29      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                       | CUSIP: 718172EA3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147751.50    | 0.00%             | 2035-10-29      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                            | CUSIP: 718286AY3<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    250000 | PA      | $300970.00    | 0.01%             | 2030-02-02      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                            | CUSIP: 718286BB2<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    350000 | PA      | $407473.50    | 0.01%             | 2031-01-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                            | CUSIP: 718286BD8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    300000 | PA      | $332910.00    | 0.01%             | 2032-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                            | CUSIP: 718286BG1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    400000 | PA      | $450328.00    | 0.01%             | 2034-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                            | CUSIP: 718286BW6<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $203274.00    | 0.00%             | 2037-01-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                            | CUSIP: 718286BZ9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    400000 | PA      | $357136.00    | 0.01%             | 2040-01-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                            | CUSIP: 718286CA3<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    550000 | PA      | $465267.00    | 0.01%             | 2041-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                            | CUSIP: 718286CB1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    400000 | PA      | $334440.00    | 0.01%             | 2042-02-02      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                            | CUSIP: 718286CC9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    400000 | PA      | $391444.00    | 0.01%             | 2028-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                            | CUSIP: 718286CG0<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $197878.00    | 0.00%             | 2029-01-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                            | CUSIP: 718286CH8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $142540.00    | 0.00%             | 2045-05-05      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                            | CUSIP: 718286CJ4<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $186556.00    | 0.00%             | 2030-05-05      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                            | CUSIP: 718286CL9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $134404.00    | 0.00%             | 2045-12-10      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                          | Philippine Government International Bond                                              | CUSIP: 718286CN5<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $174394.00    | 0.00%             | 2032-01-06      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                            | CUSIP: 718286CP0<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    500000 | PA      | $364070.00    | 0.01%             | 2046-07-06      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                          | Philippine Government International Bond                                              | CUSIP: 718286CQ8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $198014.00    | 0.00%             | 2027-03-29      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                          | Philippine Government International Bond                                              | CUSIP: 718286CR6<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $189738.00    | 0.00%             | 2032-09-29      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                          | Philippine Government International Bond                                              | CUSIP: 718286CT2<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $213124.00    | 0.00%             | 2033-04-13      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                            | CUSIP: 718286CW5<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $205476.00    | 0.00%             | 2033-07-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                            | CUSIP: 718286CX3<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $202728.00    | 0.00%             | 2048-01-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                            | CUSIP: 718286DA2<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $208366.00    | 0.00%             | 2034-05-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                            | CUSIP: 718286DB0<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $203996.00    | 0.00%             | 2049-05-14      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                            | CUSIP: 718286DC8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $200886.00    | 0.00%             | 2035-03-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                          | Philippine Government International Bond                                              | CUSIP: 718286DD6<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $193072.00    | 0.00%             | 2049-09-05      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                            | CUSIP: 718286DG9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $212220.00    | 0.00%             | 2035-02-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                            | CUSIP: 718286DH7<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $211964.00    | 0.00%             | 2050-02-04      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| PHILLIPS EDISON GROCERY                                                          | Phillips Edison Grocery Center Operating Partnership I LP                             | CUSIP: 71845JAA6<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              |  | US        |    100000 | PA      | $89912.00     | 0.00%             | 2031-11-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| PHILLIPS EDISON GROCERY                                                          | Phillips Edison Grocery Center Operating Partnership I LP                             | CUSIP: 71845JAB4<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              |  | US        |     50000 | PA      | $52617.50     | 0.00%             | 2034-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PHILLIPS EDISON GROCERY                                                          | Phillips Edison Grocery Center Operating Partnership I LP                             | CUSIP: 71845JAC2<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              |  | US        |     50000 | PA      | $49703.00     | 0.00%             | 2035-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PHILLIPS EDISON GROCERY                                                          | Phillips Edison Grocery Center Operating Partnership I LP                             | CUSIP: 71845JAD0<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              |  | US        |     60000 | PA      | $61586.40     | 0.00%             | 2032-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                      | Phillips 66                                                                           | CUSIP: 718546AH7<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    275000 | PA      | $279683.25    | 0.00%             | 2042-05-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                      | Phillips 66                                                                           | CUSIP: 718546AK0<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    175000 | PA      | $172401.25    | 0.00%             | 2034-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                      | Phillips 66                                                                           | CUSIP: 718546AL8<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    300000 | PA      | $267183.00    | 0.00%             | 2044-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                      | Phillips 66                                                                           | CUSIP: 718546AR5<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149373.00    | 0.00%             | 2028-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                      | Phillips 66                                                                           | CUSIP: 718546AW4<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    150000 | PA      | $134871.00    | 0.00%             | 2030-12-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                      | Phillips 66                                                                           | CUSIP: 718546BA1<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    200000 | PA      | $132966.00    | 0.00%             | 2052-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                                   | Phillips 66 Co                                                                        | CUSIP: 718547AH5<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99423.00     | 0.00%             | 2028-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                      | Phillips 66 Co                                                                        | CUSIP: 718547AK8<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96132.00     | 0.00%             | 2029-12-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                      | Phillips 66 Co                                                                        | CUSIP: 718547AM4<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85744.00     | 0.00%             | 2045-02-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                      | Phillips 66 Co                                                                        | CUSIP: 718547AP7<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87667.00     | 0.00%             | 2046-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                                   | Phillips 66 Co                                                                        | CUSIP: 718547AR3<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155440.50    | 0.00%             | 2033-06-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                                   | Phillips 66 Co                                                                        | CUSIP: 718547AT9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152647.50    | 0.00%             | 2027-12-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                                   | Phillips 66 Co                                                                        | CUSIP: 718547AU6<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    225000 | PA      | $234882.00    | 0.00%             | 2031-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                                   | Phillips 66 Co                                                                        | CUSIP: 718547AW2<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95677.00     | 0.00%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                                   | Phillips 66 Co                                                                        | CUSIP: 718547AX0<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93301.00     | 0.00%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                                   | Phillips 66 Co                                                                        | CUSIP: 718547AY8<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100009.00    | 0.00%             | 2035-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                                   | Phillips 66 Co                                                                        | CUSIP: 718547AZ5<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    180000 | PA      | $177503.40    | 0.00%             | 2056-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                                   | Phillips 66 Co                                                                        | CUSIP: 718547BA9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    180000 | PA      | $180385.20    | 0.00%             | 2056-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| DOC DR LLC                                                                       | DOC DR LLC                                                                            | CUSIP: 71951QAA0<br>LEI: 549300P6Q1UMT0X60U20 | Long             | DBT              |  | US        |    100000 | PA      | $100120.00    | 0.00%             | 2027-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DOC DR LLC                                                                       | DOC DR LLC                                                                            | CUSIP: 71951QAC6<br>LEI: 549300P6Q1UMT0X60U20 | Long             | DBT              |  | US        |    100000 | PA      | $90039.00     | 0.00%             | 2031-11-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| PIEDMONT HEALTHCARE INC                                                          | Piedmont Healthcare Inc                                                               | CUSIP: 72014TAD1<br>LEI: 254900D1I6W7J0DSAY11 | Long             | DBT              | CORP              | US        |    200000 | PA      | $144766.00    | 0.00%             | 2042-01-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                                          | Piedmont Natural Gas Co Inc                                                           | CUSIP: 720186AK1<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $76003.00     | 0.00%             | 2046-11-01      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                                          | Piedmont Natural Gas Co Inc                                                           | CUSIP: 720186AL9<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49089.50     | 0.00%             | 2029-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                                          | Piedmont Natural Gas Co Inc                                                           | CUSIP: 720186AM7<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $70436.00     | 0.00%             | 2050-06-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                                          | Piedmont Natural Gas Co Inc                                                           | CUSIP: 720186AN5<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91063.00     | 0.00%             | 2031-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                                          | Piedmont Natural Gas Co Inc                                                           | CUSIP: 720186AP0<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45580.00     | 0.00%             | 2052-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                                          | Piedmont Natural Gas Co Inc                                                           | CUSIP: 720186AQ8<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104790.00    | 0.00%             | 2033-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                                          | Piedmont Natural Gas Co Inc                                                           | CUSIP: 720186AR6<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76863.75     | 0.00%             | 2035-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTN                                                         | Piedmont Operating Partnership LP                                                     | CUSIP: 720198AE0<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |    150000 | PA      | $137536.50    | 0.00%             | 2030-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTN                                                         | Piedmont Operating Partnership LP                                                     | CUSIP: 720198AJ9<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |     75000 | PA      | $79750.50     | 0.00%             | 2029-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                                             | Pilgrim's Pride Corp                                                                  | CUSIP: 72147KAH1<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    150000 | PA      | $138763.50    | 0.00%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                                             | Pilgrim's Pride Corp                                                                  | CUSIP: 72147KAJ7<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194890.00    | 0.00%             | 2031-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                                             | Pilgrim's Pride Corp                                                                  | CUSIP: 72147KAK4<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    150000 | PA      | $161295.00    | 0.00%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                                             | Pilgrim's Pride Corp                                                                  | CUSIP: 72147KAL2<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    100000 | PA      | $111147.00    | 0.00%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL                                                            | Pinnacle West Capital Corp                                                            | CUSIP: 723484AM3<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101768.00    | 0.00%             | 2028-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL                                                            | Pinnacle West Capital Corp                                                            | CUSIP: 723484AN1<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103405.00    | 0.00%             | 2030-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCE                                                         | Pioneer Natural Resources Co                                                          | CUSIP: 723787AQ0<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    200000 | PA      | $181226.00    | 0.00%             | 2030-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCE                                                         | Pioneer Natural Resources Co                                                          | CUSIP: 723787AR8<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    200000 | PA      | $181972.00    | 0.00%             | 2031-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| BARRICK MINING CORP                                                              | Barrick Mining Corp                                                                   | CUSIP: 725906AN1<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $167688.00    | 0.00%             | 2035-10-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                         | Plains All American Pipeline LP / PAA Finance Corp                                    | CUSIP: 72650RAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $109673.00    | 0.00%             | 2037-01-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                         | Plains All American Pipeline LP / PAA Finance Corp                                    | CUSIP: 72650RBA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $91745.00     | 0.00%             | 2042-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                         | Plains All American Pipeline LP / PAA Finance Corp                                    | CUSIP: 72650RBC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $41181.00     | 0.00%             | 2043-01-31      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                         | Plains All American Pipeline LP / PAA Finance Corp                                    | CUSIP: 72650RBE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $86202.00     | 0.00%             | 2044-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                         | Plains All American Pipeline LP / PAA Finance Corp                                    | CUSIP: 72650RBH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $132120.00    | 0.00%             | 2045-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                         | Plains All American Pipeline LP / PAA Finance Corp                                    | CUSIP: 72650RBL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $130387.40    | 0.00%             | 2026-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                         | Plains All American Pipeline LP / PAA Finance Corp                                    | CUSIP: 72650RBM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $145767.00    | 0.00%             | 2029-12-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                         | Plains All American Pipeline LP / PAA Finance Corp                                    | CUSIP: 72650RBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $145575.00    | 0.00%             | 2030-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                         | Plains All American Pipeline LP / PAA Finance Corp                                    | CUSIP: 72650RBP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $155602.50    | 0.00%             | 2034-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPE                                                         | Plains All American Pipeline LP                                                       | CUSIP: 72650RBQ4<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210050.00    | 0.00%             | 2035-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                         | Plains All American Pipeline LP / PAA Finance Corp                                    | CUSIP: 72650RBR2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $125896.25    | 0.00%             | 2031-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                         | Plains All American Pipeline LP / PAA Finance Corp                                    | CUSIP: 72650RBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $101680.00    | 0.00%             | 2036-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds                                | Republic of Poland Government International Bonds                                     | CUSIP: 731011AV4<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    400000 | PA      | $407408.00    | 0.01%             | 2033-10-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds                                | Republic of Poland Government International Bonds                                     | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    450000 | PA      | $438363.00    | 0.01%             | 2053-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds                                | Republic of Poland Government International Bonds                                     | CUSIP: 731011AX0<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    250000 | PA      | $255655.00    | 0.00%             | 2029-03-18      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds                                | Republic of Poland Government International Bonds                                     | CUSIP: 731011AY8<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    500000 | PA      | $514210.00    | 0.01%             | 2034-09-18      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds                                | Republic of Poland Government International Bonds                                     | CUSIP: 731011AZ5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    700000 | PA      | $681933.00    | 0.01%             | 2054-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| POLARIS INC                                                                      | Polaris Inc                                                                           | CUSIP: 731068AA0<br>LEI: 549300QJSN8UVWN1EI78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106405.00    | 0.00%             | 2029-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| RALPH LAUREN CORP                                                                | Ralph Lauren Corp                                                                     | CUSIP: 731572AB9<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142744.50    | 0.00%             | 2030-06-15      | Fixed         | 2.95%                 | 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        |    100000 | PA      | $66055.10     | 0.00%             | 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: 73358WCW2<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    150000 | PA      | $161981.25    | 0.00%             | 2040-11-01      | Fixed         | 5.65%                 | 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        |    100000 | PA      | $108144.20    | 0.00%             | 2040-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | Port Authority of New York & New Jersey                                               | CUSIP: 73358WEK6<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    200000 | PA      | $188828.00    | 0.00%             | 2051-10-01      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | Port Authority of New York & New Jersey                                               | CUSIP: 73358WJA3<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    450000 | PA      | $386834.85    | 0.01%             | 2062-10-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | Port Authority of New York & New Jersey                                               | CUSIP: 73358WRP1<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    100000 | PA      | $97263.90     | 0.00%             | 2046-08-01      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | Port Authority of New York & New Jersey                                               | CUSIP: 73358WXQ2<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    170000 | PA      | $155588.08    | 0.00%             | 2065-10-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Port of Morrow OR                                                                | Port of Morrow                                                                        | CUSIP: 73474TAT7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $78201.30     | 0.00%             | 2040-09-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| POTOMAC ELECTRIC POWER                                                           | Potomac Electric Power Co                                                             | CUSIP: 737679DB3<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |     75000 | PA      | $85357.50     | 0.00%             | 2037-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| POTOMAC ELECTRIC POWER                                                           | Potomac Electric Power Co                                                             | CUSIP: 737679DE7<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86033.00     | 0.00%             | 2043-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| POTOMAC ELECTRIC POWER                                                           | Potomac Electric Power Co                                                             | CUSIP: 737679DH0<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103701.00    | 0.00%             | 2034-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| POTOMAC ELECTRIC POWER                                                           | Potomac Electric Power Co                                                             | CUSIP: 737679DJ6<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74302.50     | 0.00%             | 2054-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LINDE INC/CT                                                                     | Linde Inc/CT                                                                          | CUSIP: 74005PBD5<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81453.00     | 0.00%             | 2042-11-07      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| LINDE INC/CT                                                                     | Linde Inc/CT                                                                          | CUSIP: 74005PBS2<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |    100000 | PA      | $54743.00     | 0.00%             | 2050-08-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LINDE INC/CT                                                                     | Linde Inc/CT                                                                          | CUSIP: 74005PBT0<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87782.00     | 0.00%             | 2030-08-10      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| PRECISION CASTPARTS CORP                                                         | Precision Castparts Corp                                                              | CUSIP: 740189AH8<br>LEI: 0XOOAY5P5J7Q734SEC89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85125.00     | 0.00%             | 2043-01-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PRECISION CASTPARTS CORP                                                         | Precision Castparts Corp                                                              | CUSIP: 740189AP0<br>LEI: 0XOOAY5P5J7Q734SEC89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89387.00     | 0.00%             | 2045-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PRESBYTERIAN HEALTHC SER                                                         | Presbyterian Healthcare Services                                                      | CUSIP: 74071PAB9<br>LEI: 549300PILQ3W3CCH7D05 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45643.00     | 0.00%             | 2052-08-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PRES & FELLOWS OF HARVAR                                                         | President and Fellows of Harvard College                                              | CUSIP: 740816AH6<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75603.00     | 0.00%             | 2040-10-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PRES & FELLOWS OF HARVAR                                                         | President and Fellows of Harvard College                                              | CUSIP: 740816AM5<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    100000 | PA      | $74906.00     | 0.00%             | 2046-07-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PRES & FELLOWS OF HARVAR                                                         | President and Fellows of Harvard College                                              | CUSIP: 740816AN3<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    100000 | PA      | $70893.00     | 0.00%             | 2056-07-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PRES & FELLOWS OF HARVAR                                                         | President and Fellows of Harvard College                                              | CUSIP: 740816AP8<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    100000 | PA      | $62522.00     | 0.00%             | 2050-10-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| PRES & FELLOWS OF HARVAR                                                         | President and Fellows of Harvard College                                              | CUSIP: 740816AQ6<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79008.00     | 0.00%             | 2052-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PRES & FELLOWS OF HARVAR                                                         | President and Fellows of Harvard College                                              | CUSIP: 740816AR4<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153222.00    | 0.00%             | 2035-02-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                                             | Booking Holdings Inc                                                                  | CUSIP: 741503BC9<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99215.00     | 0.00%             | 2028-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| PRIMERICA INC                                                                    | Primerica Inc                                                                         | CUSIP: 74164MAB4<br>LEI: 254900621R686KJR7022 | Long             | DBT              | CORP              | US        |    150000 | PA      | $136210.50    | 0.00%             | 2031-11-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                                          | Principal Financial Group Inc                                                         | CUSIP: 74251VAA0<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $109592.00    | 0.00%             | 2036-10-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                                          | Principal Financial Group Inc                                                         | CUSIP: 74251VAN2<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     62000 | PA      | $53294.58     | 0.00%             | 2046-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                                          | Principal Financial Group Inc                                                         | CUSIP: 74251VAR3<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147687.00    | 0.00%             | 2029-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                                          | Principal Financial Group Inc                                                         | CUSIP: 74251VAS1<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    150000 | PA      | $136611.00    | 0.00%             | 2030-06-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                                          | Principal Financial Group Inc                                                         | CUSIP: 74251VAT9<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78097.50     | 0.00%             | 2033-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                                          | Principal Financial Group Inc                                                         | CUSIP: 74251VAU6<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74841.75     | 0.00%             | 2053-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PRIVATE EXPORT FUNDING                                                           | Private Export Funding Corp                                                           | CUSIP: 742651DY5<br>LEI: CYQE6SAYPFKNQJ6FMH60 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94288.00     | 0.00%             | 2028-07-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                               | CUSIP: 742718DB2<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    100000 | PA      | $110370.00    | 0.00%             | 2034-08-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                               | CUSIP: 742718DF3<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    150000 | PA      | $164241.00    | 0.00%             | 2037-03-05      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                               | CUSIP: 742718ER6<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    241000 | PA      | $238189.94    | 0.00%             | 2026-11-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                               | CUSIP: 742718EV7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148162.50    | 0.00%             | 2027-08-11      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                               | CUSIP: 742718FB0<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78245.00     | 0.00%             | 2047-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                               | CUSIP: 742718FG9<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98935.00     | 0.00%             | 2027-03-25      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                               | CUSIP: 742718FH7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    300000 | PA      | $289812.00    | 0.01%             | 2030-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                               | CUSIP: 742718FJ3<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87367.00     | 0.00%             | 2040-03-25      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                               | CUSIP: 742718FK0<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78097.00     | 0.00%             | 2050-03-25      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                               | CUSIP: 742718FM6<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    150000 | PA      | $132427.50    | 0.00%             | 2030-10-29      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                               | CUSIP: 742718FQ7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    150000 | PA      | $135996.00    | 0.00%             | 2031-04-23      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                               | CUSIP: 742718FV6<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196014.00    | 0.00%             | 2027-02-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                               | CUSIP: 742718FW4<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183828.00    | 0.00%             | 2032-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                               | CUSIP: 742718FZ7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100693.00    | 0.00%             | 2028-01-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                               | CUSIP: 742718GA1<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150832.50    | 0.00%             | 2033-01-26      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                               | CUSIP: 742718GF0<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102037.00    | 0.00%             | 2029-01-29      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                               | CUSIP: 742718GG8<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153433.50    | 0.00%             | 2034-01-29      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                               | CUSIP: 742718GL7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76601.25     | 0.00%             | 2034-10-24      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                               | CUSIP: 742718GM5<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100756.00    | 0.00%             | 2030-05-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                               | CUSIP: 742718GN3<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153474.00    | 0.00%             | 2035-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                               | CUSIP: 742718GP8<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100040.00    | 0.00%             | 2032-11-03      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PROGRESS ENERGY INC                                                              | Progress Energy Inc                                                                   | CUSIP: 743263AE5<br>LEI: 549300FBMTW0JYWMNB26 | Long             | DBT              | CORP              | US        |    150000 | PA      | $172845.00    | 0.00%             | 2031-03-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| PROGRESS ENERGY INC                                                              | Progress Energy Inc                                                                   | CUSIP: 743263AG0<br>LEI: 549300FBMTW0JYWMNB26 | Long             | DBT              | CORP              | US        |    100000 | PA      | $112980.00    | 0.00%             | 2031-10-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PROGRESS ENERGY INC                                                              | Progress Energy Inc                                                                   | CUSIP: 743263AP0<br>LEI: 549300FBMTW0JYWMNB26 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107100.00    | 0.00%             | 2039-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                 | Progressive Corp/The                                                                  | CUSIP: 743315AL7<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    150000 | PA      | $167394.00    | 0.00%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                 | Progressive Corp/The                                                                  | CUSIP: 743315AQ6<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80420.00     | 0.00%             | 2045-01-26      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                 | Progressive Corp/The                                                                  | CUSIP: 743315AR4<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98475.00     | 0.00%             | 2027-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                 | Progressive Corp/The                                                                  | CUSIP: 743315AS2<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    175000 | PA      | $148142.75    | 0.00%             | 2047-04-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                 | Progressive Corp/The                                                                  | CUSIP: 743315AT0<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84947.00     | 0.00%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                 | Progressive Corp/The                                                                  | CUSIP: 743315AV5<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150487.50    | 0.00%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                 | Progressive Corp/The                                                                  | CUSIP: 743315AW3<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96675.00     | 0.00%             | 2030-03-26      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                 | Progressive Corp/The                                                                  | CUSIP: 743315AX1<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80554.00     | 0.00%             | 2050-03-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                 | Progressive Corp/The                                                                  | CUSIP: 743315AZ6<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     75000 | PA      | $69603.00     | 0.00%             | 2032-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                 | Progressive Corp/The                                                                  | CUSIP: 743315BA0<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77096.00     | 0.00%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                 | Progressive Corp/The                                                                  | CUSIP: 743315BB8<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103161.00    | 0.00%             | 2033-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                           | CUSIP: 74340XBH3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    150000 | PA      | $149904.00    | 0.00%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                           | CUSIP: 74340XBJ9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     75000 | PA      | $64221.00     | 0.00%             | 2048-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                           | CUSIP: 74340XBL4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     50000 | PA      | $50514.50     | 0.00%             | 2029-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                           | CUSIP: 74340XBM2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    200000 | PA      | $185700.00    | 0.00%             | 2030-04-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                           | CUSIP: 74340XBN0<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    150000 | PA      | $146548.50    | 0.00%             | 2027-04-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                           | CUSIP: 74340XBP5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    150000 | PA      | $100812.00    | 0.00%             | 2050-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                           | CUSIP: 74340XBQ3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    150000 | PA      | $82702.50     | 0.00%             | 2050-10-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                           | CUSIP: 74340XBR1<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    100000 | PA      | $87668.00     | 0.00%             | 2030-10-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                           | CUSIP: 74340XBS9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    100000 | PA      | $87666.00     | 0.00%             | 2031-03-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                           | CUSIP: 74340XBT7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    150000 | PA      | $151959.00    | 0.00%             | 2033-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                           | CUSIP: 74340XBV2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     75000 | PA      | $74331.00     | 0.00%             | 2027-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                           | CUSIP: 74340XBX8<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     75000 | PA      | $75182.25     | 0.00%             | 2028-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                           | CUSIP: 74340XBY6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     50000 | PA      | $47858.00     | 0.00%             | 2029-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                           | CUSIP: 74340XBZ3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     75000 | PA      | $67545.75     | 0.00%             | 2030-07-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                           | CUSIP: 74340XCB5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    100000 | PA      | $88641.00     | 0.00%             | 2032-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                           | CUSIP: 74340XCC3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     50000 | PA      | $33947.00     | 0.00%             | 2050-03-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                           | CUSIP: 74340XCE9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    150000 | PA      | $152446.50    | 0.00%             | 2033-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                           | CUSIP: 74340XCF6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    150000 | PA      | $144990.00    | 0.00%             | 2053-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                           | CUSIP: 74340XCG4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    150000 | PA      | $153604.50    | 0.00%             | 2028-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                           | CUSIP: 74340XCH2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    150000 | PA      | $154956.00    | 0.00%             | 2034-01-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                           | CUSIP: 74340XCJ8<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    100000 | PA      | $102475.00    | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                           | CUSIP: 74340XCK5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    150000 | PA      | $144892.50    | 0.00%             | 2054-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                           | CUSIP: 74340XCN9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    100000 | PA      | $101914.00    | 0.00%             | 2035-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                           | CUSIP: 74340XCQ2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    100000 | PA      | $102522.00    | 0.00%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                           | CUSIP: 74340XCR0<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    100000 | PA      | $103842.00    | 0.00%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PROV ST JOSEPH HLTH OBL                                                          | Providence St Joseph Health Obligated Group                                           | CUSIP: 743756AE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $78651.00     | 0.00%             | 2048-10-01      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| PROV ST JOSEPH HLTH OBL                                                          | Providence St Joseph Health Obligated Group                                           | CUSIP: 743820AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $188916.00    | 0.00%             | 2029-10-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| PROV ST JOSEPH HLTH OBL                                                          | Providence St Joseph Health Obligated Group                                           | CUSIP: 743820AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $90850.50     | 0.00%             | 2051-10-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PROV ST JOSEPH HLTH OBL                                                          | Providence St Joseph Health Obligated Group                                           | CUSIP: 743820AC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $103993.00    | 0.00%             | 2033-10-01      | Fixed         | 5.40%                 | 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        |     70000 | PA      | $72898.00     | 0.00%             | 2032-10-01      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                              | CUSIP: 744320AW2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98927.00     | 0.00%             | 2047-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                              | CUSIP: 744320AY8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    200000 | PA      | $160260.00    | 0.00%             | 2047-12-07      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                              | CUSIP: 744320BA9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79144.00     | 0.00%             | 2049-12-07      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                              | CUSIP: 744320BF8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151861.50    | 0.00%             | 2048-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                              | CUSIP: 744320BH4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186442.00    | 0.00%             | 2050-10-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                              | CUSIP: 744320BJ0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198656.00    | 0.00%             | 2052-03-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                              | CUSIP: 744320BK7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207578.00    | 0.00%             | 2052-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                              | CUSIP: 744320BL5<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106633.00    | 0.00%             | 2053-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                              | CUSIP: 744320BP6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    200000 | PA      | $211056.00    | 0.00%             | 2054-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                              | CUSIP: 74432QAQ8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    150000 | PA      | $160618.50    | 0.00%             | 2036-12-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                              | CUSIP: 74432QBD6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    150000 | PA      | $172080.00    | 0.00%             | 2037-12-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                              | CUSIP: 74432QCA1<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    150000 | PA      | $135172.50    | 0.00%             | 2044-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                              | CUSIP: 74432QCC7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     97000 | PA      | $97002.91     | 0.00%             | 2028-03-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                              | CUSIP: 74432QCD5<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     75000 | PA      | $64711.50     | 0.00%             | 2048-03-27      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                              | CUSIP: 74432QCE3<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    150000 | PA      | $126943.50    | 0.00%             | 2050-02-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                              | CUSIP: 74432QCF0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    300000 | PA      | $227556.00    | 0.00%             | 2051-03-13      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                              | CUSIP: 74432QCG8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185868.00    | 0.00%             | 2030-03-10      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                              | CUSIP: 74432QCJ2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    250000 | PA      | $196725.00    | 0.00%             | 2040-03-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FUNDING ASIA                                                          | Prudential Funding Asia PLC                                                           | CUSIP: 744330AA9<br>LEI: 2549005TNASWKLR0XC37 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $192138.00    | 0.00%             | 2030-04-14      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                         | CUSIP: 744448BZ3<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    100000 | PA      | $110496.00    | 0.00%             | 2037-09-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                         | CUSIP: 744448CG4<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80019.00     | 0.00%             | 2042-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                         | CUSIP: 744448CK5<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34578.00     | 0.00%             | 2044-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                         | CUSIP: 744448CN9<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    125000 | PA      | $97493.75     | 0.00%             | 2047-06-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                         | CUSIP: 744448CP4<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99779.00     | 0.00%             | 2028-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                         | CUSIP: 744448CR0<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79309.00     | 0.00%             | 2049-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                         | CUSIP: 744448CS8<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    100000 | PA      | $69280.00     | 0.00%             | 2050-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                         | CUSIP: 744448CT6<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    150000 | PA      | $134028.00    | 0.00%             | 2031-01-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                         | CUSIP: 744448CV1<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    150000 | PA      | $132120.00    | 0.00%             | 2031-06-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                         | CUSIP: 744448CX7<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85334.00     | 0.00%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                         | CUSIP: 744448CY5<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141969.00    | 0.00%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                         | CUSIP: 744448CZ2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    175000 | PA      | $181539.75    | 0.00%             | 2034-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                         | CUSIP: 744448DA6<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152926.50    | 0.00%             | 2054-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                         | CUSIP: 744448DB4<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103065.00    | 0.00%             | 2055-05-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                         | CUSIP: 744448DC2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    240000 | PA      | $244819.20    | 0.00%             | 2035-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PUB SVC NEW HAMP                                                                 | Public Service Co of New Hampshire                                                    | CUSIP: 744482BM1<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |     50000 | PA      | $37671.50     | 0.00%             | 2049-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PUB SVC NEW HAMP                                                                 | Public Service Co of New Hampshire                                                    | CUSIP: 744482BP4<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47372.50     | 0.00%             | 2053-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE OKLAHOMA                                                          | Public Service Co of Oklahoma                                                         | CUSIP: 744533BM1<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88983.00     | 0.00%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE OKLAHOMA                                                          | Public Service Co of Oklahoma                                                         | CUSIP: 744533BQ2<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103401.00    | 0.00%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE OKLAHOMA                                                          | Public Service Co of Oklahoma                                                         | CUSIP: 744533BR0<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152682.00    | 0.00%             | 2035-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE OKLAHOMA                                                          | Public Service Co of Oklahoma                                                         | CUSIP: 744533BS8<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128941.25    | 0.00%             | 2036-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PUB SVC NEW HAMP                                                                 | Public Service Co of New Hampshire                                                    | CUSIP: 744538AE9<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90157.00     | 0.00%             | 2031-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| PUB SVC NEW HAMP                                                                 | Public Service Co of New Hampshire                                                    | CUSIP: 744538AF6<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105050.00    | 0.00%             | 2033-10-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PUB SVC NEW HAMP                                                                 | Public Service Co of New Hampshire                                                    | CUSIP: 744538AH2<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50611.50     | 0.00%             | 2028-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                                    | CUSIP: 74456QAV8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77963.25     | 0.00%             | 2040-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                                    | CUSIP: 74456QAZ9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    150000 | PA      | $128439.00    | 0.00%             | 2042-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                                    | CUSIP: 74456QBQ8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    150000 | PA      | $121041.00    | 0.00%             | 2046-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                                    | CUSIP: 74456QBT2<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $76813.00     | 0.00%             | 2047-12-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                                    | CUSIP: 74456QBX3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99295.00     | 0.00%             | 2028-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                                    | CUSIP: 74456QBY1<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97619.00     | 0.00%             | 2029-05-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                                    | CUSIP: 74456QBZ8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    150000 | PA      | $118722.00    | 0.00%             | 2049-05-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                                    | CUSIP: 74456QCA2<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     75000 | PA      | $53050.50     | 0.00%             | 2049-08-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                                    | CUSIP: 74456QCC8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $69834.00     | 0.00%             | 2050-01-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                                    | CUSIP: 74456QCD6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    150000 | PA      | $95316.00     | 0.00%             | 2050-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                                    | CUSIP: 74456QCE4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    200000 | PA      | $110778.00    | 0.00%             | 2050-08-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                                    | CUSIP: 74456QCH7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    250000 | PA      | $221620.00    | 0.00%             | 2031-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                                    | CUSIP: 74456QCK0<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154461.00    | 0.00%             | 2032-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                                    | CUSIP: 74456QCM6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47863.00     | 0.00%             | 2053-03-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                                    | CUSIP: 74456QCN4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104518.00    | 0.00%             | 2033-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                                    | CUSIP: 74456QCP9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100242.00    | 0.00%             | 2053-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                                    | CUSIP: 74456QCQ7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104044.00    | 0.00%             | 2034-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                                    | CUSIP: 74456QCR5<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99841.00     | 0.00%             | 2054-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                                    | CUSIP: 74456QCS3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101533.00    | 0.00%             | 2034-08-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                                    | CUSIP: 74456QCT1<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97809.00     | 0.00%             | 2054-08-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                                    | CUSIP: 74456QCW4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    130000 | PA      | $131901.90    | 0.00%             | 2035-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                                         | Public Service Enterprise Group Inc                                                   | CUSIP: 744573AQ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    200000 | PA      | $177300.00    | 0.00%             | 2030-08-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                                         | Public Service Enterprise Group Inc                                                   | CUSIP: 744573AU0<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    125000 | PA      | $111988.75    | 0.00%             | 2031-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                                         | Public Service Enterprise Group Inc                                                   | CUSIP: 744573AV8<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206680.00    | 0.00%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                                         | Public Service Enterprise Group Inc                                                   | CUSIP: 744573AW6<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    150000 | PA      | $157092.00    | 0.00%             | 2028-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                                         | Public Service Enterprise Group Inc                                                   | CUSIP: 744573AX4<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     75000 | PA      | $81377.25     | 0.00%             | 2033-10-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                                         | Public Service Enterprise Group Inc                                                   | CUSIP: 744573AY2<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154701.00    | 0.00%             | 2029-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                                         | Public Service Enterprise Group Inc                                                   | CUSIP: 744573AZ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78274.50     | 0.00%             | 2034-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                                                             | Public Storage Operating Co                                                           | CUSIP: 74460DAC3<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |     50000 | PA      | $49357.50     | 0.00%             | 2027-09-15      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                                                             | Public Storage Operating Co                                                           | CUSIP: 74460DAD1<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    150000 | PA      | $147219.00    | 0.00%             | 2029-05-01      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                                                             | Public Storage Operating Co                                                           | CUSIP: 74460DAG4<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    150000 | PA      | $146703.00    | 0.00%             | 2026-11-09      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                                                             | Public Storage Operating Co                                                           | CUSIP: 74460DAH2<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    100000 | PA      | $94741.00     | 0.00%             | 2028-11-09      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                                                             | Public Storage Operating Co                                                           | CUSIP: 74460DAJ8<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    100000 | PA      | $89388.00     | 0.00%             | 2031-11-09      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                                                             | Public Storage Operating Co                                                           | CUSIP: 74460WAD9<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    150000 | PA      | $143086.50    | 0.00%             | 2028-05-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                                                             | Public Storage Operating Co                                                           | CUSIP: 74460WAE7<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    100000 | PA      | $90652.00     | 0.00%             | 2031-05-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                                                             | Public Storage Operating Co                                                           | CUSIP: 74460WAF4<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    100000 | PA      | $103468.00    | 0.00%             | 2029-01-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                                                             | Public Storage Operating Co                                                           | CUSIP: 74460WAG2<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    100000 | PA      | $104324.00    | 0.00%             | 2033-08-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                                                             | Public Storage Operating Co                                                           | CUSIP: 74460WAH0<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    175000 | PA      | $172168.50    | 0.00%             | 2053-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                                                             | Public Storage Operating Co                                                           | CUSIP: 74464AAD3<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |     75000 | PA      | $76664.25     | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                                                 | Puget Energy Inc                                                                      | CUSIP: 745310AK8<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98064.00     | 0.00%             | 2030-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                                                 | Puget Energy Inc                                                                      | CUSIP: 745310AM4<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95643.00     | 0.00%             | 2028-06-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                                                 | Puget Energy Inc                                                                      | CUSIP: 745310AN2<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72070.50     | 0.00%             | 2032-03-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                                                 | Puget Energy Inc                                                                      | CUSIP: 745310AQ5<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113614.60    | 0.00%             | 2035-03-15      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                                           | Puget Sound Energy Inc                                                                | CUSIP: 745332BX3<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |     62000 | PA      | $68779.70     | 0.00%             | 2037-03-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                                           | Puget Sound Energy Inc                                                                | CUSIP: 745332CA2<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |     75000 | PA      | $79449.00     | 0.00%             | 2039-10-01      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                                           | Puget Sound Energy Inc                                                                | CUSIP: 745332CB0<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78884.25     | 0.00%             | 2040-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                                           | Puget Sound Energy Inc                                                                | CUSIP: 745332CG9<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |     75000 | PA      | $63393.75     | 0.00%             | 2045-05-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                                           | Puget Sound Energy Inc                                                                | CUSIP: 745332CH7<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83658.00     | 0.00%             | 2048-06-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                                           | Puget Sound Energy Inc                                                                | CUSIP: 745332CJ3<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    100000 | PA      | $69708.00     | 0.00%             | 2049-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                                           | Puget Sound Energy Inc                                                                | CUSIP: 745332CK0<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    100000 | PA      | $65078.00     | 0.00%             | 2051-09-15      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                                           | Puget Sound Energy Inc                                                                | CUSIP: 745332CL8<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73756.50     | 0.00%             | 2053-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                                           | Puget Sound Energy Inc                                                                | CUSIP: 745332CM6<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77853.00     | 0.00%             | 2034-06-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                                           | Puget Sound Energy Inc                                                                | CUSIP: 745332CN4<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76176.00     | 0.00%             | 2054-06-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                                           | Puget Sound Energy Inc                                                                | CUSIP: 745332CP9<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89549.10     | 0.00%             | 2055-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PULTEGROUP INC                                                                   | PulteGroup Inc                                                                        | CUSIP: 745867AM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $117356.00    | 0.00%             | 2032-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PULTEGROUP INC                                                                   | PulteGroup Inc                                                                        | CUSIP: 745867AP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $110063.00    | 0.00%             | 2033-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| QORVO INC                                                                        | Qorvo Inc                                                                             | CUSIP: 74736KAH4<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197548.00    | 0.00%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                     | QUALCOMM Inc                                                                          | CUSIP: 747525AJ2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    175000 | PA      | $176932.00    | 0.00%             | 2035-05-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                     | QUALCOMM Inc                                                                          | CUSIP: 747525AK9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186718.00    | 0.00%             | 2045-05-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                     | QUALCOMM Inc                                                                          | CUSIP: 747525AU7<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    350000 | PA      | $347648.00    | 0.01%             | 2027-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                     | QUALCOMM Inc                                                                          | CUSIP: 747525AV5<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    250000 | PA      | $214195.00    | 0.00%             | 2047-05-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                     | QUALCOMM Inc                                                                          | CUSIP: 747525BJ1<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    175000 | PA      | $123490.50    | 0.00%             | 2050-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                     | QUALCOMM Inc                                                                          | CUSIP: 747525BK8<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    200000 | PA      | $184588.00    | 0.00%             | 2030-05-20      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                     | QUALCOMM Inc                                                                          | CUSIP: 747525BN2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    117000 | PA      | $110166.03    | 0.00%             | 2028-05-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                     | QUALCOMM Inc                                                                          | CUSIP: 747525BP7<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    208000 | PA      | $178447.36    | 0.00%             | 2032-05-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                     | QUALCOMM Inc                                                                          | CUSIP: 747525BQ5<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100466.00    | 0.00%             | 2032-05-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                     | QUALCOMM Inc                                                                          | CUSIP: 747525BR3<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    200000 | PA      | $172928.00    | 0.00%             | 2052-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                     | QUALCOMM Inc                                                                          | CUSIP: 747525BS1<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    150000 | PA      | $160012.50    | 0.00%             | 2033-05-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                     | QUALCOMM Inc                                                                          | CUSIP: 747525BT9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    225000 | PA      | $241636.50    | 0.00%             | 2053-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                     | QUALCOMM Inc                                                                          | CUSIP: 747525BU6<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101884.00    | 0.00%             | 2030-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                     | QUALCOMM Inc                                                                          | CUSIP: 747525BV4<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102857.00    | 0.00%             | 2032-05-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                     | QUALCOMM Inc                                                                          | CUSIP: 747525BW2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102678.00    | 0.00%             | 2035-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                                              | Quanta Services Inc                                                                   | CUSIP: 74762EAF9<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    175000 | PA      | $164507.00    | 0.00%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                                              | Quanta Services Inc                                                                   | CUSIP: 74762EAJ1<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    150000 | PA      | $112618.50    | 0.00%             | 2041-10-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                                              | Quanta Services Inc                                                                   | CUSIP: 74762EAK8<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101088.00    | 0.00%             | 2027-08-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                                              | Quanta Services Inc                                                                   | CUSIP: 74762EAL6<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103504.00    | 0.00%             | 2034-08-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                                              | Quanta Services Inc                                                                   | CUSIP: 74762EAM4<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100602.00    | 0.00%             | 2028-08-09      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                                              | Quanta Services Inc                                                                   | CUSIP: 74762EAN2<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100486.00    | 0.00%             | 2031-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                                              | Quanta Services Inc                                                                   | CUSIP: 74762EAP7<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101458.00    | 0.00%             | 2035-08-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                                               | Province of Quebec Canada                                                             | CUSIP: 748148M91<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    650000 | PA      | $666867.50    | 0.01%             | 2029-04-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                                               | Province of Quebec Canada                                                             | CUSIP: 748148QR7<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    421000 | PA      | $476694.09    | 0.01%             | 2029-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                                               | Province of Quebec Canada                                                             | CUSIP: 748148SB0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    250000 | PA      | $225462.50    | 0.00%             | 2030-05-28      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                                               | Province of Quebec Canada                                                             | CUSIP: 748148SD6<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    600000 | PA      | $599952.00    | 0.01%             | 2028-04-13      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                                               | Province of Quebec Canada                                                             | CUSIP: 748148SE4<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    200000 | PA      | $204636.00    | 0.00%             | 2033-09-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                                               | Province of Quebec Canada                                                             | CUSIP: 748148SF1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    400000 | PA      | $399932.00    | 0.01%             | 2034-09-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                                               | Province of Quebec Canada                                                             | CUSIP: 748148SG9<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    350000 | PA      | $357413.00    | 0.01%             | 2035-08-28      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                                               | Province of Quebec Canada                                                             | CUSIP: 748149AN1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    200000 | PA      | $197490.00    | 0.00%             | 2027-04-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                                               | Province of Quebec Canada                                                             | CUSIP: 748149AR2<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    250000 | PA      | $226115.00    | 0.00%             | 2031-04-21      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                                            | Quest Diagnostics Inc                                                                 | CUSIP: 74834LBA7<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100492.00    | 0.00%             | 2029-06-30      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                                            | Quest Diagnostics Inc                                                                 | CUSIP: 74834LBB5<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142294.50    | 0.00%             | 2030-06-30      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                                            | Quest Diagnostics Inc                                                                 | CUSIP: 74834LBC3<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92501.00     | 0.00%             | 2031-06-30      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                                            | Quest Diagnostics Inc                                                                 | CUSIP: 74834LBD1<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    125000 | PA      | $139368.75    | 0.00%             | 2033-11-30      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                                            | Quest Diagnostics Inc                                                                 | CUSIP: 74834LBE9<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151912.50    | 0.00%             | 2027-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                                            | Quest Diagnostics Inc                                                                 | CUSIP: 74834LBF6<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101870.00    | 0.00%             | 2029-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                                            | Quest Diagnostics Inc                                                                 | CUSIP: 74834LBG4<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152989.50    | 0.00%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC                                                                 | RELX Capital Inc                                                                      | CUSIP: 74949LAC6<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149764.50    | 0.00%             | 2029-03-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC                                                                 | RELX Capital Inc                                                                      | CUSIP: 74949LAD4<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    175000 | PA      | $166482.75    | 0.00%             | 2030-05-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC                                                                 | RELX Capital Inc                                                                      | CUSIP: 74949LAE2<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102226.00    | 0.00%             | 2032-05-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC                                                                 | RELX Capital Inc                                                                      | CUSIP: 74949LAF9<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153334.50    | 0.00%             | 2030-03-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC                                                                 | RELX Capital Inc                                                                      | CUSIP: 74949LAG7<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104013.00    | 0.00%             | 2035-03-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RPM INTERNATIONAL INC                                                            | RPM International Inc                                                                 | CUSIP: 749685AU7<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72375.00     | 0.00%             | 2045-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RPM INTERNATIONAL INC                                                            | RPM International Inc                                                                 | CUSIP: 749685AV5<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49762.00     | 0.00%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RPM INTERNATIONAL INC                                                            | RPM International Inc                                                                 | CUSIP: 749685AW3<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21004.00     | 0.00%             | 2048-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| RPM INTERNATIONAL INC                                                            | RPM International Inc                                                                 | CUSIP: 749685AX1<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101210.00    | 0.00%             | 2029-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| RPM INTERNATIONAL INC                                                            | RPM International Inc                                                                 | CUSIP: 749685AY9<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |     75000 | PA      | $68398.50     | 0.00%             | 2032-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| RADIAN GROUP INC                                                                 | Radian Group Inc                                                                      | CUSIP: 750236AW1<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100331.00    | 0.00%             | 2027-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| RADIAN GROUP INC                                                                 | Radian Group Inc                                                                      | CUSIP: 750236AY7<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104863.00    | 0.00%             | 2029-05-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| RALPH LAUREN CORP                                                                | Ralph Lauren Corp                                                                     | CUSIP: 751212AD3<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92545.20     | 0.00%             | 2032-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL                                                          | Raymond James Financial Inc                                                           | CUSIP: 754730AF6<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    150000 | PA      | $138813.00    | 0.00%             | 2046-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL                                                          | Raymond James Financial Inc                                                           | CUSIP: 754730AG4<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102245.00    | 0.00%             | 2030-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL                                                          | Raymond James Financial Inc                                                           | CUSIP: 754730AH2<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    150000 | PA      | $112810.50    | 0.00%             | 2051-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL                                                          | Raymond James Financial Inc                                                           | CUSIP: 754730AJ8<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109608.40    | 0.00%             | 2035-09-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL                                                          | Raymond James Financial Inc                                                           | CUSIP: 754730AK5<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148540.50    | 0.00%             | 2055-09-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| RAYONIER LP                                                                      | Rayonier LP                                                                           | CUSIP: 75508XAA4<br>LEI: 5493004X96PV3VY6KB95 | Long             | DBT              |  | US        |     75000 | PA      | $67932.75     | 0.00%             | 2031-05-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                              | CUSIP: 75513EAC5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    200000 | PA      | $137138.00    | 0.00%             | 2050-07-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                              | CUSIP: 75513EAD3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    150000 | PA      | $138411.00    | 0.00%             | 2030-07-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                              | CUSIP: 75513EBY6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78938.25     | 0.00%             | 2027-08-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                              | CUSIP: 75513ECA7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73515.75     | 0.00%             | 2040-10-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                              | CUSIP: 75513ECB5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94382.00     | 0.00%             | 2041-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                              | CUSIP: 75513ECH2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198890.00    | 0.00%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                              | CUSIP: 75513ECJ8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46865.50     | 0.00%             | 2043-12-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                              | CUSIP: 75513ECK5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    150000 | PA      | $129400.50    | 0.00%             | 2047-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                              | CUSIP: 75513ECL3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    200000 | PA      | $127776.00    | 0.00%             | 2051-09-01      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                              | CUSIP: 75513ECM1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    200000 | PA      | $176146.00    | 0.00%             | 2031-09-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                              | CUSIP: 75513ECN9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178786.00    | 0.00%             | 2032-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                              | CUSIP: 75513ECP4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    200000 | PA      | $133004.00    | 0.00%             | 2052-03-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                              | CUSIP: 75513ECR0<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208602.00    | 0.00%             | 2033-02-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                              | CUSIP: 75513ECS8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196164.00    | 0.00%             | 2053-02-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                              | CUSIP: 75513ECT6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    225000 | PA      | $228323.25    | 0.00%             | 2026-11-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                              | CUSIP: 75513ECU3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105034.00    | 0.00%             | 2029-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                              | CUSIP: 75513ECV1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    175000 | PA      | $189360.50    | 0.00%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                              | CUSIP: 75513ECW9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    275000 | PA      | $303613.75    | 0.01%             | 2034-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                              | CUSIP: 75513ECX7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    300000 | PA      | $336423.00    | 0.01%             | 2054-03-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                                    | CUSIP: 756109AS3<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    180000 | PA      | $178099.20    | 0.00%             | 2027-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                                    | CUSIP: 756109AT1<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    100000 | PA      | $89917.00     | 0.00%             | 2047-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                                    | CUSIP: 756109AX2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    200000 | PA      | $190604.00    | 0.00%             | 2031-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                                    | CUSIP: 756109BA1<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    100000 | PA      | $83474.00     | 0.00%             | 2033-03-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                                    | CUSIP: 756109BG8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    150000 | PA      | $150021.00    | 0.00%             | 2027-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                                    | CUSIP: 756109BH6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    100000 | PA      | $98947.00     | 0.00%             | 2028-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                                    | CUSIP: 756109BJ2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    100000 | PA      | $95886.00     | 0.00%             | 2028-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                                    | CUSIP: 756109BK9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    100000 | PA      | $96294.00     | 0.00%             | 2029-12-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                                    | CUSIP: 756109BL7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |     75000 | PA      | $67502.25     | 0.00%             | 2032-12-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                                    | CUSIP: 756109BP8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    150000 | PA      | $159802.50    | 0.00%             | 2032-10-13      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                                    | CUSIP: 756109BR4<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    100000 | PA      | $102940.00    | 0.00%             | 2030-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                                    | CUSIP: 756109BS2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    150000 | PA      | $152890.50    | 0.00%             | 2028-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                                    | CUSIP: 756109BT0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    100000 | PA      | $101857.00    | 0.00%             | 2033-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                                    | CUSIP: 756109CA0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    100000 | PA      | $95920.00     | 0.00%             | 2028-03-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                                    | CUSIP: 756109CB8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    100000 | PA      | $99783.00     | 0.00%             | 2029-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                                    | CUSIP: 756109CC6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |     50000 | PA      | $48698.50     | 0.00%             | 2030-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                                    | CUSIP: 756109CD4<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    150000 | PA      | $142482.00    | 0.00%             | 2031-02-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                                    | CUSIP: 756109CE2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |     75000 | PA      | $67920.00     | 0.00%             | 2032-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                                    | CUSIP: 756109CF9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    100000 | PA      | $102126.00    | 0.00%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                                    | CUSIP: 756109CG7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    150000 | PA      | $154839.00    | 0.00%             | 2034-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                                    | CUSIP: 756109CQ5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    100000 | PA      | $98176.00     | 0.00%             | 2054-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                                    | CUSIP: 756109CW2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |     70000 | PA      | $69796.30     | 0.00%             | 2029-02-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                                    | CUSIP: 756109CX0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |     70000 | PA      | $69654.20     | 0.00%             | 2033-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                                               | Regal Rexnord Corp                                                                    | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207102.00    | 0.00%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                                               | Regal Rexnord Corp                                                                    | CUSIP: 758750AN3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    200000 | PA      | $212580.00    | 0.00%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                                               | Regal Rexnord Corp                                                                    | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    200000 | PA      | $215686.00    | 0.00%             | 2033-04-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                                               | Regency Centers LP                                                                    | CUSIP: 75884RAV5<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |     75000 | PA      | $74606.25     | 0.00%             | 2027-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                                               | Regency Centers LP                                                                    | CUSIP: 75884RAW3<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |    100000 | PA      | $86753.00     | 0.00%             | 2047-02-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                                               | Regency Centers LP                                                                    | CUSIP: 75884RAX1<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |    150000 | PA      | $150297.00    | 0.00%             | 2028-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                                               | Regency Centers LP                                                                    | CUSIP: 75884RAY9<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |     75000 | PA      | $66395.25     | 0.00%             | 2049-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                                               | Regency Centers LP                                                                    | CUSIP: 75884RBA0<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |    100000 | PA      | $98173.00     | 0.00%             | 2030-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                                               | Regency Centers LP                                                                    | CUSIP: 75884RBB8<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |     75000 | PA      | $77742.00     | 0.00%             | 2034-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                                               | Regency Centers LP                                                                    | CUSIP: 75884RBD4<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |    100000 | PA      | $102860.00    | 0.00%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REGENERON PHARMACEUTICAL                                                         | Regeneron Pharmaceuticals Inc                                                         | CUSIP: 75886FAE7<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |    250000 | PA      | $223260.00    | 0.00%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| REGENERON PHARMACEUTICAL                                                         | Regeneron Pharmaceuticals Inc                                                         | CUSIP: 75886FAF4<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |    150000 | PA      | $94494.00     | 0.00%             | 2050-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Regional Transportation District Sales Tax Revenue                               | Regional Transportation District Sales Tax Revenue                                    | CUSIP: 759136QP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $51630.50     | 0.00%             | 2050-11-01      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                                                           | Regions Financial Corp                                                                | CUSIP: 7591EPAE0<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    100000 | PA      | $115993.00    | 0.00%             | 2037-12-10      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                                                           | Regions Financial Corp                                                                | CUSIP: 7591EPAU4<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    250000 | PA      | $260617.50    | 0.00%             | 2030-06-06      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                                                           | Regions Financial Corp                                                                | CUSIP: 7591EPAV2<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206834.00    | 0.00%             | 2035-09-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                                                          | Reinsurance Group of America Inc                                                      | CUSIP: 759351AN9<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99033.00     | 0.00%             | 2029-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                                                          | Reinsurance Group of America Inc                                                      | CUSIP: 759351AP4<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189838.00    | 0.00%             | 2030-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                                                          | Reinsurance Group of America Inc                                                      | CUSIP: 759351AR0<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107081.00    | 0.00%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                                                          | Reinsurance Group of America Inc                                                      | CUSIP: 759351AS8<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104563.00    | 0.00%             | 2034-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                                                          | Reinsurance Group of America Inc                                                      | CUSIP: 759351AT6<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103065.00    | 0.00%             | 2055-09-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| RELIANCE INC                                                                     | Reliance Inc                                                                          | CUSIP: 759509AG7<br>LEI: 549300E287ZOFT3C5Z56 | Long             | DBT              | CORP              | US        |    200000 | PA      | $181426.00    | 0.00%             | 2030-08-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| RENAISSANCERE HOLDINGS L                                                         | RenaissanceRe Holdings Ltd                                                            | CUSIP: 75968NAD3<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |    150000 | PA      | $147216.00    | 0.00%             | 2029-04-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| RENAISSANCERE HOLDINGS L                                                         | RenaissanceRe Holdings Ltd                                                            | CUSIP: 75968NAE1<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |    150000 | PA      | $157680.00    | 0.00%             | 2033-06-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RENAISSANCERE HOLDINGS L                                                         | RenaissanceRe Holdings Ltd                                                            | CUSIP: 75968NAG6<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |     75000 | PA      | $78876.75     | 0.00%             | 2035-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                            | Republic Services Inc                                                                 | CUSIP: 760759AK6<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $111777.00    | 0.00%             | 2040-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                            | Republic Services Inc                                                                 | CUSIP: 760759AN0<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78905.25     | 0.00%             | 2041-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                            | Republic Services Inc                                                                 | CUSIP: 760759AS9<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148834.50    | 0.00%             | 2027-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                            | Republic Services Inc                                                                 | CUSIP: 760759AT7<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100242.00    | 0.00%             | 2028-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                            | Republic Services Inc                                                                 | CUSIP: 760759AV2<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186316.00    | 0.00%             | 2030-03-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                            | Republic Services Inc                                                                 | CUSIP: 760759AW0<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     50000 | PA      | $34650.50     | 0.00%             | 2050-03-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                            | Republic Services Inc                                                                 | CUSIP: 760759AX8<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $131308.50    | 0.00%             | 2031-02-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                            | Republic Services Inc                                                                 | CUSIP: 760759AZ3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86590.00     | 0.00%             | 2032-02-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                            | Republic Services Inc                                                                 | CUSIP: 760759BA7<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87867.00     | 0.00%             | 2033-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                            | Republic Services Inc                                                                 | CUSIP: 760759BB5<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102754.00    | 0.00%             | 2029-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                            | Republic Services Inc                                                                 | CUSIP: 760759BC3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155175.00    | 0.00%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                            | Republic Services Inc                                                                 | CUSIP: 760759BH2<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104083.00    | 0.00%             | 2033-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                            | Republic Services Inc                                                                 | CUSIP: 760759BJ8<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155955.00    | 0.00%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                            | Republic Services Inc                                                                 | CUSIP: 760759BK5<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104429.00    | 0.00%             | 2034-11-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                            | Republic Services Inc                                                                 | CUSIP: 760759BM1<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156349.50    | 0.00%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bonds                                           | Uruguay Government International Bonds                                                | CUSIP: 760942AS1<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    250000 | PA      | $304620.00    | 0.01%             | 2036-03-21      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                                         | Uruguay Government International Bond                                                 | CUSIP: 760942AY8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    150000 | PA      | $133261.50    | 0.00%             | 2045-11-20      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bonds                                           | Uruguay Government International Bonds                                                | CUSIP: 760942BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    750000 | PA      | $719175.00    | 0.01%             | 2050-06-18      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bonds                                           | Uruguay Government International Bonds                                                | CUSIP: 760942BB7<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    200000 | PA      | $200844.00    | 0.00%             | 2027-10-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bonds                                           | Uruguay Government International Bonds                                                | CUSIP: 760942BD3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    600000 | PA      | $555114.00    | 0.01%             | 2055-04-20      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bonds                                           | Uruguay Government International Bonds                                                | CUSIP: 760942BE1<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    400000 | PA      | $428352.00    | 0.01%             | 2034-10-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                                     | Oriental Republic of Uruguay                                                          | CUSIP: 760942BG6<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    200000 | PA      | $190646.00    | 0.00%             | 2060-09-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bonds                                           | Uruguay Government International Bonds                                                | CUSIP: 760942BH4<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    300000 | PA      | $314466.00    | 0.01%             | 2037-02-14      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP TRUST                                                          | Kite Realty Group Trust                                                               | CUSIP: 76131VAB9<br>LEI: 549300OVTYLM7DH6CM14 | Long             | DBT              |  | US        |    100000 | PA      | $101015.00    | 0.00%             | 2030-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALT                                                         | Rexford Industrial Realty LP                                                          | CUSIP: 76169XAB0<br>LEI: 549300028US163ELJN70 | Long             | DBT              |  | US        |    150000 | PA      | $131952.00    | 0.00%             | 2031-09-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALT                                                         | Rexford Industrial Realty LP                                                          | CUSIP: 76169XAC8<br>LEI: 549300028US163ELJN70 | Long             | DBT              |  | US        |     75000 | PA      | $76314.00     | 0.00%             | 2028-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                                                            | Reynolds American Inc                                                                 | CUSIP: 761713AT3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |     75000 | PA      | $87297.75     | 0.00%             | 2037-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                                                            | Reynolds American Inc                                                                 | CUSIP: 761713AZ9<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103798.00    | 0.00%             | 2043-09-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                                                            | Reynolds American Inc                                                                 | CUSIP: 761713BA3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    150000 | PA      | $157954.50    | 0.00%             | 2035-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                                                            | Reynolds American Inc                                                                 | CUSIP: 761713BB1<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    425000 | PA      | $423916.25    | 0.01%             | 2045-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA LTD                                                            | Rio Tinto Finance USA Ltd                                                             | CUSIP: 767201AD8<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |    100000 | PA      | $107976.00    | 0.00%             | 2028-07-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA LTD                                                            | Rio Tinto Finance USA Ltd                                                             | CUSIP: 767201AL0<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $202070.00    | 0.00%             | 2040-11-02      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA LTD                                                            | Rio Tinto Finance USA Ltd                                                             | CUSIP: 767201AT3<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $157920.00    | 0.00%             | 2051-11-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                            | Rio Tinto Finance USA PLC                                                             | CUSIP: 76720AAD8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $94690.00     | 0.00%             | 2042-03-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                            | Rio Tinto Finance USA PLC                                                             | CUSIP: 76720AAG1<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $87235.00     | 0.00%             | 2042-08-21      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                            | Rio Tinto Finance USA PLC                                                             | CUSIP: 76720AAN6<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    150000 | PA      | $155019.00    | 0.00%             | 2033-03-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                            | Rio Tinto Finance USA PLC                                                             | CUSIP: 76720AAP1<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $189952.00    | 0.00%             | 2053-03-09      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                            | Rio Tinto Finance USA PLC                                                             | CUSIP: 76720AAQ9<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $100718.00    | 0.00%             | 2027-03-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                            | RIO TINTO FIN USA PLC                                                                 | CUSIP: 76720AAR7<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    150000 | PA      | $151881.00    | 0.00%             | 2028-03-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                            | Rio Tinto Finance USA PLC                                                             | CUSIP: 76720AAS5<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $308856.00    | 0.01%             | 2030-03-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                            | RIO TINTO FIN USA PLC                                                                 | CUSIP: 76720AAT3<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    225000 | PA      | $232778.25    | 0.00%             | 2032-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                            | RIO TINTO FIN USA PLC                                                                 | CUSIP: 76720AAU0<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $311538.00    | 0.01%             | 2035-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                            | RIO TINTO FIN USA PLC                                                                 | CUSIP: 76720AAV8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $310647.00    | 0.01%             | 2055-03-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                            | RIO TINTO FIN USA PLC                                                                 | CUSIP: 76720AAW6<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    150000 | PA      | $156945.00    | 0.00%             | 2065-03-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| County of Riverside CA                                                           | County of Riverside                                                                   | CUSIP: 76913CBF5<br>LEI: 254900CB5HEOBAVTY629 | Long             | DBT              | MUN               | US        |     75000 | PA      | $71607.00     | 0.00%             | 2038-02-15      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| ROCKEFELLER FOUNDATION                                                           | Rockefeller Foundation/The                                                            | CUSIP: 77310VAA2<br>LEI: 549300JU3NX0IK5I9038 | Long             | DBT              | CORP              | US        |    150000 | PA      | $93405.00     | 0.00%             | 2050-10-01      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| ROCKWELL AUTOMATION                                                              | Rockwell Automation Inc                                                               | CUSIP: 773903AH2<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98540.00     | 0.00%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ROCKWELL AUTOMATION                                                              | Rockwell Automation Inc                                                               | CUSIP: 773903AJ8<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84905.00     | 0.00%             | 2049-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ROCKWELL AUTOMATION                                                              | Rockwell Automation Inc                                                               | CUSIP: 773903AL3<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88080.00     | 0.00%             | 2031-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ROCKWELL AUTOMATION                                                              | Rockwell Automation Inc                                                               | CUSIP: 773903AM1<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $59591.00     | 0.00%             | 2061-08-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                             | CUSIP: 775109AL5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $58494.00     | 0.00%             | 2038-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                             | CUSIP: 775109AZ4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $143643.00    | 0.00%             | 2043-10-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                             | CUSIP: 775109BB6<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $136546.50    | 0.00%             | 2044-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                             | CUSIP: 775109BF7<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $148198.50    | 0.00%             | 2026-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                             | CUSIP: 775109BG5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $81455.00     | 0.00%             | 2048-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                             | CUSIP: 775109BN0<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $80974.00     | 0.00%             | 2049-05-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                             | CUSIP: 775109BP5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $73309.00     | 0.00%             | 2049-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                             | CUSIP: 775109CG4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $246822.50    | 0.00%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                             | CUSIP: 775109CH2<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $378520.00    | 0.01%             | 2032-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                             | CUSIP: 775109CJ8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $130363.50    | 0.00%             | 2042-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                             | CUSIP: 775109CK5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    350000 | PA      | $284623.50    | 0.01%             | 2052-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                             | CUSIP: 775109DE8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $204030.00    | 0.00%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                             | CUSIP: 775109DF5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $202978.00    | 0.00%             | 2034-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ROLLINS INC                                                                      | Rollins Inc                                                                           | CUSIP: 775711AC8<br>LEI: 549300F2A0BXT4SGWD84 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112816.00    | 0.00%             | 2035-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                           | Roper Technologies Inc                                                                | CUSIP: 776696AG1<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101181.00    | 0.00%             | 2029-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                           | Roper Technologies Inc                                                                | CUSIP: 776696AH9<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101467.00    | 0.00%             | 2032-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                           | Roper Technologies Inc                                                                | CUSIP: 776696AJ5<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200938.00    | 0.00%             | 2034-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                           | Roper Technologies Inc                                                                | CUSIP: 776696AK2<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100488.00    | 0.00%             | 2028-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                           | Roper Technologies Inc                                                                | CUSIP: 776696AL0<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100707.00    | 0.00%             | 2030-09-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                           | Roper Technologies Inc                                                                | CUSIP: 776696AM8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203220.00    | 0.00%             | 2035-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                           | Roper Technologies Inc                                                                | CUSIP: 776743AD8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149703.00    | 0.00%             | 2026-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                           | Roper Technologies Inc                                                                | CUSIP: 776743AF3<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150474.00    | 0.00%             | 2028-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                           | Roper Technologies Inc                                                                | CUSIP: 776743AG1<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95710.00     | 0.00%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                           | Roper Technologies Inc                                                                | CUSIP: 776743AJ5<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90473.00     | 0.00%             | 2030-06-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                           | Roper Technologies Inc                                                                | CUSIP: 776743AL0<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    200000 | PA      | $175552.00    | 0.00%             | 2031-02-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                           | Roper Technologies Inc                                                                | CUSIP: 776743AN6<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143356.50    | 0.00%             | 2027-09-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| ROSS STORES INC                                                                  | Ross Stores Inc                                                                       | CUSIP: 778296AG8<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |     75000 | PA      | $66102.00     | 0.00%             | 2031-04-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NatWest Group PLC                                                                     | CUSIP: 780097BG5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $305250.00    | 0.01%             | 2029-05-18      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NatWest Group PLC                                                                     | CUSIP: 780097BL4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $201318.00    | 0.00%             | 2030-05-08      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NatWest Group PLC                                                                     | CUSIP: 780097BP5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $197164.00    | 0.00%             | 2028-05-22      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NatWest Group PLC                                                                     | CUSIP: 78009PEH0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $409784.00    | 0.01%             | 2030-01-27      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                          | Royal Caribbean Cruises Ltd                                                           | CUSIP: 780153AG7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    100000 | PA      | $105626.00    | 0.00%             | 2027-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                          | Royal Caribbean Cruises Ltd                                                           | CUSIP: 780153AW2<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    100000 | PA      | $98711.00     | 0.00%             | 2028-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                                  | CUSIP: 78016EYH4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $225655.00    | 0.00%             | 2031-11-03      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                                  | CUSIP: 78016EYV3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $98057.00     | 0.00%             | 2027-01-21      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                                  | CUSIP: 78016EZD2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $199486.00    | 0.00%             | 2027-05-04      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                                  | CUSIP: 78016EZZ3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $195558.00    | 0.00%             | 2026-11-02      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                                  | CUSIP: 78016FZQ0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $146407.50    | 0.00%             | 2032-05-04      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                                  | CUSIP: 78016FZS6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $251682.50    | 0.00%             | 2027-08-03      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                                  | CUSIP: 78016FZU1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $259832.50    | 0.00%             | 2027-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                                  | CUSIP: 78016FZW7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $153193.50    | 0.00%             | 2028-01-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                                  | CUSIP: 78016FZX5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $310608.00    | 0.01%             | 2033-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                                  | CUSIP: 78016HZQ6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $155274.00    | 0.00%             | 2033-05-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                                  | CUSIP: 78016HZS2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $206506.00    | 0.00%             | 2028-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                                  | CUSIP: 78016HZT0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $202270.00    | 0.00%             | 2027-01-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                                  | CUSIP: 78016HZV5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $205966.00    | 0.00%             | 2029-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                                  | CUSIP: 78016HZW3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $210358.00    | 0.00%             | 2034-02-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                                  | CUSIP: 78016HZZ6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $308001.00    | 0.01%             | 2030-08-02      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                                  | CUSIP: 78017DAA6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $305553.00    | 0.01%             | 2029-01-24      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                                  | CUSIP: 78017DAC2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $310047.00    | 0.01%             | 2031-02-04      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                                  | CUSIP: 78017DAF5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $201870.00    | 0.00%             | 2028-03-27      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                                  | CUSIP: 78017DAH1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    175000 | PA      | $179823.00    | 0.00%             | 2031-05-02      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                                  | CUSIP: 78017DAK4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $202228.00    | 0.00%             | 2029-08-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                                  | CUSIP: 78017DAM0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $203394.00    | 0.00%             | 2031-08-06      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                                  | CUSIP: 78017DAN8<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $149826.00    | 0.00%             | 2028-11-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                                  | CUSIP: 78017DAQ1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $199852.00    | 0.00%             | 2031-11-03      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                                  | CUSIP: 78017FZS5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $151449.00    | 0.00%             | 2028-10-18      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                                  | CUSIP: 78017FZT3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    350000 | PA      | $355575.50    | 0.01%             | 2030-10-18      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                          | Royal Caribbean Cruises Ltd                                                           | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    270000 | PA      | $273215.70    | 0.00%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| KONINKLIJKE KPN NV                                                               | Koninklijke KPN NV                                                                    | CUSIP: 780641AH9<br>LEI: 549300YO0JZHAL7FVP81 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $117429.00    | 0.00%             | 2030-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                               | Royalty Pharma PLC                                                                    | CUSIP: 78081BAJ2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $192052.00    | 0.00%             | 2027-09-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                               | Royalty Pharma PLC                                                                    | CUSIP: 78081BAK9<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $181416.00    | 0.00%             | 2030-09-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                               | Royalty Pharma PLC                                                                    | CUSIP: 78081BAL7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $156970.00    | 0.00%             | 2040-09-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                               | Royalty Pharma PLC                                                                    | CUSIP: 78081BAM5<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    150000 | PA      | $105697.50    | 0.00%             | 2050-09-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                               | Royalty Pharma PLC                                                                    | CUSIP: 78081BAN3<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    150000 | PA      | $131946.00    | 0.00%             | 2031-09-02      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                               | Royalty Pharma PLC                                                                    | CUSIP: 78081BAP8<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    150000 | PA      | $101397.00    | 0.00%             | 2051-09-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                               | Royalty Pharma PLC                                                                    | CUSIP: 78081BAQ6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     75000 | PA      | $77117.25     | 0.00%             | 2029-09-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                               | Royalty Pharma PLC                                                                    | CUSIP: 78081BAR4<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     75000 | PA      | $77199.75     | 0.00%             | 2034-09-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                               | Royalty Pharma PLC                                                                    | CUSIP: 78081BAS2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     75000 | PA      | $75111.75     | 0.00%             | 2054-09-02      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                               | Royalty Pharma PLC                                                                    | CUSIP: 78081BAT0<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    110000 | PA      | $109822.90    | 0.00%             | 2031-03-25      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                               | Royalty Pharma PLC                                                                    | CUSIP: 78081BAU7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    160000 | PA      | $161944.00    | 0.00%             | 2035-09-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                               | Royalty Pharma PLC                                                                    | CUSIP: 78081BAV5<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     90000 | PA      | $90935.10     | 0.00%             | 2055-09-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| RUSH SYSTEM FOR HEALTH                                                           | Rush System for Health Obligated Group                                                | CUSIP: 78200JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $99404.00     | 0.00%             | 2029-11-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Rutgers The State University of New Jersey                                       | Rutgers The State University of New Jersey                                            | CUSIP: 783186TP4<br>LEI: 549300BOYDHNW8J60112 | Long             | DBT              | MUN               | US        |    100000 | PA      | $68491.90     | 0.00%             | 2119-05-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                                 | Ryder System Inc                                                                      | CUSIP: 78355HKP3<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98903.00     | 0.00%             | 2026-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                                 | Ryder System Inc                                                                      | CUSIP: 78355HKT5<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98510.00     | 0.00%             | 2027-03-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                                 | Ryder System Inc                                                                      | CUSIP: 78355HKV0<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103386.00    | 0.00%             | 2028-03-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                                 | Ryder System Inc                                                                      | CUSIP: 78355HKW8<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102782.00    | 0.00%             | 2028-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                                 | Ryder System Inc                                                                      | CUSIP: 78355HKX6<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106125.00    | 0.00%             | 2028-12-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                                 | Ryder System Inc                                                                      | CUSIP: 78355HKY4<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    100000 | PA      | $112305.00    | 0.00%             | 2033-12-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                                 | Ryder System Inc                                                                      | CUSIP: 78355HKZ1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103678.00    | 0.00%             | 2029-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                                 | Ryder System Inc                                                                      | CUSIP: 78355HLA5<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76128.75     | 0.00%             | 2027-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                                 | Ryder System Inc                                                                      | CUSIP: 78355HLB3<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78425.25     | 0.00%             | 2029-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                                 | Ryder System Inc                                                                      | CUSIP: 78355HLC1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76875.00     | 0.00%             | 2029-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                                 | Ryder System Inc                                                                      | CUSIP: 78355HLD9<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76744.50     | 0.00%             | 2029-12-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                                 | Ryder System Inc                                                                      | CUSIP: 78355HLE7<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77105.25     | 0.00%             | 2030-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State Street Institutional US Government Money Market Fund                       | State Street Institutional US Government Money Market Fund                            | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        | 107106076 | NS      | $107106076.14 | 1.90%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                        | CUSIP: 78409VAM6<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99005.00     | 0.00%             | 2027-01-22      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                        | CUSIP: 78409VAP9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94382.00     | 0.00%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                        | CUSIP: 78409VAQ7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    100000 | PA      | $72090.00     | 0.00%             | 2049-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                        | CUSIP: 78409VAR5<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    100000 | PA      | $51879.00     | 0.00%             | 2060-08-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                        | CUSIP: 78409VAS3<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44065.00     | 0.00%             | 2030-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                        | CUSIP: 78409VBF0<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153000.00    | 0.00%             | 2028-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                        | CUSIP: 78409VBG8<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    175000 | PA      | $176181.25    | 0.00%             | 2029-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                        | CUSIP: 78409VBH6<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196566.00    | 0.00%             | 2027-03-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                        | CUSIP: 78409VBJ2<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    250000 | PA      | $240230.00    | 0.00%             | 2029-03-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                        | CUSIP: 78409VBK9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    300000 | PA      | $277881.00    | 0.00%             | 2032-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                        | CUSIP: 78409VBL7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    150000 | PA      | $116023.50    | 0.00%             | 2052-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                        | CUSIP: 78409VBM5<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    100000 | PA      | $76647.00     | 0.00%             | 2062-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                        | CUSIP: 78409VBQ6<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    150000 | PA      | $158487.00    | 0.00%             | 2033-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SSM HEALTH CARE                                                                  | SSM Health Care Corp                                                                  | CUSIP: 784710AC9<br>LEI: 5493000QP6H63JFPC580 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101901.00    | 0.00%             | 2028-06-01      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                                         | Sabine Pass Liquefaction LLC                                                          | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251527.50    | 0.00%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                                         | Sabine Pass Liquefaction LLC                                                          | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200380.00    | 0.00%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                                         | Sabine Pass Liquefaction LLC                                                          | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    375000 | PA      | $377448.75    | 0.01%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                                         | Sabine Pass Liquefaction LLC                                                          | CUSIP: 785592AZ9<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     97239 | PA      | $103276.57    | 0.00%             | 2037-09-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LP                                                             | Sabra Health Care LP                                                                  | CUSIP: 78572XAG6<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              |  | US        |    100000 | PA      | $97832.00     | 0.00%             | 2029-10-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LP                                                             | Sabra Health Care LP                                                                  | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              |  | US        |    150000 | PA      | $137289.00    | 0.00%             | 2031-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| SAFEHOLD GL HOLDINGS LLC                                                         | Safehold GL Holdings LLC                                                              | CUSIP: 785931AA4<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              |  | US        |     75000 | PA      | $79866.00     | 0.00%             | 2034-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| SAFEHOLD GL HOLDINGS LLC                                                         | Safehold GL Holdings LLC                                                              | CUSIP: 785931AB2<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              |  | US        |    100000 | PA      | $103097.00    | 0.00%             | 2035-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| SAFEHOLD GL HOLDINGS LLC                                                         | Safehold GL Holdings LLC                                                              | CUSIP: 78646UAB5<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              |  | US        |    100000 | PA      | $89710.00     | 0.00%             | 2032-01-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                                 | CUSIP: 792860AK4<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    150000 | PA      | $174262.50    | 0.00%             | 2036-06-20      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                   | Salesforce Inc                                                                        | CUSIP: 79466LAF1<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299934.00    | 0.01%             | 2028-04-11      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                   | Salesforce Inc                                                                        | CUSIP: 79466LAH7<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141835.50    | 0.00%             | 2028-07-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                   | Salesforce Inc                                                                        | CUSIP: 79466LAJ3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    300000 | PA      | $268230.00    | 0.00%             | 2031-07-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                   | Salesforce Inc                                                                        | CUSIP: 79466LAK0<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    250000 | PA      | $184247.50    | 0.00%             | 2041-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                   | Salesforce Inc                                                                        | CUSIP: 79466LAL8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    350000 | PA      | $227482.50    | 0.00%             | 2051-07-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                   | Salesforce Inc                                                                        | CUSIP: 79466LAM6<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    200000 | PA      | $123840.00    | 0.00%             | 2061-07-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Sales Tax Securitization Corp                                                    | Sales Tax Securitization Corp.                                                        | CUSIP: 79467BAR6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $12998.66     | 0.00%             | 2043-01-01      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| Sales Tax Securitization Corp                                                    | Sales Tax Securitization Corp.                                                        | CUSIP: 79467BBN4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $120904.50    | 0.00%             | 2048-01-01      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Sales Tax Securitization Corp                                                    | Sales Tax Securitization Corp.                                                        | CUSIP: 79467BDX0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $82339.60     | 0.00%             | 2042-01-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| City of San Antonio TX Electric & Gas Systems Revenue                            | City of San Antonio Electric & Gas Systems Revenue                                    | CUSIP: 796253T93<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |    190000 | PA      | $205433.32    | 0.00%             | 2039-02-01      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| City of San Antonio TX Electric & Gas Systems Revenue                            | SAN ANTONIO TX ELEC & GAS REVENUE                                                     | CUSIP: 79625GNB5<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |    100000 | PA      | $101674.20    | 0.00%             | 2045-02-01      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| City of San Antonio TX Electric & Gas Systems Revenue                            | SAN ANTONIO TX ELEC & GAS REVENUE                                                     | CUSIP: 79625GNC3<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |    100000 | PA      | $100647.40    | 0.00%             | 2050-02-01      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| San Diego County Water Authority                                                 | San Diego County Water Authority                                                      | CUSIP: 79741TAR5<br>LEI: 549300Y0QN5OFKA1G520 | Long             | DBT              | MUN               | US        |    100000 | PA      | $104964.90    | 0.00%             | 2049-05-01      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                           | CUSIP: 797440BK9<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     50000 | PA      | $54250.50     | 0.00%             | 2039-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                           | CUSIP: 797440BM5<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92492.00     | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                           | CUSIP: 797440BV5<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     75000 | PA      | $57907.50     | 0.00%             | 2047-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                           | CUSIP: 797440BW3<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81513.00     | 0.00%             | 2048-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                           | CUSIP: 797440BX1<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80632.00     | 0.00%             | 2049-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                           | CUSIP: 797440BY9<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $70430.00     | 0.00%             | 2050-04-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                           | CUSIP: 797440BZ6<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178560.00    | 0.00%             | 2030-10-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                           | CUSIP: 797440CA0<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    150000 | PA      | $97701.00     | 0.00%             | 2051-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                           | CUSIP: 797440CB8<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92042.00     | 0.00%             | 2032-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                           | CUSIP: 797440CD4<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144622.50    | 0.00%             | 2053-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                           | CUSIP: 797440CE2<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102462.00    | 0.00%             | 2028-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                           | CUSIP: 797440CF9<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99129.00     | 0.00%             | 2054-04-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                           | CUSIP: 797440CG7<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    125000 | PA      | $130410.00    | 0.00%             | 2035-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| San Jose Redevelopment Agency Successor Agency                                   | San Jose Redevelopment Successor Agency                                               | CUSIP: 798170AN6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $94178.40     | 0.00%             | 2034-08-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                                  | Sands China Ltd                                                                       | CUSIP: 80007RAE5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    300000 | PA      | $304905.00    | 0.01%             | 2028-08-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                                  | Sands China Ltd                                                                       | CUSIP: 80007RAL9<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $195828.00    | 0.00%             | 2030-06-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                                  | Sands China Ltd                                                                       | CUSIP: 80007RAN5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $194666.00    | 0.00%             | 2027-03-08      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                                  | Sands China Ltd                                                                       | CUSIP: 80007RAQ8<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $188770.00    | 0.00%             | 2029-03-08      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| SANOFI SA                                                                        | Sanofi SA                                                                             | CUSIP: 801060AD6<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |    175000 | PA      | $174503.00    | 0.00%             | 2028-06-19      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SANOFI SA                                                                        | Sanofi SA                                                                             | CUSIP: 801060AG9<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $100236.00    | 0.00%             | 2028-11-03      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SANOFI SA                                                                        | Sanofi SA                                                                             | CUSIP: 801060AJ3<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $200112.00    | 0.00%             | 2032-11-03      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                         | Santander UK Group Holdings PLC                                                       | CUSIP: 80281LAG0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $248105.00    | 0.00%             | 2028-11-03      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                         | Santander UK Group Holdings PLC                                                       | CUSIP: 80281LAP0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $184222.00    | 0.00%             | 2032-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                         | Santander UK Group Holdings PLC                                                       | CUSIP: 80281LAR6<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $196150.00    | 0.00%             | 2028-01-11      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                         | Santander UK Group Holdings PLC                                                       | CUSIP: 80281LAT2<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $209232.00    | 0.00%             | 2029-01-10      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                         | Santander UK Group Holdings PLC                                                       | CUSIP: 80281LAV7<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $209462.00    | 0.00%             | 2031-04-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                         | Santander UK Group Holdings PLC                                                       | CUSIP: 80281LAX3<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    240000 | PA      | $240321.60    | 0.00%             | 2029-09-22      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                         | Santander UK Group Holdings PLC                                                       | CUSIP: 80281LAY1<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $199834.00    | 0.00%             | 2036-09-22      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                                           | Santander Holdings USA Inc                                                            | CUSIP: 80282KAP1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150451.50    | 0.00%             | 2027-07-13      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                                           | Santander Holdings USA Inc                                                            | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146964.00    | 0.00%             | 2028-01-06      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                                           | Santander Holdings USA Inc                                                            | CUSIP: 80282KBF2<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208564.00    | 0.00%             | 2029-03-09      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                                           | Santander Holdings USA Inc                                                            | CUSIP: 80282KBG0<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104677.00    | 0.00%             | 2029-06-12      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                                           | Santander Holdings USA Inc                                                            | CUSIP: 80282KBH8<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    100000 | PA      | $112297.00    | 0.00%             | 2031-11-09      | Fixed         | 7.66%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                                           | Santander Holdings USA Inc                                                            | CUSIP: 80282KBJ4<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208908.00    | 0.00%             | 2030-01-09      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                                           | Santander Holdings USA Inc                                                            | CUSIP: 80282KBL9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    150000 | PA      | $161122.50    | 0.00%             | 2035-05-31      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                                           | Santander Holdings USA Inc                                                            | CUSIP: 80282KBM7<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204846.00    | 0.00%             | 2030-09-06      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                                           | Santander Holdings USA Inc                                                            | CUSIP: 80282KBN5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153187.50    | 0.00%             | 2029-03-20      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                                           | Santander Holdings USA Inc                                                            | CUSIP: 80282KBQ8<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155415.00    | 0.00%             | 2031-03-20      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                                                         | Province of Saskatchewan Canada                                                       | CUSIP: 803854KQ0<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |    200000 | PA      | $198672.00    | 0.00%             | 2027-06-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                                                         | Province of Saskatchewan Canada                                                       | CUSIP: 803854KW7<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |    200000 | PA      | $206940.00    | 0.00%             | 2030-01-28      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                        | CUSIP: 806605AG6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    100000 | PA      | $114228.00    | 0.00%             | 2033-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                        | CUSIP: 806605AH4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    100000 | PA      | $115993.00    | 0.00%             | 2037-09-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                               | CUSIP: 808513AQ8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99113.00     | 0.00%             | 2027-03-02      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                               | CUSIP: 808513AU9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98643.00     | 0.00%             | 2028-01-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                               | CUSIP: 808513AZ8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75288.00     | 0.00%             | 2029-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                               | CUSIP: 808513BA2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73102.50     | 0.00%             | 2029-05-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                               | CUSIP: 808513BC8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51221.50     | 0.00%             | 2030-03-22      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                               | CUSIP: 808513BG9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87883.00     | 0.00%             | 2031-03-11      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                               | CUSIP: 808513BP9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192108.00    | 0.00%             | 2028-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                               | CUSIP: 808513BS3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90847.00     | 0.00%             | 2031-05-13      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                               | CUSIP: 808513BT1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    125000 | PA      | $109703.75    | 0.00%             | 2031-12-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                               | CUSIP: 808513BW4<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99251.00     | 0.00%             | 2027-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                               | CUSIP: 808513BX2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47699.50     | 0.00%             | 2029-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                               | CUSIP: 808513BY0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    240000 | PA      | $235704.00    | 0.00%             | 2027-03-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                               | CUSIP: 808513CA1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    150000 | PA      | $138028.50    | 0.00%             | 2032-03-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                               | CUSIP: 808513CD5<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    190000 | PA      | $197385.30    | 0.00%             | 2029-05-19      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                               | CUSIP: 808513CE3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    225000 | PA      | $241796.25    | 0.00%             | 2034-05-19      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                               | CUSIP: 808513CH6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    225000 | PA      | $246127.50    | 0.00%             | 2034-08-24      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                               | CUSIP: 808513CJ2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $212284.00    | 0.00%             | 2029-11-17      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| SELECTIVE INSURANCE GROU                                                         | Selective Insurance Group Inc                                                         | CUSIP: 816300AH0<br>LEI: 549300R3WGJWLE40R258 | Long             | DBT              | CORP              | US        |     75000 | PA      | $69791.25     | 0.00%             | 2049-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                           | Sempra                                                                                | CUSIP: 816851AP4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    150000 | PA      | $158382.00    | 0.00%             | 2039-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                           | Sempra                                                                                | CUSIP: 816851BA6<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98584.00     | 0.00%             | 2027-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                           | Sempra                                                                                | CUSIP: 816851BG3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197090.00    | 0.00%             | 2028-02-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                           | Sempra                                                                                | CUSIP: 816851BH1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    150000 | PA      | $129981.00    | 0.00%             | 2038-02-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                           | Sempra                                                                                | CUSIP: 816851BJ7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    150000 | PA      | $116347.50    | 0.00%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                           | Sempra                                                                                | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195128.00    | 0.00%             | 2052-04-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                           | Sempra                                                                                | CUSIP: 816851BP3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147885.00    | 0.00%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                           | Sempra                                                                                | CUSIP: 816851BR9<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    150000 | PA      | $157542.00    | 0.00%             | 2033-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                           | Sempra                                                                                | CUSIP: 816851BS7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205430.00    | 0.00%             | 2054-10-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                           | Sempra                                                                                | CUSIP: 816851BT5<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203870.00    | 0.00%             | 2054-10-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                           | Sempra                                                                                | CUSIP: 816851BU2<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75790.50     | 0.00%             | 2055-04-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                           | Sempra                                                                                | CUSIP: 816851BV0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101413.00    | 0.00%             | 2055-04-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                           | Sempra                                                                                | CUSIP: 816851BW8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153229.50    | 0.00%             | 2056-04-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SENTARA HEALTHCARE                                                               | Sentara Health                                                                        | CUSIP: 81728XAA6<br>LEI: 5493002B0YWN6UH30V71 | Long             | DBT              | CORP              | US        |     75000 | PA      | $49036.50     | 0.00%             | 2051-11-01      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| SERVICENOW INC                                                                   | ServiceNow Inc                                                                        | CUSIP: 81762PAE2<br>LEI: 549300HJTQM36M0E1G39 | Long             | DBT              | CORP              | US        |    300000 | PA      | $264798.00    | 0.00%             | 2030-09-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| SHARP HEALTHCARE                                                                 | Sharp HealthCare                                                                      | CUSIP: 819892AL4<br>LEI: 549300DEPBQ9WUW1K512 | Long             | DBT              | CORP              | US        |     50000 | PA      | $31669.50     | 0.00%             | 2050-08-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                          | Shell International Finance BV                                                        | CUSIP: 822582AD4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $560280.00    | 0.01%             | 2038-12-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                          | Shell International Finance BV                                                        | CUSIP: 822582AN2<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    225000 | PA      | $234904.50    | 0.00%             | 2040-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                          | Shell International Finance BV                                                        | CUSIP: 822582AT9<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |     80000 | PA      | $65515.20     | 0.00%             | 2042-08-21      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                          | Shell International Finance BV                                                        | CUSIP: 822582BE1<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |     75000 | PA      | $75201.75     | 0.00%             | 2035-05-11      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                          | Shell International Finance BV                                                        | CUSIP: 822582BF8<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |     75000 | PA      | $66369.00     | 0.00%             | 2045-05-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                          | Shell International Finance BV                                                        | CUSIP: 822582BQ4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |     75000 | PA      | $61997.25     | 0.00%             | 2046-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                          | Shell International Finance BV                                                        | CUSIP: 822582CB6<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $300405.00    | 0.01%             | 2028-11-13      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                          | Shell International Finance BV                                                        | CUSIP: 822582CD2<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $94541.00     | 0.00%             | 2029-11-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                          | Shell International Finance BV                                                        | CUSIP: 822582CE0<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $138126.00    | 0.00%             | 2049-11-07      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                          | Shell International Finance BV                                                        | CUSIP: 822582CK6<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |     50000 | PA      | $37318.50     | 0.00%             | 2041-11-26      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                          | Shell International Finance BV                                                        | CUSIP: 822582CL4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $133260.00    | 0.00%             | 2051-11-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                             | Shell Finance US Inc                                                                  | CUSIP: 822905AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    430000 | PA      | $377325.00    | 0.01%             | 2045-05-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                             | Shell Finance US Inc                                                                  | CUSIP: 822905AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $285807.00    | 0.01%             | 2030-04-06      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                             | Shell Finance US Inc                                                                  | CUSIP: 822905AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $266554.75    | 0.00%             | 2035-05-11      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                             | Shell Finance US Inc                                                                  | CUSIP: 822905AD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $159309.50    | 0.00%             | 2043-08-12      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                             | Shell Finance US Inc                                                                  | CUSIP: 822905AE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $231602.00    | 0.00%             | 2046-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                             | Shell Finance US Inc                                                                  | CUSIP: 822905AF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $236017.50    | 0.00%             | 2029-11-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                             | Shell Finance US Inc                                                                  | CUSIP: 822905AG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $247747.50    | 0.00%             | 2050-04-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                             | Shell Finance US Inc                                                                  | CUSIP: 822905AH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $158868.00    | 0.00%             | 2046-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                               | CUSIP: 824348AQ9<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41944.00     | 0.00%             | 2042-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                               | CUSIP: 824348AS5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     75000 | PA      | $65388.75     | 0.00%             | 2045-08-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                               | CUSIP: 824348AW6<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247892.50    | 0.00%             | 2027-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                               | CUSIP: 824348AX4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    250000 | PA      | $217370.00    | 0.00%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                               | CUSIP: 824348BJ4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95955.00     | 0.00%             | 2029-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                               | CUSIP: 824348BK1<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    100000 | PA      | $76530.00     | 0.00%             | 2049-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                               | CUSIP: 824348BL9<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92410.00     | 0.00%             | 2030-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                               | CUSIP: 824348BM7<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    100000 | PA      | $69648.00     | 0.00%             | 2050-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                               | CUSIP: 824348BN5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     75000 | PA      | $66077.25     | 0.00%             | 2032-03-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                               | CUSIP: 824348BP0<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    100000 | PA      | $63096.00     | 0.00%             | 2052-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                               | CUSIP: 824348BS4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75811.50     | 0.00%             | 2028-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                               | CUSIP: 824348BT2<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77023.50     | 0.00%             | 2031-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                               | CUSIP: 824348BU9<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100699.00    | 0.00%             | 2028-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                               | CUSIP: 824348BV7<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101077.00    | 0.00%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                               | CUSIP: 824348BW5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102613.00    | 0.00%             | 2035-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SIERRA PACIFIC POWER CO                                                          | Sierra Pacific Power Co                                                               | CUSIP: 826418BQ7<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75988.50     | 0.00%             | 2054-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SIERRA PACIFIC POWER CO                                                          | Sierra Pacific Power Co                                                               | CUSIP: 826418BR5<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79637.60     | 0.00%             | 2055-12-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| SIMMONS FIRST NTL CORP                                                           | Simmons First National Corp                                                           | CUSIP: 828730AC5<br>LEI: 549300IVR5AJKUVOGN05 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60774.60     | 0.00%             | 2035-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                               | CUSIP: 828807CE5<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    100000 | PA      | $115935.00    | 0.00%             | 2040-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                               | CUSIP: 828807CL9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    100000 | PA      | $93229.00     | 0.00%             | 2042-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                               | CUSIP: 828807CY1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    100000 | PA      | $99387.00     | 0.00%             | 2026-11-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                               | CUSIP: 828807CZ8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    100000 | PA      | $84473.00     | 0.00%             | 2046-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                               | CUSIP: 828807DC8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    100000 | PA      | $99291.00     | 0.00%             | 2027-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                               | CUSIP: 828807DE4<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    150000 | PA      | $148536.00    | 0.00%             | 2027-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                               | CUSIP: 828807DF1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    250000 | PA      | $236380.00    | 0.00%             | 2029-09-13      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                               | CUSIP: 828807DH7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    250000 | PA      | $175437.50    | 0.00%             | 2049-09-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                               | CUSIP: 828807DJ3<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    175000 | PA      | $133619.50    | 0.00%             | 2050-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                               | CUSIP: 828807DK0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    150000 | PA      | $140851.50    | 0.00%             | 2030-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                               | CUSIP: 828807DL8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    175000 | PA      | $167350.75    | 0.00%             | 2028-02-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                               | CUSIP: 828807DM6<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    150000 | PA      | $135774.00    | 0.00%             | 2031-02-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                               | CUSIP: 828807DQ7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    100000 | PA      | $88363.00     | 0.00%             | 2032-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                               | CUSIP: 828807DT1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    100000 | PA      | $90393.00     | 0.00%             | 2032-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                               | CUSIP: 828807DU8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    150000 | PA      | $158910.00    | 0.00%             | 2033-03-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                               | CUSIP: 828807DV6<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    125000 | PA      | $129267.50    | 0.00%             | 2053-03-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                               | CUSIP: 828807DW4<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    100000 | PA      | $110384.00    | 0.00%             | 2034-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                               | CUSIP: 828807DX2<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |     75000 | PA      | $85125.75     | 0.00%             | 2054-01-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                               | CUSIP: 828807DY0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    150000 | PA      | $150189.00    | 0.00%             | 2034-09-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                               | CUSIP: 828807DZ7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    150000 | PA      | $151290.00    | 0.00%             | 2030-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                               | CUSIP: 828807EA1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    150000 | PA      | $153136.50    | 0.00%             | 2035-10-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| SIRIUSPOINT LTD                                                                  | SiriusPoint Ltd                                                                       | CUSIP: 82969BAA0<br>LEI: 549300OGXFI85N3YZZ51 | Long             | DBT              | CORP              | BM        |    100000 | PA      | $105185.00    | 0.00%             | 2029-04-05      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET LENDING PAR                                                         | Sixth Street Lending Partners                                                         | CUSIP: 829932AB8<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207886.00    | 0.00%             | 2029-03-11      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET LENDING PAR                                                         | Sixth Street Lending Partners                                                         | CUSIP: 829932AD4<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101296.00    | 0.00%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET LENDING PAR                                                         | Sixth Street Lending Partners                                                         | CUSIP: 829932AE2<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102820.00    | 0.00%             | 2030-07-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS                                                         | South Bow USA Infrastructure Holdings LLC                                             | CUSIP: 83007CAB8<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151309.50    | 0.00%             | 2027-09-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS                                                         | South Bow USA Infrastructure Holdings LLC                                             | CUSIP: 83007CAD4<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203204.00    | 0.00%             | 2029-10-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS                                                         | South Bow USA Infrastructure Holdings LLC                                             | CUSIP: 83007CAF9<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202522.00    | 0.00%             | 2034-10-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS                                                         | South Bow USA Infrastructure Holdings LLC                                             | CUSIP: 83007CAH5<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145758.00    | 0.00%             | 2054-10-01      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET SPECIALTY                                                           | Sixth Street Specialty Lending Inc                                                    | CUSIP: 83012AAC3<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77056.50     | 0.00%             | 2029-03-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| SKYWORKS SOLUTIONS INC                                                           | Skyworks Solutions Inc                                                                | CUSIP: 83088MAL6<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90946.00     | 0.00%             | 2031-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SMITH & NEPHEW PLC                                                               | Smith & Nephew PLC                                                                    | CUSIP: 83192PAA6<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $224875.00    | 0.00%             | 2030-10-14      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| SMITH & NEPHEW PLC                                                               | Smith & Nephew PLC                                                                    | CUSIP: 83192PAD0<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |    150000 | PA      | $156636.00    | 0.00%             | 2034-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                                                    | J M Smucker Co/The                                                                    | CUSIP: 832696AM0<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95012.00     | 0.00%             | 2035-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                                                    | J M Smucker Co/The                                                                    | CUSIP: 832696AP3<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84967.00     | 0.00%             | 2045-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                                                    | J M Smucker Co/The                                                                    | CUSIP: 832696AS7<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93081.00     | 0.00%             | 2030-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                                                    | J M Smucker Co/The                                                                    | CUSIP: 832696AU2<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     75000 | PA      | $64933.50     | 0.00%             | 2032-03-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                                                    | J M Smucker Co/The                                                                    | CUSIP: 832696AW8<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209902.00    | 0.00%             | 2028-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                                                    | J M Smucker Co/The                                                                    | CUSIP: 832696AX6<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    200000 | PA      | $217924.00    | 0.00%             | 2033-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                                                    | J M Smucker Co/The                                                                    | CUSIP: 832696AY4<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    200000 | PA      | $217830.00    | 0.00%             | 2043-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                                                    | J M Smucker Co/The                                                                    | CUSIP: 832696AZ1<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    150000 | PA      | $165321.00    | 0.00%             | 2053-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SMURFIT KAPPA TREASURY                                                           | Smurfit Kappa Treasury ULC                                                            | CUSIP: 83272GAD3<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $206834.00    | 0.00%             | 2030-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SMURFIT KAPPA TREASURY                                                           | Smurfit Kappa Treasury ULC                                                            | CUSIP: 83272GAE1<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $207834.00    | 0.00%             | 2034-04-03      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| SMURFIT KAPPA TREASURY                                                           | Smurfit Kappa Treasury ULC                                                            | CUSIP: 83272GAF8<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $204094.00    | 0.00%             | 2054-04-03      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| SMURFIT WESTROCK FIN                                                             | Smurfit Westrock Financing DAC                                                        | CUSIP: 83272YAB8<br>LEI: 6354005S6ZLHLVX7VT12 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $206922.00    | 0.00%             | 2035-01-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| SNAP-ON INC                                                                      | Snap-on Inc                                                                           | CUSIP: 833034AL5<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84239.00     | 0.00%             | 2048-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| SNAP-ON INC                                                                      | Snap-on Inc                                                                           | CUSIP: 833034AM3<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $69775.00     | 0.00%             | 2050-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                                                   | Solventum Corp                                                                        | CUSIP: 83444MAN1<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101442.00    | 0.00%             | 2027-02-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                                                   | Solventum Corp                                                                        | CUSIP: 83444MAP6<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103462.00    | 0.00%             | 2029-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                                                   | Solventum Corp                                                                        | CUSIP: 83444MAQ4<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209144.00    | 0.00%             | 2031-03-13      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                                                   | Solventum Corp                                                                        | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    275000 | PA      | $287553.75    | 0.01%             | 2034-03-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                                                   | Solventum Corp                                                                        | CUSIP: 83444MAS0<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256770.00    | 0.00%             | 2054-04-30      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                                                               | Sonoco Products Co                                                                    | CUSIP: 835495AJ1<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102041.00    | 0.00%             | 2040-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                                                               | Sonoco Products Co                                                                    | CUSIP: 835495AL6<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94848.00     | 0.00%             | 2030-05-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                                                               | Sonoco Products Co                                                                    | CUSIP: 835495AP7<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90508.00     | 0.00%             | 2032-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                                                               | Sonoco Products Co                                                                    | CUSIP: 835495AR3<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100927.00    | 0.00%             | 2029-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                                                               | Sonoco Products Co                                                                    | CUSIP: 835495AS1<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149250.00    | 0.00%             | 2034-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH                                                            | Dominion Energy South Carolina Inc                                                    | CUSIP: 837004BX7<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52592.50     | 0.00%             | 2033-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH                                                            | Dominion Energy South Carolina Inc                                                    | CUSIP: 837004CB4<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    100000 | PA      | $109042.00    | 0.00%             | 2038-01-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH                                                            | Dominion Energy South Carolina Inc                                                    | CUSIP: 837004CE8<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102015.00    | 0.00%             | 2041-02-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH                                                            | Dominion Energy South Carolina Inc                                                    | CUSIP: 837004CJ7<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91345.00     | 0.00%             | 2065-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SOUTHSTATE BANK CORP                                                             | SOUTHSTATE BANK CORP                                                                  | CUSIP: 840441AA7<br>LEI: 549300JZUANXM0YQ4W53 | Long             | DBT              | CORP              | US        |     70000 | PA      | $73778.60     | 0.00%             | 2035-06-13      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                         | CUSIP: 842400ES8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    150000 | PA      | $158427.00    | 0.00%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                         | CUSIP: 842400EV1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78215.25     | 0.00%             | 2035-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                         | CUSIP: 842400FC2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102034.00    | 0.00%             | 2036-02-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                         | CUSIP: 842400FF5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76067.25     | 0.00%             | 2037-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                         | CUSIP: 842400FH1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103131.00    | 0.00%             | 2038-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                         | CUSIP: 842400FL2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104337.00    | 0.00%             | 2039-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                         | CUSIP: 842400FP3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99607.00     | 0.00%             | 2040-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                         | CUSIP: 842400FQ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     75000 | PA      | $66836.25     | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                         | CUSIP: 842400FV0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81060.00     | 0.00%             | 2042-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                         | CUSIP: 842400FW8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39182.00     | 0.00%             | 2043-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                         | CUSIP: 842400FZ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    150000 | PA      | $129915.00    | 0.00%             | 2043-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                         | CUSIP: 842400GE7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $73454.00     | 0.00%             | 2045-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                         | CUSIP: 842400GG2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    300000 | PA      | $230325.00    | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                         | CUSIP: 842400GJ6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98656.00     | 0.00%             | 2028-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                         | CUSIP: 842400GK3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    250000 | PA      | $194617.50    | 0.00%             | 2048-03-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                         | CUSIP: 842400GQ0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99451.00     | 0.00%             | 2029-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                         | CUSIP: 842400GR8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85962.00     | 0.00%             | 2049-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                         | CUSIP: 842400GS6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94492.00     | 0.00%             | 2029-08-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                         | CUSIP: 842400GT4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    200000 | PA      | $141670.00    | 0.00%             | 2050-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                         | CUSIP: 842400GU1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    150000 | PA      | $135972.00    | 0.00%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                         | CUSIP: 842400GY3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $62335.00     | 0.00%             | 2051-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                         | CUSIP: 842400HF3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $70507.00     | 0.00%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                         | CUSIP: 842400HM8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89042.00     | 0.00%             | 2032-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                         | CUSIP: 842400HN6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $67834.00     | 0.00%             | 2052-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                         | CUSIP: 842400HQ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150973.50    | 0.00%             | 2027-06-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                         | CUSIP: 842400HR7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45991.00     | 0.00%             | 2052-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                         | CUSIP: 842400HS5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154152.00    | 0.00%             | 2027-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                         | CUSIP: 842400HT3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    125000 | PA      | $132846.25    | 0.00%             | 2032-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                         | CUSIP: 842400HU0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153028.50    | 0.00%             | 2028-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                         | CUSIP: 842400HV8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94807.00     | 0.00%             | 2053-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                         | CUSIP: 842400HX4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146844.00    | 0.00%             | 2053-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                         | CUSIP: 842400HY2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103523.00    | 0.00%             | 2028-10-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                         | CUSIP: 842400HZ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201842.00    | 0.00%             | 2034-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                         | CUSIP: 842400JC8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102084.00    | 0.00%             | 2029-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                         | CUSIP: 842400JD6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47945.50     | 0.00%             | 2054-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                         | CUSIP: 842400JE4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155328.00    | 0.00%             | 2031-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                         | CUSIP: 842400JG9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102227.00    | 0.00%             | 2035-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                         | CUSIP: 842400JH7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98719.00     | 0.00%             | 2055-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                         | CUSIP: 842400JJ3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154170.00    | 0.00%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                         | CUSIP: 842400JK0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128448.75    | 0.00%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                            | Southern California Gas Co                                                            | CUSIP: 842434CK6<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     75000 | PA      | $61190.25     | 0.00%             | 2042-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                            | Southern California Gas Co                                                            | CUSIP: 842434CR1<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     75000 | PA      | $61192.50     | 0.00%             | 2048-06-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                            | Southern California Gas Co                                                            | CUSIP: 842434CS9<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83709.00     | 0.00%             | 2049-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                            | Southern California Gas Co                                                            | CUSIP: 842434CT7<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39064.00     | 0.00%             | 2050-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                            | Southern California Gas Co                                                            | CUSIP: 842434CU4<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94262.00     | 0.00%             | 2030-02-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                            | Southern California Gas Co                                                            | CUSIP: 842434CW0<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147957.00    | 0.00%             | 2027-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                            | Southern California Gas Co                                                            | CUSIP: 842434CX8<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $110105.00    | 0.00%             | 2052-11-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                            | Southern California Gas Co                                                            | CUSIP: 842434CY6<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101587.00    | 0.00%             | 2053-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                            | Southern California Gas Co                                                            | CUSIP: 842434CZ3<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103628.00    | 0.00%             | 2033-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                            | Southern California Gas Co                                                            | CUSIP: 842434DA7<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100012.00    | 0.00%             | 2054-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                            | Southern California Gas Co                                                            | CUSIP: 842434DB5<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102576.00    | 0.00%             | 2034-09-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                            | Southern California Gas Co                                                            | CUSIP: 842434DC3<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104820.00    | 0.00%             | 2035-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                            | Southern California Gas Co                                                            | CUSIP: 842434DD1<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105012.00    | 0.00%             | 2055-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | Southern Co/The                                                                       | CUSIP: 842587CW5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    125000 | PA      | $117841.25    | 0.00%             | 2036-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | Southern Co/The                                                                       | CUSIP: 842587CX3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    300000 | PA      | $257280.00    | 0.00%             | 2046-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | Southern Co/The                                                                       | CUSIP: 842587DD6<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152439.00    | 0.00%             | 2027-08-01      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | Southern Co/The                                                                       | CUSIP: 842587DE4<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    175000 | PA      | $171426.50    | 0.00%             | 2030-04-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | Southern Co/The                                                                       | CUSIP: 842587DH7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71216.25     | 0.00%             | 2028-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | Southern Co/The                                                                       | CUSIP: 842587DL8<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106566.00    | 0.00%             | 2032-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | Southern Co/The                                                                       | CUSIP: 842587DQ7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203766.00    | 0.00%             | 2028-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | Southern Co/The                                                                       | CUSIP: 842587DR5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155236.50    | 0.00%             | 2033-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | Southern Co/The                                                                       | CUSIP: 842587DS3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208012.00    | 0.00%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | Southern Co/The                                                                       | CUSIP: 842587DT1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    150000 | PA      | $158665.50    | 0.00%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | Southern Co/The                                                                       | CUSIP: 842587EA1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124621.25    | 0.00%             | 2035-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | Southern Co/The                                                                       | CUSIP: 842587EB9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    300000 | PA      | $317586.00    | 0.01%             | 2055-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COPPER CORP                                                             | Southern Copper Corp                                                                  | CUSIP: 84265VAA3<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    150000 | PA      | $178191.00    | 0.00%             | 2035-07-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COPPER CORP                                                             | Southern Copper Corp                                                                  | CUSIP: 84265VAE5<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    200000 | PA      | $227166.00    | 0.00%             | 2040-04-16      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COPPER CORP                                                             | Southern Copper Corp                                                                  | CUSIP: 84265VAG0<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    250000 | PA      | $240375.00    | 0.00%             | 2042-11-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COPPER CORP                                                             | Southern Copper Corp                                                                  | CUSIP: 84265VAJ4<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258655.00    | 0.00%             | 2045-04-23      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                          | Southern Co Gas Capital Corp                                                          | CUSIP: 8426EPAB4<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79939.00     | 0.00%             | 2046-10-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                          | Southern Co Gas Capital Corp                                                          | CUSIP: 8426EPAC2<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85001.00     | 0.00%             | 2047-05-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                          | Southern Co Gas Capital Corp                                                          | CUSIP: 8426EPAD0<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88437.00     | 0.00%             | 2031-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                          | Southern Co Gas Capital Corp                                                          | CUSIP: 8426EPAE8<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     75000 | PA      | $49583.25     | 0.00%             | 2051-09-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                          | Southern Co Gas Capital Corp                                                          | CUSIP: 8426EPAF5<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103300.00    | 0.00%             | 2032-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                          | Southern Co Gas Capital Corp                                                          | CUSIP: 8426EPAG3<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106572.00    | 0.00%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                          | Southern Co Gas Capital Corp                                                          | CUSIP: 8426EPAH1<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100777.00    | 0.00%             | 2034-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                          | Southern Co Gas Capital Corp                                                          | CUSIP: 8426EPAJ7<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80073.60     | 0.00%             | 2028-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                          | Southern Co Gas Capital Corp                                                          | CUSIP: 8426EPAK4<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81042.40     | 0.00%             | 2035-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO                                                                | Southern Power Co                                                                     | CUSIP: 843646AH3<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97634.00     | 0.00%             | 2041-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO                                                                | Southern Power Co                                                                     | CUSIP: 843646AJ9<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48252.00     | 0.00%             | 2043-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO                                                                | Southern Power Co                                                                     | CUSIP: 843646AU4<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91143.00     | 0.00%             | 2046-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO                                                                | Southern Power Co                                                                     | CUSIP: 843646AX8<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99908.00     | 0.00%             | 2030-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO                                                                | Southern Power Co                                                                     | CUSIP: 843646AY6<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99404.00     | 0.00%             | 2035-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                                            | Southwest Airlines Co                                                                 | CUSIP: 844741BC1<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |     95000 | PA      | $94022.45     | 0.00%             | 2026-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                                            | Southwest Airlines Co                                                                 | CUSIP: 844741BE7<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73898.25     | 0.00%             | 2027-11-16      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                                            | Southwest Airlines Co                                                                 | CUSIP: 844741BF4<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |     75000 | PA      | $69533.25     | 0.00%             | 2030-02-10      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                                            | Southwest Airlines Co                                                                 | CUSIP: 844741BK3<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303408.00    | 0.01%             | 2027-06-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                                            | Southwest Airlines Co                                                                 | CUSIP: 844741BL1<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150046.50    | 0.00%             | 2028-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                                            | Southwest Airlines Co                                                                 | CUSIP: 844741BM9<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147012.00    | 0.00%             | 2035-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                                               | Southwest Gas Corp                                                                    | CUSIP: 845011AB1<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81391.00     | 0.00%             | 2049-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                                               | Southwest Gas Corp                                                                    | CUSIP: 845011AC9<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    250000 | PA      | $228535.00    | 0.00%             | 2030-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                                               | Southwest Gas Corp                                                                    | CUSIP: 845011AE5<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145399.50    | 0.00%             | 2032-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                                          | Southwestern Electric Power Co                                                        | CUSIP: 845437BL5<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    100000 | PA      | $108093.00    | 0.00%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                                          | Southwestern Electric Power Co                                                        | CUSIP: 845437BN1<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |     75000 | PA      | $59220.75     | 0.00%             | 2045-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                                          | Southwestern Electric Power Co                                                        | CUSIP: 845437BQ4<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |     50000 | PA      | $37915.50     | 0.00%             | 2048-02-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                                          | Southwestern Electric Power Co                                                        | CUSIP: 845437BR2<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149952.00    | 0.00%             | 2028-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                                          | Southwestern Electric Power Co                                                        | CUSIP: 845437BT8<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |     75000 | PA      | $50415.00     | 0.00%             | 2051-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                                          | Southwestern Electric Power Co                                                        | CUSIP: 845437BU5<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103013.00    | 0.00%             | 2033-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                               | Expand Energy Corp                                                                    | CUSIP: 845467AR0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125378.75    | 0.00%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                               | Expand Energy Corp                                                                    | CUSIP: 845467AS8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202968.00    | 0.00%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                               | Expand Energy Corp                                                                    | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197942.00    | 0.00%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                                                         | Southwestern Public Service Co                                                        | CUSIP: 845743BN2<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    150000 | PA      | $136005.00    | 0.00%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                                                         | Southwestern Public Service Co                                                        | CUSIP: 845743BQ5<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |     75000 | PA      | $54667.50     | 0.00%             | 2046-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                                                         | Southwestern Public Service Co                                                        | CUSIP: 845743BR3<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    100000 | PA      | $76119.00     | 0.00%             | 2047-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                                                         | Southwestern Public Service Co                                                        | CUSIP: 845743BU6<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    150000 | PA      | $101361.00    | 0.00%             | 2050-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                                                         | Southwestern Public Service Co                                                        | CUSIP: 845743BX0<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104080.00    | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SPECTRA ENERGY PARTNERS                                                          | Spectra Energy Partners LP                                                            | CUSIP: 84756NAE9<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76897.50     | 0.00%             | 2043-09-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SPECTRA ENERGY PARTNERS                                                          | Spectra Energy Partners LP                                                            | CUSIP: 84756NAG4<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |    150000 | PA      | $129376.50    | 0.00%             | 2045-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COREWELL HEALTH OBL GRP                                                          | Corewell Health Obligated Group                                                       | CUSIP: 84765EAA6<br>LEI: 5493002M6WR7Y63L2862 | Long             | DBT              | CORP              | US        |     50000 | PA      | $37118.00     | 0.00%             | 2049-07-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| SPIRE MISSOURI INC                                                               | Spire Missouri Inc                                                                    | CUSIP: 84859DAA5<br>LEI: 06LJQCOVPRXOPDHFC707 | Long             | DBT              | CORP              | US        |    100000 | PA      | $69874.00     | 0.00%             | 2051-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| SPIRE MISSOURI INC                                                               | Spire Missouri Inc                                                                    | CUSIP: 84859DAD9<br>LEI: 06LJQCOVPRXOPDHFC707 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51872.00     | 0.00%             | 2034-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                                                              | Sprint Capital Corp                                                                   | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    450000 | PA      | $484929.00    | 0.01%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                                                              | Sprint Capital Corp                                                                   | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    375000 | PA      | $456648.75    | 0.01%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| STANFORD HEALTH CARE                                                             | Stanford Health Care                                                                  | CUSIP: 85434VAA6<br>LEI: 5493005311WCPXQGDG42 | Long             | DBT              | CORP              | US        |    150000 | PA      | $119526.00    | 0.00%             | 2048-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| STANFORD HEALTH CARE                                                             | Stanford Health Care                                                                  | CUSIP: 85434VAB4<br>LEI: 5493005311WCPXQGDG42 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96874.00     | 0.00%             | 2030-08-15      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| STANFORD UNIVERSITY                                                              | Leland Stanford Junior University/The                                                 | CUSIP: 85440KAA2<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80638.00     | 0.00%             | 2048-05-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| STANFORD UNIVERSITY                                                              | Leland Stanford Junior University/The                                                 | CUSIP: 85440KAC8<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193092.00    | 0.00%             | 2027-06-01      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                                                         | Stanley Black & Decker Inc                                                            | CUSIP: 854502AA9<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98798.00     | 0.00%             | 2040-09-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                                                         | Stanley Black & Decker Inc                                                            | CUSIP: 854502AH4<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75125.25     | 0.00%             | 2028-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                                                         | Stanley Black & Decker Inc                                                            | CUSIP: 854502AJ0<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |     75000 | PA      | $66312.75     | 0.00%             | 2048-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                                                         | Stanley Black & Decker Inc                                                            | CUSIP: 854502AL5<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182828.00    | 0.00%             | 2030-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                                                         | Stanley Black & Decker Inc                                                            | CUSIP: 854502AN1<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    100000 | PA      | $60182.00     | 0.00%             | 2050-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                                                         | Stanley Black & Decker Inc                                                            | CUSIP: 854502AQ4<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |     75000 | PA      | $67876.50     | 0.00%             | 2032-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                                                         | Stanley Black & Decker Inc                                                            | CUSIP: 854502AT8<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103751.00    | 0.00%             | 2028-03-06      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                        | CUSIP: 855244AH2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     75000 | PA      | $64190.25     | 0.00%             | 2045-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                        | CUSIP: 855244AM1<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    150000 | PA      | $114847.50    | 0.00%             | 2047-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                        | CUSIP: 855244AP4<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148534.50    | 0.00%             | 2028-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                        | CUSIP: 855244AR0<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150043.50    | 0.00%             | 2028-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                        | CUSIP: 855244AS8<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    150000 | PA      | $127936.50    | 0.00%             | 2048-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                        | CUSIP: 855244AT6<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196818.00    | 0.00%             | 2029-08-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                        | CUSIP: 855244AU3<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    150000 | PA      | $126859.50    | 0.00%             | 2049-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                        | CUSIP: 855244AV1<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97520.00     | 0.00%             | 2027-03-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                        | CUSIP: 855244AW9<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92449.00     | 0.00%             | 2030-03-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                        | CUSIP: 855244AX7<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    100000 | PA      | $70013.00     | 0.00%             | 2050-03-12      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                        | CUSIP: 855244AZ2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    195000 | PA      | $180556.35    | 0.00%             | 2030-11-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                        | CUSIP: 855244BA6<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    200000 | PA      | $143170.00    | 0.00%             | 2050-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                        | CUSIP: 855244BC2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185214.00    | 0.00%             | 2032-02-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                        | CUSIP: 855244BF5<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101926.00    | 0.00%             | 2033-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                        | CUSIP: 855244BG3<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201794.00    | 0.00%             | 2027-02-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                        | CUSIP: 855244BH1<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103235.00    | 0.00%             | 2031-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                        | CUSIP: 855244BJ7<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102597.00    | 0.00%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                        | CUSIP: 855244BL2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102355.00    | 0.00%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                        | CUSIP: 855244BM0<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104574.00    | 0.00%             | 2035-05-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                        | CUSIP: 855244BN8<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101060.00    | 0.00%             | 2028-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK & TR                                                           | State Street Bank & Trust Co                                                          | CUSIP: 857449AC6<br>LEI: 571474TGEMMWANRLN572 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251827.50    | 0.00%             | 2026-11-25      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK & TR                                                           | State Street Bank & Trust Co                                                          | CUSIP: 857449AE2<br>LEI: 571474TGEMMWANRLN572 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257967.50    | 0.00%             | 2029-11-23      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                                     | CUSIP: 857477BD4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100552.00    | 0.00%             | 2029-12-03      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                                     | CUSIP: 857477BF9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94550.00     | 0.00%             | 2034-11-01      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                                     | CUSIP: 857477BG7<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94530.00     | 0.00%             | 2030-01-24      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                                     | CUSIP: 857477BN2<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96438.00     | 0.00%             | 2031-03-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                                     | CUSIP: 857477BP7<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $180212.00    | 0.00%             | 2031-03-03      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                                     | CUSIP: 857477BQ5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97848.00     | 0.00%             | 2027-11-18      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                                     | CUSIP: 857477BS1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97961.00     | 0.00%             | 2028-02-07      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                                     | CUSIP: 857477BT9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90644.00     | 0.00%             | 2033-02-07      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                                     | CUSIP: 857477BU6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100115.00    | 0.00%             | 2033-05-13      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                                     | CUSIP: 857477BV4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98386.00     | 0.00%             | 2033-08-04      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                                     | CUSIP: 857477BY8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103471.00    | 0.00%             | 2028-11-04      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                                     | CUSIP: 857477CA9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152961.00    | 0.00%             | 2034-01-26      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                                     | CUSIP: 857477CC5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208280.00    | 0.00%             | 2034-05-18      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                                     | CUSIP: 857477CF8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    250000 | PA      | $262170.00    | 0.00%             | 2029-11-21      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                                     | CUSIP: 857477CG6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $108894.00    | 0.00%             | 2034-11-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                                     | CUSIP: 857477CL5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152032.50    | 0.00%             | 2027-03-18      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                                     | CUSIP: 857477CN1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151830.00    | 0.00%             | 2029-02-20      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                                     | CUSIP: 857477CP6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202094.00    | 0.00%             | 2027-10-22      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                                     | CUSIP: 857477CR2<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153258.00    | 0.00%             | 2032-10-22      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                                     | CUSIP: 857477CU5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253812.50    | 0.00%             | 2028-02-28      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                                     | CUSIP: 857477CX9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154797.00    | 0.00%             | 2036-02-28      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                                     | CUSIP: 857477DB6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206314.00    | 0.00%             | 2030-04-24      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                                     | CUSIP: 857477DE0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    175000 | PA      | $175617.75    | 0.00%             | 2036-10-23      | Fixed         | 4.78%                 | 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        |    902182 | NS      | $902182.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Poland Government International Bonds                                | Republic of Poland Government International Bonds                                     | CUSIP: 857524AD4<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    200000 | PA      | $206288.00    | 0.00%             | 2027-11-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds                                | Republic of Poland Government International Bonds                                     | CUSIP: 857524AE2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    300000 | PA      | $323346.00    | 0.01%             | 2032-11-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds                                | Republic of Poland Government International Bonds                                     | CUSIP: 857524AF9<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    500000 | PA      | $516590.00    | 0.01%             | 2030-02-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds                                | Republic of Poland Government International Bonds                                     | CUSIP: 857524AH5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    500000 | PA      | $522170.00    | 0.01%             | 2035-02-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | Equinor ASA                                                                           | CUSIP: 85771PAC6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    114000 | PA      | $115211.82    | 0.00%             | 2040-08-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | Equinor ASA                                                                           | CUSIP: 85771PAE2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    100000 | PA      | $90623.00     | 0.00%             | 2041-11-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | Equinor ASA                                                                           | CUSIP: 85771PAL6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    150000 | PA      | $128853.00    | 0.00%             | 2043-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | Equinor ASA                                                                           | CUSIP: 85771PAQ5<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    100000 | PA      | $95088.00     | 0.00%             | 2043-11-08      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                                               | Steel Dynamics Inc                                                                    | CUSIP: 858119BF6<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100076.00    | 0.00%             | 2026-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                                               | Steel Dynamics Inc                                                                    | CUSIP: 858119BK5<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96730.00     | 0.00%             | 2030-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                                               | Steel Dynamics Inc                                                                    | CUSIP: 858119BN9<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71793.00     | 0.00%             | 2027-10-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                                               | Steel Dynamics Inc                                                                    | CUSIP: 858119BP4<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     75000 | PA      | $52202.25     | 0.00%             | 2050-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                                               | Steel Dynamics Inc                                                                    | CUSIP: 858119BQ2<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    125000 | PA      | $130331.25    | 0.00%             | 2034-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                                               | Steel Dynamics Inc                                                                    | CUSIP: 858119BS8<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102805.00    | 0.00%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                                               | Steel Dynamics Inc                                                                    | CUSIP: 858119BT6<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76314.75     | 0.00%             | 2055-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| STERIS PLC                                                                       | STERIS Irish FinCo UnLtd Co                                                           | CUSIP: 85917PAA5<br>LEI: 549300BRDKZ1HFI2J358 | Long             | DBT              | CORP              | IE        |    150000 | PA      | $138234.00    | 0.00%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| STERIS PLC                                                                       | STERIS Irish FinCo UnLtd Co                                                           | CUSIP: 85917PAB3<br>LEI: 549300BRDKZ1HFI2J358 | Long             | DBT              | CORP              | IE        |    150000 | PA      | $112357.50    | 0.00%             | 2051-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| STEWART INFORMATION SERV                                                         | Stewart Information Services Corp                                                     | CUSIP: 86038AAA0<br>LEI: 529900TV1XI0PLKENU10 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89838.00     | 0.00%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| STIFEL FINANCIAL CORP                                                            | Stifel Financial Corp                                                                 | CUSIP: 860630AG7<br>LEI: 549300E5F07FE5GHJX84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98137.00     | 0.00%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                                | Store Capital LLC                                                                     | CUSIP: 862121AA8<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              |  | US        |    100000 | PA      | $100270.00    | 0.00%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                                | Store Capital LLC                                                                     | CUSIP: 862121AB6<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              |  | US        |    100000 | PA      | $99718.00     | 0.00%             | 2029-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                                | Store Capital LLC                                                                     | CUSIP: 862121AD2<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              |  | US        |     75000 | PA      | $66363.75     | 0.00%             | 2031-12-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                                | Store Capital LLC                                                                     | CUSIP: 862123AA4<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              |  | US        |     75000 | PA      | $76617.75     | 0.00%             | 2030-04-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                     | Stryker Corp                                                                          | CUSIP: 863667AE1<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     75000 | PA      | $64935.00     | 0.00%             | 2043-04-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                     | Stryker Corp                                                                          | CUSIP: 863667AG6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88518.00     | 0.00%             | 2044-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                     | Stryker Corp                                                                          | CUSIP: 863667AJ0<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    175000 | PA      | $159097.75    | 0.00%             | 2046-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                     | Stryker Corp                                                                          | CUSIP: 863667AQ4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149437.50    | 0.00%             | 2028-03-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                     | Stryker Corp                                                                          | CUSIP: 863667AY7<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182106.00    | 0.00%             | 2030-06-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                     | Stryker Corp                                                                          | CUSIP: 863667AZ4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    150000 | PA      | $100768.50    | 0.00%             | 2050-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                     | Stryker Corp                                                                          | CUSIP: 863667BC4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76914.75     | 0.00%             | 2028-12-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                     | Stryker Corp                                                                          | CUSIP: 863667BE0<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126093.75    | 0.00%             | 2029-09-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                     | Stryker Corp                                                                          | CUSIP: 863667BF7<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150462.00    | 0.00%             | 2034-09-11      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                     | Stryker Corp                                                                          | CUSIP: 863667BK6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152412.00    | 0.00%             | 2028-02-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                     | Stryker Corp                                                                          | CUSIP: 863667BL4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154455.00    | 0.00%             | 2030-02-10      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                     | Stryker Corp                                                                          | CUSIP: 863667BM2<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155745.00    | 0.00%             | 2035-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                                   | CUSIP: 86562MAN0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $198894.00    | 0.00%             | 2027-01-11      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                                   | CUSIP: 86562MAR1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $198384.00    | 0.00%             | 2027-07-12      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                                   | CUSIP: 86562MAV2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $247420.00    | 0.00%             | 2027-10-18      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                                   | CUSIP: 86562MBC3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $250285.00    | 0.00%             | 2028-07-19      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                                   | CUSIP: 86562MBG4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    100000 | PA      | $100953.00    | 0.00%             | 2028-10-16      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                                   | CUSIP: 86562MBP4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $192588.00    | 0.00%             | 2029-07-16      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                                   | CUSIP: 86562MBU3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $190188.00    | 0.00%             | 2029-09-27      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                                   | CUSIP: 86562MBW9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $189032.00    | 0.00%             | 2030-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                                   | CUSIP: 86562MBZ2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    150000 | PA      | $135904.50    | 0.00%             | 2030-09-23      | Fixed         | 2.14%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                                   | CUSIP: 86562MCB4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $273978.00    | 0.00%             | 2030-07-08      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                                   | CUSIP: 86562MCE8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $176108.00    | 0.00%             | 2031-01-12      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                                   | CUSIP: 86562MCG3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $188890.00    | 0.00%             | 2028-09-17      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                                   | CUSIP: 86562MCJ7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $178374.00    | 0.00%             | 2031-09-17      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                                   | CUSIP: 86562MCK4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    150000 | PA      | $112111.50    | 0.00%             | 2041-09-17      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                                   | CUSIP: 86562MCM0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $196076.00    | 0.00%             | 2027-01-14      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                                   | CUSIP: 86562MCN8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $191050.00    | 0.00%             | 2029-01-14      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                                   | CUSIP: 86562MCR9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $257950.00    | 0.00%             | 2028-01-13      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                                   | CUSIP: 86562MCS7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $268220.00    | 0.00%             | 2033-01-13      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                                   | CUSIP: 86562MCW8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $211350.00    | 0.00%             | 2030-01-13      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                                   | CUSIP: 86562MCY4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $220390.00    | 0.00%             | 2043-07-13      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                                   | CUSIP: 86562MDB3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $209062.00    | 0.00%             | 2028-07-13      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                                   | CUSIP: 86562MDC1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $213794.00    | 0.00%             | 2030-07-13      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                                   | CUSIP: 86562MDD9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $214858.00    | 0.00%             | 2033-07-13      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                                   | CUSIP: 86562MDG2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $208804.00    | 0.00%             | 2028-09-14      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                                   | CUSIP: 86562MDJ6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $215696.00    | 0.00%             | 2033-09-14      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                                   | CUSIP: 86562MDM9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $207934.00    | 0.00%             | 2029-07-09      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                                   | CUSIP: 86562MDN7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $210392.00    | 0.00%             | 2031-07-09      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                                   | CUSIP: 86562MDP2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $265080.00    | 0.00%             | 2034-07-09      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                                   | CUSIP: 86562MDQ0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $210168.00    | 0.00%             | 2044-07-09      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                                   | CUSIP: 86562MDS6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $208186.00    | 0.00%             | 2030-04-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                                   | CUSIP: 86562MDU1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $213714.00    | 0.00%             | 2035-01-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                                   | CUSIP: 86562MDZ0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $205164.00    | 0.00%             | 2033-07-08      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | SUMITOMO MITSUI FINL GRP                                                              | CUSIP: 86562MEA4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $206638.00    | 0.00%             | 2036-07-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | SUMITOMO MITSUI FINL GRP                                                              | CUSIP: 86562MEB2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    180000 | PA      | $185617.80    | 0.00%             | 2046-07-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPER LP                                                          | Sun Communities Operating LP                                                          | CUSIP: 866677AE7<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              |  | US        |    100000 | PA      | $91293.00     | 0.00%             | 2031-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPER LP                                                          | Sun Communities Operating LP                                                          | CUSIP: 866677AF4<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              |  | US        |    100000 | PA      | $95108.00     | 0.00%             | 2028-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPER LP                                                          | Sun Communities Operating LP                                                          | CUSIP: 866677AH0<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              |  | US        |    100000 | PA      | $97816.00     | 0.00%             | 2032-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                                                | Suncor Energy Inc                                                                     | CUSIP: 867224AB3<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $115374.00    | 0.00%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                                                | Suncor Energy Inc                                                                     | CUSIP: 867224AE7<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $108375.00    | 0.00%             | 2051-03-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                                                | Suncor Energy Inc                                                                     | CUSIP: 867229AC0<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $112772.00    | 0.00%             | 2032-02-01      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                                                | Suncor Energy Inc                                                                     | CUSIP: 867229AD8<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $79804.50     | 0.00%             | 2034-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                                                | Suncor Energy Inc                                                                     | CUSIP: 867229AE6<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $81906.00     | 0.00%             | 2038-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                                                | Suncor Energy Inc                                                                     | CUSIP: 86722TAB8<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $168721.50    | 0.00%             | 2039-06-01      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                                    | CUSIP: 86765BAK5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50712.50     | 0.00%             | 2042-02-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                                    | CUSIP: 86765BAM1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89224.00     | 0.00%             | 2043-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                                    | CUSIP: 86765BAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91560.00     | 0.00%             | 2044-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                                    | CUSIP: 86765BAQ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    175000 | PA      | $160874.00    | 0.00%             | 2045-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                                    | CUSIP: 86765BAU3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99808.00     | 0.00%             | 2027-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                                    | CUSIP: 86765BAV1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    275000 | PA      | $250772.50    | 0.00%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                                                    | Sutter Health                                                                         | CUSIP: 86944BAE3<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |     65000 | PA      | $54209.35     | 0.00%             | 2048-08-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                                                    | Sutter Health                                                                         | CUSIP: 86944BAG8<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92410.00     | 0.00%             | 2030-08-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                                                    | Sutter Health                                                                         | CUSIP: 86944BAH6<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80218.00     | 0.00%             | 2040-08-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                                                    | Sutter Health                                                                         | CUSIP: 86944BAJ2<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |     75000 | PA      | $54130.50     | 0.00%             | 2050-08-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                                                    | Sutter Health                                                                         | CUSIP: 86944BAK9<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77807.25     | 0.00%             | 2033-08-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                                                    | Sutter Health                                                                         | CUSIP: 86944BAL7<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101837.00    | 0.00%             | 2053-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                                                    | Sutter Health                                                                         | CUSIP: 86944BAP8<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104329.00    | 0.00%             | 2032-08-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                                                    | Sutter Health                                                                         | CUSIP: 86944BAQ6<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    200000 | PA      | $211882.00    | 0.00%             | 2035-08-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| SUZANO NETHERLANDS BV                                                            | Suzano Netherlands BV                                                                 | CUSIP: 86960YAA0<br>LEI: 9845009ZB9F5D6DB3602 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $198462.00    | 0.00%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                              | Suzano Austria GmbH                                                                   | CUSIP: 86964WAF9<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    200000 | PA      | $206134.00    | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                              | Suzano Austria GmbH                                                                   | CUSIP: 86964WAH5<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    200000 | PA      | $200870.00    | 0.00%             | 2030-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                              | Suzano Austria GmbH                                                                   | CUSIP: 86964WAJ1<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    250000 | PA      | $235482.50    | 0.00%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                              | Suzano Austria GmbH                                                                   | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    200000 | PA      | $178870.00    | 0.00%             | 2032-01-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                              | Suzano Austria GmbH                                                                   | CUSIP: 86964WAL6<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    100000 | PA      | $94525.00     | 0.00%             | 2028-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT                                                            | Svensk Exportkredit AB                                                                | CUSIP: 87031CAE3<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |    250000 | PA      | $245337.50    | 0.00%             | 2027-03-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT                                                            | Svensk Exportkredit AB                                                                | CUSIP: 87031CAN3<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |    500000 | PA      | $525115.00    | 0.01%             | 2030-10-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                     | Synopsys Inc                                                                          | CUSIP: 871607AA5<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    175000 | PA      | $176267.00    | 0.00%             | 2027-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                     | Synopsys Inc                                                                          | CUSIP: 871607AB3<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    175000 | PA      | $177318.75    | 0.00%             | 2028-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                     | Synopsys Inc                                                                          | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    350000 | PA      | $357812.00    | 0.01%             | 2030-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                     | Synopsys Inc                                                                          | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    275000 | PA      | $282158.25    | 0.01%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                     | Synopsys Inc                                                                          | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    400000 | PA      | $408928.00    | 0.01%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                     | Synopsys Inc                                                                          | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    350000 | PA      | $351771.00    | 0.01%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                                                   | TD SYNNEX Corp                                                                        | CUSIP: 87162WAH3<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95241.00     | 0.00%             | 2028-08-09      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                                                   | TD SYNNEX Corp                                                                        | CUSIP: 87162WAK6<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90052.00     | 0.00%             | 2031-08-09      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                                                   | TD SYNNEX Corp                                                                        | CUSIP: 87162WAL4<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106275.00    | 0.00%             | 2034-04-12      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                                                   | TD SYNNEX Corp                                                                        | CUSIP: 87162WAN0<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100092.00    | 0.00%             | 2035-10-10      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SYNOVUS BANK GA                                                                  | Synovus Bank/Columbus GA                                                              | CUSIP: 87164DVJ6<br>LEI: DX0JX77PRMOELF7VG772 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255250.00    | 0.00%             | 2028-02-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                              | Synchrony Financial                                                                   | CUSIP: 87165BAM5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198464.00    | 0.00%             | 2027-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                              | Synchrony Financial                                                                   | CUSIP: 87165BAP8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152470.50    | 0.00%             | 2029-03-19      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                              | Synchrony Financial                                                                   | CUSIP: 87165BAR4<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89569.00     | 0.00%             | 2031-10-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                              | Synchrony Financial                                                                   | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    125000 | PA      | $129936.25    | 0.00%             | 2030-08-02      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                              | Synchrony Financial                                                                   | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    175000 | PA      | $179096.75    | 0.00%             | 2031-03-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                              | Synchrony Financial                                                                   | CUSIP: 87165BAX1<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90935.10     | 0.00%             | 2029-07-29      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                              | Synchrony Financial                                                                   | CUSIP: 87165BAY9<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92586.60     | 0.00%             | 2036-07-29      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                            | CUSIP: 871829AY3<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91841.00     | 0.00%             | 2045-10-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                            | CUSIP: 871829BD8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     75000 | PA      | $65469.00     | 0.00%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                            | CUSIP: 871829BF3<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148258.50    | 0.00%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                            | CUSIP: 871829BH9<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86396.00     | 0.00%             | 2048-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                            | CUSIP: 871829BJ5<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    100000 | PA      | $70599.00     | 0.00%             | 2050-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                            | CUSIP: 871829BK2<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93171.00     | 0.00%             | 2030-02-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                            | CUSIP: 871829BL0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    200000 | PA      | $212458.00    | 0.00%             | 2030-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                            | CUSIP: 871829BM8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     75000 | PA      | $84403.50     | 0.00%             | 2040-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                            | CUSIP: 871829BN6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    200000 | PA      | $222508.00    | 0.00%             | 2050-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                            | CUSIP: 871829BQ9<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    150000 | PA      | $134640.00    | 0.00%             | 2031-12-14      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                            | CUSIP: 871829BR7<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    150000 | PA      | $101211.00    | 0.00%             | 2051-12-14      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                            | CUSIP: 871829BS5<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78592.50     | 0.00%             | 2029-01-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                            | CUSIP: 871829BT3<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    100000 | PA      | $109060.00    | 0.00%             | 2034-01-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                            | CUSIP: 871829BU0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    125000 | PA      | $129141.25    | 0.00%             | 2030-09-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                            | CUSIP: 871829BV8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104257.00    | 0.00%             | 2035-03-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SYSTEM ENERGY RESOURCES                                                          | System Energy Resources Inc                                                           | CUSIP: 871911AU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $77981.25     | 0.00%             | 2028-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SYSTEM ENERGY RESOURCES                                                          | System Energy Resources Inc                                                           | CUSIP: 871911AV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $101693.00    | 0.00%             | 2034-12-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CARLYLE SECURED LENDING                                                          | Carlyle Secured Lending Inc                                                           | CUSIP: 872280AA0<br>LEI: 5493003POT0JT6WD1D83 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77136.00     | 0.00%             | 2030-02-18      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TCI COMMUNICATIONS INC                                                           | TCI Communications Inc                                                                | CUSIP: 872287AL1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $32021.70     | 0.00%             | 2028-02-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| TC PIPELINES LP                                                                  | TC PipeLines LP                                                                       | CUSIP: 87233QAC2<br>LEI: 6HL0C5LCIE4TN8UZHL06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99664.00     | 0.00%             | 2027-05-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| TJX COS INC                                                                      | TJX Cos Inc/The                                                                       | CUSIP: 872540AT6<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99544.00     | 0.00%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TJX COS INC                                                                      | TJX Cos Inc/The                                                                       | CUSIP: 872540AV1<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140665.50    | 0.00%             | 2028-05-15      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| TJX COS INC                                                                      | TJX Cos Inc/The                                                                       | CUSIP: 872540AW9<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87988.00     | 0.00%             | 2031-05-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                      | CUSIP: 87264AAV7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300333.00    | 0.01%             | 2028-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                      | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    350000 | PA      | $318874.50    | 0.01%             | 2040-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                      | CUSIP: 87264AAZ8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    550000 | PA      | $463677.50    | 0.01%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                      | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    525000 | PA      | $522690.00    | 0.01%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                      | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1232062.50   | 0.02%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                      | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    450000 | PA      | $339664.50    | 0.01%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                      | CUSIP: 87264ABN4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    550000 | PA      | $375820.50    | 0.01%             | 2051-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                      | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143178.00    | 0.00%             | 2029-02-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                      | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186252.00    | 0.00%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                      | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    400000 | PA      | $390204.00    | 0.01%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                      | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    500000 | PA      | $479670.00    | 0.01%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                      | CUSIP: 87264ABX2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    200000 | PA      | $177764.00    | 0.00%             | 2031-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                      | CUSIP: 87264ABY0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    300000 | PA      | $204585.00    | 0.00%             | 2060-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                      | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    300000 | PA      | $287502.00    | 0.01%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                      | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    500000 | PA      | $458175.00    | 0.01%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                      | CUSIP: 87264ACQ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    200000 | PA      | $180476.00    | 0.00%             | 2032-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                      | CUSIP: 87264ACS2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94748.00     | 0.00%             | 2029-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                      | CUSIP: 87264ACT0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    500000 | PA      | $343785.00    | 0.01%             | 2052-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                      | CUSIP: 87264ACV5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207558.00    | 0.00%             | 2033-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                      | CUSIP: 87264ACW3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    300000 | PA      | $296958.00    | 0.01%             | 2053-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                      | CUSIP: 87264ACX1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151371.00    | 0.00%             | 2062-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                      | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    450000 | PA      | $462091.50    | 0.01%             | 2033-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                      | CUSIP: 87264ACZ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152890.50    | 0.00%             | 2028-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                      | CUSIP: 87264ADA0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152733.00    | 0.00%             | 2028-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                      | CUSIP: 87264ADB8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200198.00    | 0.00%             | 2054-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                      | CUSIP: 87264ADC6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    175000 | PA      | $186746.00    | 0.00%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                      | CUSIP: 87264ADD4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    175000 | PA      | $181636.00    | 0.00%             | 2054-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                      | CUSIP: 87264ADE2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204638.00    | 0.00%             | 2029-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                      | CUSIP: 87264ADF9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257547.50    | 0.00%             | 2034-04-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                      | CUSIP: 87264ADG7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145063.50    | 0.00%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                      | CUSIP: 87264ADL6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150520.50    | 0.00%             | 2029-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                      | CUSIP: 87264ADM4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198352.00    | 0.00%             | 2035-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                      | CUSIP: 87264ADN2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    175000 | PA      | $163166.50    | 0.00%             | 2055-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                      | CUSIP: 87264ADS1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207238.00    | 0.00%             | 2032-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                      | CUSIP: 87264ADT9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206832.00    | 0.00%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                      | CUSIP: 87264ADU6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203970.00    | 0.00%             | 2055-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                      | CUSIP: 87264ADV4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    100000 | PA      | $112879.00    | 0.00%             | 2033-12-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                      | CUSIP: 87264ADW2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150180.00    | 0.00%             | 2033-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                      | CUSIP: 87264ADX0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    175000 | PA      | $175943.25    | 0.00%             | 2035-11-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                      | CUSIP: 87264ADY8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    175000 | PA      | $174364.75    | 0.00%             | 2056-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TPG OPERATING GROUP II                                                           | TPG Operating Group II LP                                                             | CUSIP: 872652AA0<br>LEI: 2549001H9RJQNZT7MU11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104957.00    | 0.00%             | 2034-03-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TPG OPERATING GROUP II                                                           | TPG Operating Group II LP                                                             | CUSIP: 872652AB8<br>LEI: 2549001H9RJQNZT7MU11 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150654.00    | 0.00%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TR FINANCE LLC                                                                   | TR Finance LLC                                                                        | CUSIP: 87268LAB3<br>LEI: 254900OWSTRTOV8P5W25 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105214.00    | 0.00%             | 2040-04-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| TR FINANCE LLC                                                                   | TR FIN LLC                                                                            | CUSIP: 87268LAD9<br>LEI: 254900OWSTRTOV8P5W25 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76159.50     | 0.00%             | 2043-11-23      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| TR FINANCE LLC                                                                   | TR FIN LLC                                                                            | CUSIP: 87268LAE7<br>LEI: 254900OWSTRTOV8P5W25 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104818.00    | 0.00%             | 2035-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                                                                | TSMC Arizona Corp                                                                     | CUSIP: 872898AC5<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    250000 | PA      | $229105.00    | 0.00%             | 2031-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                                                                | TSMC Arizona Corp                                                                     | CUSIP: 872898AD3<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    250000 | PA      | $205402.50    | 0.00%             | 2041-10-25      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                                                                | TSMC Arizona Corp                                                                     | CUSIP: 872898AE1<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    200000 | PA      | $155314.00    | 0.00%             | 2051-10-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                                                                | TSMC Arizona Corp                                                                     | CUSIP: 872898AF8<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199834.00    | 0.00%             | 2027-04-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                                                                | TSMC Arizona Corp                                                                     | CUSIP: 872898AH4<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201808.00    | 0.00%             | 2032-04-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                                                                | TSMC Arizona Corp                                                                     | CUSIP: 872898AJ0<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192286.00    | 0.00%             | 2052-04-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                                                         | Take-Two Interactive Software Inc                                                     | CUSIP: 874054AG4<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99506.00     | 0.00%             | 2027-04-14      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                                                         | Take-Two Interactive Software Inc                                                     | CUSIP: 874054AH2<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48644.00     | 0.00%             | 2032-04-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                                                         | Take-Two Interactive Software Inc                                                     | CUSIP: 874054AK5<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152823.00    | 0.00%             | 2028-03-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                                                         | Take-Two Interactive Software Inc                                                     | CUSIP: 874054AM1<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77810.25     | 0.00%             | 2029-06-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                                                         | Take-Two Interactive Software Inc                                                     | CUSIP: 874054AN9<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78761.25     | 0.00%             | 2034-06-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                                            | Takeda Pharmaceutical Co Ltd                                                          | CUSIP: 874060AW6<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $256207.50    | 0.00%             | 2028-11-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                                            | Takeda Pharmaceutical Co Ltd                                                          | CUSIP: 874060AX4<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $457925.00    | 0.01%             | 2030-03-31      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                                            | Takeda Pharmaceutical Co Ltd                                                          | CUSIP: 874060AY2<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $155154.00    | 0.00%             | 2040-07-09      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                                            | Takeda Pharmaceutical Co Ltd                                                          | CUSIP: 874060AZ9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $170777.50    | 0.00%             | 2050-07-09      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                                            | Takeda Pharmaceutical Co Ltd                                                          | CUSIP: 874060BD7<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $131308.00    | 0.00%             | 2060-07-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                                            | Takeda Pharmaceutical Co Ltd                                                          | CUSIP: 874060BK1<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $207746.00    | 0.00%             | 2034-07-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                                            | Takeda Pharmaceutical Co Ltd                                                          | CUSIP: 874060BL9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $205096.00    | 0.00%             | 2044-07-05      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                                            | Takeda Pharmaceutical Co Ltd                                                          | CUSIP: 874060BM7<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $201346.00    | 0.00%             | 2054-07-05      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| TAKEDA US FIN                                                                    | Takeda US Financing Inc                                                               | CUSIP: 87406BAA0<br>LEI: 254900ZGPIBGBZ2N3A33 | Long             | DBT              | CORP              | US        |    300000 | PA      | $308028.00    | 0.01%             | 2035-07-07      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TAKEDA US FIN                                                                    | Takeda US Financing Inc                                                               | CUSIP: 87406BAB8<br>LEI: 254900ZGPIBGBZ2N3A33 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207996.00    | 0.00%             | 2055-07-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                                                                | Tampa Electric Co                                                                     | CUSIP: 875127BA9<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $171666.00    | 0.00%             | 2042-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                                                                | Tampa Electric Co                                                                     | CUSIP: 875127BE1<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    250000 | PA      | $211725.00    | 0.00%             | 2048-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                                                                | Tampa Electric Co                                                                     | CUSIP: 875127BH4<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91513.00     | 0.00%             | 2031-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                                                                | Tampa Electric Co                                                                     | CUSIP: 875127BM3<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102581.00    | 0.00%             | 2029-03-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TANGER PROPERTIES LP                                                             | Tanger Properties LP                                                                  | CUSIP: 875484AK3<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              |  | US        |    100000 | PA      | $99431.00     | 0.00%             | 2027-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TANGER PROPERTIES LP                                                             | Tanger Properties LP                                                                  | CUSIP: 875484AL1<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              |  | US        |    100000 | PA      | $90675.00     | 0.00%             | 2031-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC                                                                     | Tapestry Inc                                                                          | CUSIP: 876030AA5<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |     75000 | PA      | $68283.00     | 0.00%             | 2032-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC                                                                     | Tapestry Inc                                                                          | CUSIP: 876030AK3<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154156.50    | 0.00%             | 2030-03-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC                                                                     | Tapestry Inc                                                                          | CUSIP: 876030AL1<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154026.00    | 0.00%             | 2035-03-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                                                         | Targa Resources Partners LP / Targa Resources Partners Finance Corp                   | CUSIP: 87612BBG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $200268.00    | 0.00%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                                                         | Targa Resources Partners LP / Targa Resources Partners Finance Corp                   | CUSIP: 87612BBQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $152728.50    | 0.00%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                                                         | Targa Resources Partners LP / Targa Resources Partners Finance Corp                   | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $150823.50    | 0.00%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                                                         | Targa Resources Partners LP / Targa Resources Partners Finance Corp                   | CUSIP: 87612BBU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $167494.25    | 0.00%             | 2032-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                      | Target Corp                                                                           | CUSIP: 87612EAK2<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $111814.00    | 0.00%             | 2032-11-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                      | Target Corp                                                                           | CUSIP: 87612EAR7<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $115066.00    | 0.00%             | 2037-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                      | Target Corp                                                                           | CUSIP: 87612EAU0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $117881.00    | 0.00%             | 2038-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                      | Target Corp                                                                           | CUSIP: 87612EBA3<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     75000 | PA      | $64263.00     | 0.00%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                      | Target Corp                                                                           | CUSIP: 87612EBF2<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77762.00     | 0.00%             | 2046-04-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                      | Target Corp                                                                           | CUSIP: 87612EBG0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    200000 | PA      | $160256.00    | 0.00%             | 2047-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                      | Target Corp                                                                           | CUSIP: 87612EBH8<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147426.00    | 0.00%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                      | Target Corp                                                                           | CUSIP: 87612EBJ4<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    250000 | PA      | $234330.00    | 0.00%             | 2030-02-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                      | Target Corp                                                                           | CUSIP: 87612EBK1<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140961.00    | 0.00%             | 2030-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                      | Target Corp                                                                           | CUSIP: 87612EBM7<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147009.00    | 0.00%             | 2027-01-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                      | Target Corp                                                                           | CUSIP: 87612EBN5<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $65199.00     | 0.00%             | 2052-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                      | Target Corp                                                                           | CUSIP: 87612EBP0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202524.00    | 0.00%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                      | Target Corp                                                                           | CUSIP: 87612EBQ8<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100234.00    | 0.00%             | 2033-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                      | Target Corp                                                                           | CUSIP: 87612EBR6<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    200000 | PA      | $180756.00    | 0.00%             | 2053-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                      | Target Corp                                                                           | CUSIP: 87612EBS4<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148831.50    | 0.00%             | 2034-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                      | Target Corp                                                                           | CUSIP: 87612EBT2<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101934.00    | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                      | Target Corp                                                                           | CUSIP: 87612EBU9<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91033.20     | 0.00%             | 2028-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                      | Target Corp                                                                           | CUSIP: 87612EBV7<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     90000 | PA      | $93049.20     | 0.00%             | 2036-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                                  | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143911.50    | 0.00%             | 2033-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                                  | CUSIP: 87612GAB7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    150000 | PA      | $128703.00    | 0.00%             | 2052-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                                  | CUSIP: 87612GAC5<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    175000 | PA      | $187747.00    | 0.00%             | 2033-03-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                                  | CUSIP: 87612GAD3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    150000 | PA      | $158445.00    | 0.00%             | 2053-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                                  | CUSIP: 87612GAE1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    200000 | PA      | $211020.00    | 0.00%             | 2029-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                                  | CUSIP: 87612GAF8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    175000 | PA      | $192491.25    | 0.00%             | 2034-03-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                                  | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    175000 | PA      | $179751.25    | 0.00%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                                  | CUSIP: 87612GAM3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    175000 | PA      | $179886.00    | 0.00%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                                  | CUSIP: 87612GAN1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    175000 | PA      | $176354.50    | 0.00%             | 2055-05-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                                  | CUSIP: 87612GAP6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127601.25    | 0.00%             | 2030-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                                  | CUSIP: 87612GAQ4<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    140000 | PA      | $144706.80    | 0.00%             | 2036-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                                  | CUSIP: 87612KAA0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101624.00    | 0.00%             | 2027-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                                  | CUSIP: 87612KAC6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102403.00    | 0.00%             | 2052-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TELEDYNE TECHNOLOGIES IN                                                         | Teledyne Technologies Inc                                                             | CUSIP: 879360AD7<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191848.00    | 0.00%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TELEDYNE TECHNOLOGIES IN                                                         | Teledyne Technologies Inc                                                             | CUSIP: 879360AE5<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139167.00    | 0.00%             | 2031-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EUROPE BV                                                             | Telefonica Europe BV                                                                  | CUSIP: 879385AD4<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $115227.00    | 0.00%             | 2030-09-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                                         | Telefonica Emisiones SA                                                               | CUSIP: 87938WAC7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    365000 | PA      | $412351.45    | 0.01%             | 2036-06-20      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                                         | Telefonica Emisiones SA                                                               | CUSIP: 87938WAT0<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    300000 | PA      | $299670.00    | 0.01%             | 2027-03-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                                         | Telefonica Emisiones SA                                                               | CUSIP: 87938WAU7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    450000 | PA      | $402192.00    | 0.01%             | 2047-03-08      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                                         | Telefonica Emisiones SA                                                               | CUSIP: 87938WAV5<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    150000 | PA      | $138313.50    | 0.00%             | 2038-03-06      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                                         | Telefonica Emisiones SA                                                               | CUSIP: 87938WAW3<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    150000 | PA      | $127878.00    | 0.00%             | 2048-03-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                                         | Telefonica Emisiones SA                                                               | CUSIP: 87938WAX1<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    300000 | PA      | $277635.00    | 0.00%             | 2049-03-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                                       | TELUS Corp                                                                            | CUSIP: 87971MBF9<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $148941.00    | 0.00%             | 2027-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                                       | TELUS Corp                                                                            | CUSIP: 87971MBH5<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $86491.00     | 0.00%             | 2048-11-16      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                                       | TELUS Corp                                                                            | CUSIP: 87971MBK8<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $60803.25     | 0.00%             | 2049-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                                       | TELUS Corp                                                                            | CUSIP: 87971MBW2<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $138747.00    | 0.00%             | 2032-05-13      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| TENCENT MUSIC ENT GRP                                                            | Tencent Music Entertainment Group                                                     | CUSIP: 88034PAB5<br>LEI: 213800XTZK2GOHQTYK41 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $181438.00    | 0.00%             | 2030-09-03      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TENNESSEE GAS PIPELINE                                                           | Tennessee Gas Pipeline Co LLC                                                         | CUSIP: 880451AU3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $89562.75     | 0.00%             | 2037-04-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| TENNESSEE GAS PIPELINE                                                           | Tennessee Gas Pipeline Co LLC                                                         | CUSIP: 880451AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $107707.00    | 0.00%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                                            | Tennessee Valley Authority                                                            | CUSIP: 880591DX7<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    655000 | PA      | $679883.45    | 0.01%             | 2035-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                                            | Tennessee Valley Authority                                                            | CUSIP: 880591EJ7<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    150000 | PA      | $136537.50    | 0.00%             | 2060-09-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TEXAS EASTERN TRANSMISSI                                                         | Texas Eastern Transmission LP                                                         | CUSIP: 882389CC1<br>LEI: 549300SIOULUXXIDGA69 | Long             | DBT              | CORP              | US        |    100000 | PA      | $112996.00    | 0.00%             | 2032-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TEXAS HEALTH RESOURCES                                                           | Texas Health Resources                                                                | CUSIP: 882484AC2<br>LEI: 54930008C10TUBW7Z611 | Long             | DBT              | CORP              | US        |    200000 | PA      | $117320.00    | 0.00%             | 2050-11-15      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                                 | CUSIP: 882508BC7<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74072.25     | 0.00%             | 2027-11-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                                 | CUSIP: 882508BD5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    200000 | PA      | $167992.00    | 0.00%             | 2048-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                                 | CUSIP: 882508BF0<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    150000 | PA      | $135636.00    | 0.00%             | 2039-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                                 | CUSIP: 882508BG8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94349.00     | 0.00%             | 2029-09-04      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                                 | CUSIP: 882508BJ2<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91076.00     | 0.00%             | 2030-05-04      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                                 | CUSIP: 882508BL7<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89106.00     | 0.00%             | 2031-09-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                                 | CUSIP: 882508BM5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    100000 | PA      | $62820.00     | 0.00%             | 2051-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                                 | CUSIP: 882508BP8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96494.00     | 0.00%             | 2032-08-16      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                                 | CUSIP: 882508BQ6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     75000 | PA      | $61288.50     | 0.00%             | 2052-08-16      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                                 | CUSIP: 882508BV5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152524.50    | 0.00%             | 2028-02-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                                 | CUSIP: 882508CB8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207184.00    | 0.00%             | 2033-03-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                                 | CUSIP: 882508CC6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93762.00     | 0.00%             | 2053-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                                 | CUSIP: 882508CE2<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126092.50    | 0.00%             | 2027-02-08      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                                 | CUSIP: 882508CG7<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127947.50    | 0.00%             | 2029-02-08      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                                 | CUSIP: 882508CH5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103372.00    | 0.00%             | 2034-02-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                                 | CUSIP: 882508CJ1<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144451.50    | 0.00%             | 2054-02-08      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                                 | CUSIP: 882508CK8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102173.00    | 0.00%             | 2030-05-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                                 | CUSIP: 882508CM4<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103757.00    | 0.00%             | 2035-05-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Texas Natural Gas Securitization Finance Corp                                    | Texas Natural Gas Securitization Finance Corp.                                        | CUSIP: 88258MAA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    251192 | PA      | $258579.37    | 0.00%             | 2035-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Texas Natural Gas Securitization Finance Corp                                    | Texas Natural Gas Securitization Finance Corp.                                        | CUSIP: 88258MAB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $206790.00    | 0.00%             | 2041-04-01      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Texas Private Activity Bond Surface Transportation Corp                          | Texas Private Activity Bond Surface Transportation Corp.                              | CUSIP: 882667AZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $121518.00    | 0.00%             | 2049-12-31      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| State of Texas                                                                   | State of Texas                                                                        | CUSIP: 882722KF7<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |    543639 | PA      | $568139.03    | 0.01%             | 2039-04-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Texas Department of Transportation State Highway Fund                            | Texas Department of Transportation State Highway Fund                                 | CUSIP: 88283LHU3<br>LEI: 5493006JSGNPGVJS7691 | Long             | DBT              | MUN               | US        |    100000 | PA      | $102556.40    | 0.00%             | 2030-04-01      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                                 | CUSIP: 882926AA6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    275000 | PA      | $253082.50    | 0.00%             | 2063-05-18      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                                                      | Textron Inc                                                                           | CUSIP: 883203BY6<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98371.00     | 0.00%             | 2028-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                                                      | Textron Inc                                                                           | CUSIP: 883203CA7<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74044.50     | 0.00%             | 2029-09-17      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                                                      | Textron Inc                                                                           | CUSIP: 883203CB5<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94955.00     | 0.00%             | 2030-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                                                      | Textron Inc                                                                           | CUSIP: 883203CC3<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    150000 | PA      | $136374.00    | 0.00%             | 2031-03-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                                                      | Textron Inc                                                                           | CUSIP: 883203CD1<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |     75000 | PA      | $81507.00     | 0.00%             | 2033-11-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                                                      | Textron Inc                                                                           | CUSIP: 883203CE9<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78305.25     | 0.00%             | 2035-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                                                      | Textron Inc                                                                           | CUSIP: 883203CF6<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100118.00    | 0.00%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                                  | CUSIP: 88339WAA4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    125000 | PA      | $88618.75     | 0.00%             | 2051-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                                  | CUSIP: 88339WAB2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153249.00    | 0.00%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                                  | CUSIP: 88339WAC0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    225000 | PA      | $229902.75    | 0.00%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                          | CUSIP: 883556BG6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45115.65     | 0.00%             | 2044-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                          | CUSIP: 883556BY7<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    150000 | PA      | $127428.00    | 0.00%             | 2047-08-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                          | CUSIP: 883556BZ4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142714.50    | 0.00%             | 2029-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                          | CUSIP: 883556CK6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94298.00     | 0.00%             | 2028-10-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                          | CUSIP: 883556CL4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    250000 | PA      | $223657.50    | 0.00%             | 2031-10-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                          | CUSIP: 883556CM2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    200000 | PA      | $149346.00    | 0.00%             | 2041-10-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                          | CUSIP: 883556CT7<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101867.00    | 0.00%             | 2027-11-21      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                          | CUSIP: 883556CU4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104011.00    | 0.00%             | 2032-11-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                          | CUSIP: 883556CW0<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155742.00    | 0.00%             | 2030-08-10      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                          | CUSIP: 883556CX8<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208770.00    | 0.00%             | 2033-08-10      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                          | CUSIP: 883556CY6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101972.00    | 0.00%             | 2043-08-10      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                          | CUSIP: 883556CZ3<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101019.00    | 0.00%             | 2026-12-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                          | CUSIP: 883556DA7<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206372.00    | 0.00%             | 2029-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                          | CUSIP: 883556DB5<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104765.00    | 0.00%             | 2034-01-31      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                          | CUSIP: 883556DC3<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100255.00    | 0.00%             | 2031-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                          | CUSIP: 883556DD1<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125993.75    | 0.00%             | 2032-10-07      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                          | CUSIP: 883556DE9<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126265.00    | 0.00%             | 2035-10-07      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                          | CUSIP: 883556DF6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100480.00    | 0.00%             | 2037-10-07      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| THOMAS JEFFERSON UNIV                                                            | Thomas Jefferson University                                                           | CUSIP: 88444NAS7<br>LEI: DB1TWPCZX5RK7VR27A68 | Long             | DBT              | CORP              | US        |     75000 | PA      | $54010.50     | 0.00%             | 2057-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                       | 3M Co                                                                                 | CUSIP: 88579EAC9<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107108.00    | 0.00%             | 2037-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                       | 3M Co                                                                                 | CUSIP: 88579YAH4<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     75000 | PA      | $62308.50     | 0.00%             | 2044-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                       | 3M Co                                                                                 | CUSIP: 88579YAW1<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    100000 | PA      | $70873.00     | 0.00%             | 2046-09-19      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                       | 3M Co                                                                                 | CUSIP: 88579YAY7<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98232.00     | 0.00%             | 2027-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                       | 3M Co                                                                                 | CUSIP: 88579YAZ4<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     75000 | PA      | $57444.00     | 0.00%             | 2047-10-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                       | 3M Co                                                                                 | CUSIP: 88579YBC4<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149067.00    | 0.00%             | 2028-09-14      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                       | 3M Co                                                                                 | CUSIP: 88579YBD2<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    150000 | PA      | $122563.50    | 0.00%             | 2048-09-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                       | 3M Co                                                                                 | CUSIP: 88579YBG5<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196304.00    | 0.00%             | 2029-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                       | 3M Co                                                                                 | CUSIP: 88579YBJ9<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141481.50    | 0.00%             | 2029-08-26      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                       | 3M Co                                                                                 | CUSIP: 88579YBK6<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    200000 | PA      | $140934.00    | 0.00%             | 2049-08-26      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                       | 3M Co                                                                                 | CUSIP: 88579YBN0<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191656.00    | 0.00%             | 2030-04-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                       | 3M Co                                                                                 | CUSIP: 88579YBP5<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    100000 | PA      | $76082.00     | 0.00%             | 2050-04-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                       | 3M Co                                                                                 | CUSIP: 88579YBQ3<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102643.00    | 0.00%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                       | 3M Co                                                                                 | CUSIP: 88579YBR1<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103460.00    | 0.00%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE ENTRMN                                                         | Time Warner Cable Enterprises LLC                                                     | CUSIP: 88731EAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $232158.00    | 0.00%             | 2033-07-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                            | Time Warner Cable LLC                                                                 | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    275000 | PA      | $281259.00    | 0.01%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                            | Time Warner Cable LLC                                                                 | CUSIP: 88732JAN8<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    300000 | PA      | $319710.00    | 0.01%             | 2038-07-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                            | Time Warner Cable LLC                                                                 | CUSIP: 88732JAU2<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254300.00    | 0.00%             | 2039-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                            | Time Warner Cable LLC                                                                 | CUSIP: 88732JAY4<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    224000 | PA      | $208163.20    | 0.00%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                            | Time Warner Cable LLC                                                                 | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $221720.00    | 0.00%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                            | Time Warner Cable LLC                                                                 | CUSIP: 88732JBD9<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $156118.00    | 0.00%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TIMKEN CO                                                                        | Timken Co/The                                                                         | CUSIP: 887389AK0<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100663.00    | 0.00%             | 2028-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TIMKEN CO                                                                        | Timken Co/The                                                                         | CUSIP: 887389AL8<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96560.00     | 0.00%             | 2032-04-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TOLEDO EDISON COMPANY                                                            | Toledo Edison Co/The                                                                  | CUSIP: 889175BD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $55151.00     | 0.00%             | 2037-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| TOLEDO HOSPITAL/THE                                                              | Toledo Hospital/The                                                                   | CUSIP: 889184AD9<br>LEI: 5493009DCR7NWV6K4T34 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101066.00    | 0.00%             | 2038-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TOLL BROS FINANCE CORP                                                           | Toll Brothers Finance Corp                                                            | CUSIP: 88947EAS9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $100682.00    | 0.00%             | 2027-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TOLL BROS FINANCE CORP                                                           | Toll Brothers Finance Corp                                                            | CUSIP: 88947EAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $200946.00    | 0.00%             | 2028-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TOLL BROS FINANCE CORP                                                           | Toll Brothers Finance Corp                                                            | CUSIP: 88947EAX8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $93113.10     | 0.00%             | 2035-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| GLOBE LIFE INC                                                                   | Globe Life, Inc.                                                                      | CUSIP: 891027AS3<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101110.00    | 0.00%             | 2028-09-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                             | CUSIP: 89114TZJ4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $134304.00    | 0.00%             | 2031-09-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TORONTO DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                             | CUSIP: 89114TZN5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $97914.00     | 0.00%             | 2027-01-12      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                             | CUSIP: 89114TZQ8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $89700.00     | 0.00%             | 2032-01-12      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                             | CUSIP: 89114TZT2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $246497.50    | 0.00%             | 2027-03-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                             | CUSIP: 89114TZV7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $234055.00    | 0.00%             | 2032-03-10      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                             | CUSIP: 89115A2C5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    275000 | PA      | $275607.75    | 0.00%             | 2027-06-08      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                             | CUSIP: 89115A2E1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    325000 | PA      | $326254.50    | 0.01%             | 2032-06-08      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                             | CUSIP: 89115A2H4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $303948.00    | 0.01%             | 2027-09-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                             | CUSIP: 89115A2M3<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $255807.50    | 0.00%             | 2028-01-10      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                             | CUSIP: 89115A2U5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $207532.00    | 0.00%             | 2028-07-17      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                             | CUSIP: 89115A2V3<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $101322.00    | 0.00%             | 2026-12-11      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                             | CUSIP: 89115A2W1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $151998.00    | 0.00%             | 2027-04-05      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                             | CUSIP: 89115A2Y7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $205716.00    | 0.00%             | 2029-04-05      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                             | CUSIP: 89115A3A8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $251625.00    | 0.00%             | 2026-12-17      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                             | CUSIP: 89115A3C4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $205142.00    | 0.00%             | 2029-12-17      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                             | CUSIP: 89115A3E0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $203530.00    | 0.00%             | 2028-01-31      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                             | CUSIP: 89115A3G5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $157554.00    | 0.00%             | 2032-01-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                             | CUSIP: 89115KAB6<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $153504.00    | 0.00%             | 2030-06-03      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                             | CUSIP: 89115KAD2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $202670.00    | 0.00%             | 2028-06-02      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                             | CUSIP: 89115KAE0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $150406.50    | 0.00%             | 2028-10-13      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                             | CUSIP: 89115KAJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $202172.00    | 0.00%             | 2035-10-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                             | CUSIP: 89116CQJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $203346.00    | 0.00%             | 2034-09-10      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                                         | TotalEnergies Capital SA                                                              | CUSIP: 89152UAH5<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    150000 | PA      | $150330.00    | 0.00%             | 2028-10-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                                           | TotalEnergies Capital International SA                                                | CUSIP: 89153VAQ2<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    150000 | PA      | $147774.00    | 0.00%             | 2029-02-19      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                                           | TotalEnergies Capital International SA                                                | CUSIP: 89153VAT6<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $191188.00    | 0.00%             | 2030-01-10      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                                           | TotalEnergies Capital International SA                                                | CUSIP: 89153VAU3<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $145846.00    | 0.00%             | 2049-07-12      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                                           | TotalEnergies Capital International SA                                                | CUSIP: 89153VAV1<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    450000 | PA      | $308304.00    | 0.01%             | 2050-05-29      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                                           | TotalEnergies Capital International SA                                                | CUSIP: 89153VAW9<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    150000 | PA      | $100330.50    | 0.00%             | 2060-06-29      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                                           | TotalEnergies Capital International SA                                                | CUSIP: 89153VAX7<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    175000 | PA      | $133962.50    | 0.00%             | 2041-06-29      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                                         | TotalEnergies Capital SA                                                              | CUSIP: 89157XAA9<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    275000 | PA      | $287606.00    | 0.01%             | 2034-04-05      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                                         | TotalEnergies Capital SA                                                              | CUSIP: 89157XAB7<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    325000 | PA      | $321187.75    | 0.01%             | 2054-04-05      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                                         | TotalEnergies Capital SA                                                              | CUSIP: 89157XAC5<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $199490.00    | 0.00%             | 2064-04-05      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                                         | TotalEnergies Capital SA                                                              | CUSIP: 89157XAD3<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $203240.00    | 0.00%             | 2034-09-10      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                                         | TotalEnergies Capital SA                                                              | CUSIP: 89157XAE1<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    175000 | PA      | $168596.75    | 0.00%             | 2054-09-10      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                                         | TotalEnergies Capital SA                                                              | CUSIP: 89157XAF8<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $192264.00    | 0.00%             | 2064-09-10      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                                   | CUSIP: 891906AF6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100213.00    | 0.00%             | 2028-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                                                                | Toyota Motor Corp                                                                     | CUSIP: 892331AD1<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    150000 | PA      | $149728.50    | 0.00%             | 2028-07-20      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                                                                | Toyota Motor Corp                                                                     | CUSIP: 892331AG4<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    150000 | PA      | $143992.50    | 0.00%             | 2029-07-02      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                                                                | Toyota Motor Corp                                                                     | CUSIP: 892331AN9<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    100000 | PA      | $92017.00     | 0.00%             | 2031-03-25      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                                                                | Toyota Motor Corp                                                                     | CUSIP: 892331AQ2<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    100000 | PA      | $103161.00    | 0.00%             | 2028-07-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                                                                | Toyota Motor Corp                                                                     | CUSIP: 892331AR0<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    100000 | PA      | $104829.00    | 0.00%             | 2033-07-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                                                                | Toyota Motor Corp                                                                     | CUSIP: 892331AU3<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    100000 | PA      | $101575.00    | 0.00%             | 2030-06-30      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                                                                | Toyota Motor Corp                                                                     | CUSIP: 892331AV1<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    100000 | PA      | $103541.00    | 0.00%             | 2035-06-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| TRACTOR SUPPLY CO                                                                | Tractor Supply Co                                                                     | CUSIP: 892356AA4<br>LEI: 549300OJ9VZHZRO6I137 | Long             | DBT              | CORP              | US        |    125000 | PA      | $110912.50    | 0.00%             | 2030-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TRACTOR SUPPLY CO                                                                | Tractor Supply Co                                                                     | CUSIP: 892356AB2<br>LEI: 549300OJ9VZHZRO6I137 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156385.50    | 0.00%             | 2033-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                              | CUSIP: 89236TDR3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148951.50    | 0.00%             | 2027-01-11      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                              | CUSIP: 89236TFT7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148642.50    | 0.00%             | 2029-01-08      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                              | CUSIP: 89236TGU3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92987.00     | 0.00%             | 2030-02-13      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                              | CUSIP: 89236TGY5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194964.00    | 0.00%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                              | CUSIP: 89236THG3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95646.00     | 0.00%             | 2027-08-13      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                              | CUSIP: 89236THX6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88659.00     | 0.00%             | 2031-01-10      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                              | CUSIP: 89236TJF3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143589.00    | 0.00%             | 2028-04-06      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                              | CUSIP: 89236TJQ9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88181.00     | 0.00%             | 2031-09-12      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                              | CUSIP: 89236TJV8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146862.00    | 0.00%             | 2027-01-13      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                              | CUSIP: 89236TJW6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     75000 | PA      | $67631.25     | 0.00%             | 2032-01-13      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                              | CUSIP: 89236TJZ9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98999.00     | 0.00%             | 2027-03-22      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                              | CUSIP: 89236TKD6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203016.00    | 0.00%             | 2029-06-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                              | CUSIP: 89236TKJ3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202476.00    | 0.00%             | 2027-09-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                              | CUSIP: 89236TKL8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102975.00    | 0.00%             | 2027-11-10      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                              | CUSIP: 89236TKQ7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152331.00    | 0.00%             | 2028-01-12      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                              | CUSIP: 89236TKR5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102076.00    | 0.00%             | 2033-01-12      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                              | CUSIP: 89236TKU8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153130.50    | 0.00%             | 2030-05-17      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                              | CUSIP: 89236TLB9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103661.00    | 0.00%             | 2028-09-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                              | CUSIP: 89236TLD5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203094.00    | 0.00%             | 2026-11-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                              | CUSIP: 89236TLE3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    200000 | PA      | $212860.00    | 0.00%             | 2030-11-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                              | CUSIP: 89236TLL7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    160000 | PA      | $163329.60    | 0.00%             | 2029-01-05      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                              | CUSIP: 89236TLM5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205144.00    | 0.00%             | 2034-01-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                              | CUSIP: 89236TLY9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152229.00    | 0.00%             | 2027-03-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                              | CUSIP: 89236TLZ6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104308.00    | 0.00%             | 2031-03-21      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                              | CUSIP: 89236TMF9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155110.50    | 0.00%             | 2029-05-16      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                              | CUSIP: 89236TMK8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    175000 | PA      | $178388.00    | 0.00%             | 2029-08-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                              | CUSIP: 89236TMS1<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201900.00    | 0.00%             | 2027-10-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                              | CUSIP: 89236TMT9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152805.00    | 0.00%             | 2031-10-10      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                              | CUSIP: 89236TMY8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100924.00    | 0.00%             | 2027-01-08      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                              | CUSIP: 89236TNA9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103285.00    | 0.00%             | 2030-01-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                              | CUSIP: 89236TNB7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    150000 | PA      | $158493.00    | 0.00%             | 2035-01-09      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                              | CUSIP: 89236TNG6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202094.00    | 0.00%             | 2027-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                              | CUSIP: 89236TNJ0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102771.00    | 0.00%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                              | CUSIP: 89236TNR2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150669.00    | 0.00%             | 2028-09-05      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                              | CUSIP: 89236TNT8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127001.25    | 0.00%             | 2032-09-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| TRANE TECH FIN LTD                                                               | Trane Technologies Financing Ltd                                                      | CUSIP: 892938AA9<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $209348.00    | 0.00%             | 2033-03-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TRANE TECH FIN LTD                                                               | Trane Technologies Financing Ltd                                                      | CUSIP: 892938AB7<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |    100000 | PA      | $103424.00    | 0.00%             | 2034-06-13      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TRANSATLANTIC HOLDINGS                                                           | Transatlantic Holdings Inc                                                            | CUSIP: 893521AB0<br>LEI: RN37QJVS1BV19MNIC295 | Long             | DBT              | CORP              | US        |    100000 | PA      | $127590.00    | 0.00%             | 2039-11-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                             | CUSIP: 8935268Z9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $301095.00    | 0.01%             | 2039-01-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                             | CUSIP: 893526DF7<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $104387.00    | 0.00%             | 2034-03-31      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                             | CUSIP: 893526DJ9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $159517.50    | 0.00%             | 2040-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                             | CUSIP: 89352HAB5<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $105251.00    | 0.00%             | 2036-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                             | CUSIP: 89352HAD1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    175000 | PA      | $188812.75    | 0.00%             | 2037-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                             | CUSIP: 89352HAE9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $116730.00    | 0.00%             | 2038-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                             | CUSIP: 89352HAL3<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $71745.00     | 0.00%             | 2043-10-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                             | CUSIP: 89352HAM1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $294537.00    | 0.01%             | 2034-03-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                             | CUSIP: 89352HAW9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $250770.00    | 0.00%             | 2028-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                             | CUSIP: 89352HAZ2<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $141283.50    | 0.00%             | 2049-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                             | CUSIP: 89352HBA6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $198296.00    | 0.00%             | 2030-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                             | CUSIP: 89352HBG3<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $153750.00    | 0.00%             | 2065-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                                          | Transcontinental Gas Pipe Line Co LLC                                                 | CUSIP: 893574AB9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99872.00     | 0.00%             | 2041-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                                          | Transcontinental Gas Pipe Line Co LLC                                                 | CUSIP: 893574AF0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88860.00     | 0.00%             | 2042-08-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                                          | Transcontinental Gas Pipe Line Co LLC                                                 | CUSIP: 893574AK9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99952.00     | 0.00%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                                          | Transcontinental Gas Pipe Line Co LLC                                                 | CUSIP: 893574AM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $87726.00     | 0.00%             | 2048-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                                          | Transcontinental Gas Pipe Line Co LLC                                                 | CUSIP: 893574AP8<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95854.00     | 0.00%             | 2030-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                                          | Transcontinental Gas Pipe Line Co LLC                                                 | CUSIP: 893574AR4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78408.00     | 0.00%             | 2050-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                                 | CUSIP: 89417EAD1<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    150000 | PA      | $168369.00    | 0.00%             | 2037-06-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                                 | CUSIP: 89417EAH2<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102691.00    | 0.00%             | 2040-11-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                                 | CUSIP: 89417EAJ8<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91245.00     | 0.00%             | 2043-08-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                                 | CUSIP: 89417EAK5<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     75000 | PA      | $65205.75     | 0.00%             | 2045-08-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                                 | CUSIP: 89417EAM1<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    200000 | PA      | $165096.00    | 0.00%             | 2047-05-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                                 | CUSIP: 89417EAN9<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82367.00     | 0.00%             | 2048-03-07      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                                 | CUSIP: 89417EAP4<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82693.00     | 0.00%             | 2049-03-04      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                                 | CUSIP: 89417EAR0<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    200000 | PA      | $135116.00    | 0.00%             | 2051-06-08      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                                 | CUSIP: 89417EAS8<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150723.00    | 0.00%             | 2053-05-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                                 | CUSIP: 89417EAT6<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92178.90     | 0.00%             | 2035-07-24      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                                 | CUSIP: 89417EAU3<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    130000 | PA      | $135198.70    | 0.00%             | 2055-07-24      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TRIMBLE INC                                                                      | Trimble Inc                                                                           | CUSIP: 896239AC4<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101553.00    | 0.00%             | 2028-06-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TRIMBLE INC                                                                      | Trimble Inc                                                                           | CUSIP: 896239AE0<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |    150000 | PA      | $161902.50    | 0.00%             | 2033-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| TRINITY HEALTH CORP                                                              | Trinity Health Corp                                                                   | CUSIP: 896516AA9<br>LEI: TWSRHFGEDJDX0GKMGJ67 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85678.00     | 0.00%             | 2045-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TRINITY HEALTH CORP                                                              | Trinity Health Corp                                                                   | CUSIP: 896517AA7<br>LEI: TWSRHFGEDJDX0GKMGJ67 | Long             | DBT              | CORP              | US        |     75000 | PA      | $58229.25     | 0.00%             | 2048-12-01      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER/TAL INT                                                         | Triton Container International Ltd / TAL International Container Corp                 | CUSIP: 89681LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    100000 | PA      | $90441.00     | 0.00%             | 2032-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                                      | Truist Bank                                                                           | CUSIP: 89788JAF6<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    270000 | PA      | $271377.00    | 0.00%             | 2028-07-24      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                                      | Truist Bank                                                                           | CUSIP: 89788KAA4<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    250000 | PA      | $229862.50    | 0.00%             | 2030-03-11      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                                 | CUSIP: 89788MAB8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90870.00     | 0.00%             | 2030-06-05      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                                 | CUSIP: 89788MAC6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143298.00    | 0.00%             | 2027-08-03      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                                 | CUSIP: 89788MAE2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    250000 | PA      | $236830.00    | 0.00%             | 2029-06-07      | Fixed         | 1.89%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                                 | CUSIP: 89788MAG7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150262.50    | 0.00%             | 2028-06-06      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                                 | CUSIP: 89788MAK8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    150000 | PA      | $162288.00    | 0.00%             | 2033-10-28      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                                 | CUSIP: 89788MAL6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253885.00    | 0.00%             | 2029-01-26      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                                 | CUSIP: 89788MAM4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    350000 | PA      | $357500.50    | 0.01%             | 2034-01-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                                 | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    300000 | PA      | $320067.00    | 0.01%             | 2034-06-08      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                                 | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    300000 | PA      | $324810.00    | 0.01%             | 2029-10-30      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                                 | CUSIP: 89788MAR3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    350000 | PA      | $363398.00    | 0.01%             | 2030-01-24      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                                 | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    350000 | PA      | $370216.00    | 0.01%             | 2035-01-24      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                                 | CUSIP: 89788MAT9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206524.00    | 0.00%             | 2032-08-05      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                                 | CUSIP: 89788MAU6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206000.00    | 0.00%             | 2031-05-20      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                                 | CUSIP: 89788MAV4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199114.00    | 0.00%             | 2036-10-23      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                                 | CUSIP: 89788NAA8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200580.00    | 0.00%             | 2033-07-28      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| TRUSTEES PRINCETON UNIV                                                          | Trustees of Princeton University/The                                                  | CUSIP: 89837LAB1<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | CORP              | US        |    150000 | PA      | $164302.50    | 0.00%             | 2039-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TRUSTEES PRINCETON UNIV                                                          | Trustees of Princeton University/The                                                  | CUSIP: 89837LAG0<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $63613.00     | 0.00%             | 2050-07-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| DARTMOUTH COLLEGE                                                                | Trustees of Dartmouth College                                                         | CUSIP: 89837RAE2<br>LEI: JVPL1XBV6YI9538FWQ05 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50687.50     | 0.00%             | 2030-06-01      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| TRUSTEES OF BOSTON COLL                                                          | Trustees of Boston College                                                            | CUSIP: 89838LAG9<br>LEI: 549300Q2G2ZLXN1EX541 | Long             | DBT              | CORP              | US        |    100000 | PA      | $70545.00     | 0.00%             | 2052-07-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                                                         | Tucson Electric Power Co                                                              | CUSIP: 898813AQ3<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45096.00     | 0.00%             | 2048-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                                                         | Tucson Electric Power Co                                                              | CUSIP: 898813AR1<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77687.00     | 0.00%             | 2050-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                                                         | Tucson Electric Power Co                                                              | CUSIP: 898813AS9<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88900.00     | 0.00%             | 2030-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                                                         | Tucson Electric Power Co                                                              | CUSIP: 898813AV2<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73243.50     | 0.00%             | 2053-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                                                         | Tucson Electric Power Co                                                              | CUSIP: 898813AW0<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77319.75     | 0.00%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                                                         | Tucson Electric Power Co                                                              | CUSIP: 898813AX8<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77422.50     | 0.00%             | 2055-04-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S                                                         | Tyco Electronics Group SA                                                             | CUSIP: 902133AG2<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $118699.00    | 0.00%             | 2037-10-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S                                                         | Tyco Electronics Group SA                                                             | CUSIP: 902133AU1<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $98961.00     | 0.00%             | 2027-08-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S                                                         | Tyco Electronics Group SA                                                             | CUSIP: 902133AY3<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $90183.00     | 0.00%             | 2032-02-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S                                                         | Tyco Electronics Group SA                                                             | CUSIP: 902133BC0<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $101370.00    | 0.00%             | 2031-02-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S                                                         | Tyco Electronics Group SA                                                             | CUSIP: 902133BD8<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $101742.00    | 0.00%             | 2035-05-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                                                  | Tyson Foods Inc                                                                       | CUSIP: 902494AY9<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142189.50    | 0.00%             | 2044-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                                                  | Tyson Foods Inc                                                                       | CUSIP: 902494AZ6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50159.50     | 0.00%             | 2034-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                                                  | Tyson Foods Inc                                                                       | CUSIP: 902494BC6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247985.00    | 0.00%             | 2027-06-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                                                  | Tyson Foods Inc                                                                       | CUSIP: 902494BD4<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86261.00     | 0.00%             | 2047-06-02      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                                                  | Tyson Foods Inc                                                                       | CUSIP: 902494BH5<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    300000 | PA      | $278508.00    | 0.00%             | 2048-09-28      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                                                  | Tyson Foods Inc                                                                       | CUSIP: 902494BK8<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150517.50    | 0.00%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                                                  | Tyson Foods Inc                                                                       | CUSIP: 902494BL6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103476.00    | 0.00%             | 2029-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                                                  | Tyson Foods Inc                                                                       | CUSIP: 902494BM4<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    175000 | PA      | $185248.00    | 0.00%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS Group AG                                                                          | CUSIP: 902613AY4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    250000 | PA      | $234447.50    | 0.00%             | 2045-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UBS AG STAMFORD CT                                                               | UBS AG/Stamford CT                                                                    | CUSIP: 90261AAD4<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |    250000 | PA      | $252205.00    | 0.00%             | 2028-01-10      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                                          | UDR Inc                                                                               | CUSIP: 90265EAN0<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |    100000 | PA      | $98797.00     | 0.00%             | 2028-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                                          | UDR Inc                                                                               | CUSIP: 90265EAQ3<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |    150000 | PA      | $144219.00    | 0.00%             | 2030-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                                          | UDR Inc                                                                               | CUSIP: 90265EAR1<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |    100000 | PA      | $92929.00     | 0.00%             | 2031-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                                          | UDR Inc                                                                               | CUSIP: 90265EAT7<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |    150000 | PA      | $128874.00    | 0.00%             | 2032-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                                          | UDR Inc                                                                               | CUSIP: 90265EAU4<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |     75000 | PA      | $62224.50     | 0.00%             | 2033-03-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                                          | UDR Inc                                                                               | CUSIP: 90265EAV2<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |    100000 | PA      | $83822.00     | 0.00%             | 2033-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                                          | UDR Inc                                                                               | CUSIP: 90265EAW0<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |     75000 | PA      | $76528.50     | 0.00%             | 2034-09-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| UBS AG LONDON                                                                    | UBS AG/London                                                                         | CUSIP: 902674A26<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $178442.00    | 0.00%             | 2048-06-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UBS AG LONDON                                                                    | UBS AG/London                                                                         | CUSIP: 902674ZW3<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |    250000 | PA      | $261357.50    | 0.00%             | 2028-09-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2017-C3                                            | UBS Commercial Mortgage Trust 2017-C3                                                 | CUSIP: 90276GAS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $196771.61    | 0.00%             | 2050-08-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2017-C6                                            | UBS Commercial Mortgage Trust 2017-C6                                                 | CUSIP: 90276UAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $1185924.73   | 0.02%             | 2050-12-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| UPMC                                                                             | UPMC                                                                                  | CUSIP: 90320WAG8<br>LEI: 5493001YCBUGKVU74S74 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102790.00    | 0.00%             | 2033-05-15      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| UPMC                                                                             | UPMC                                                                                  | CUSIP: 90320WAH6<br>LEI: 5493001YCBUGKVU74S74 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49761.50     | 0.00%             | 2043-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| US BANK NA CINCINNATI                                                            | US Bank NA/Cincinnati OH                                                              | CUSIP: 90331HPS6<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252375.00    | 0.00%             | 2028-05-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                            | Uber Technologies Inc                                                                 | CUSIP: 90353TAN0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    225000 | PA      | $226431.00    | 0.00%             | 2030-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                            | Uber Technologies Inc                                                                 | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    275000 | PA      | $276633.50    | 0.00%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                            | Uber Technologies Inc                                                                 | CUSIP: 90353TAQ3<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194060.00    | 0.00%             | 2054-09-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                            | Uber Technologies Inc                                                                 | CUSIP: 90353TAT7<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    180000 | PA      | $179411.40    | 0.00%             | 2031-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                            | Uber Technologies Inc                                                                 | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    220000 | PA      | $220037.40    | 0.00%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                                            | Unilever Capital Corp                                                                 | CUSIP: 904764AH0<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    200000 | PA      | $219806.00    | 0.00%             | 2032-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                                            | Unilever Capital Corp                                                                 | CUSIP: 904764AY3<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247242.50    | 0.00%             | 2027-05-05      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                                            | Unilever Capital Corp                                                                 | CUSIP: 904764BC0<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149082.00    | 0.00%             | 2028-03-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                                            | Unilever Capital Corp                                                                 | CUSIP: 904764BH9<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141064.50    | 0.00%             | 2029-09-06      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                                            | Unilever Capital Corp                                                                 | CUSIP: 904764BK2<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89031.00     | 0.00%             | 2030-09-14      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                                            | Unilever Capital Corp                                                                 | CUSIP: 904764BQ9<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44237.50     | 0.00%             | 2031-08-12      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                                            | Unilever Capital Corp                                                                 | CUSIP: 904764BR7<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $63057.00     | 0.00%             | 2051-08-12      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                                            | Unilever Capital Corp                                                                 | CUSIP: 904764BS5<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154266.00    | 0.00%             | 2028-09-08      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                                            | Unilever Capital Corp                                                                 | CUSIP: 904764BT3<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156528.00    | 0.00%             | 2033-12-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                                            | Unilever Capital Corp                                                                 | CUSIP: 904764BU0<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151203.00    | 0.00%             | 2027-08-12      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                                            | Unilever Capital Corp                                                                 | CUSIP: 904764BV8<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253595.00    | 0.00%             | 2034-08-12      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                | Union Electric Co                                                                     | CUSIP: 906548CH3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    100000 | PA      | $130803.00    | 0.00%             | 2039-03-15      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                | Union Electric Co                                                                     | CUSIP: 906548CJ9<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     40000 | PA      | $33414.00     | 0.00%             | 2042-09-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                | Union Electric Co                                                                     | CUSIP: 906548CN0<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    250000 | PA      | $201645.00    | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                | Union Electric Co                                                                     | CUSIP: 906548CP5<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147906.00    | 0.00%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                | Union Electric Co                                                                     | CUSIP: 906548CR1<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191204.00    | 0.00%             | 2030-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                | Union Electric Co                                                                     | CUSIP: 906548CS9<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    100000 | PA      | $61437.00     | 0.00%             | 2051-03-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                | Union Electric Co                                                                     | CUSIP: 906548CT7<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88018.00     | 0.00%             | 2032-03-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                | Union Electric Co                                                                     | CUSIP: 906548CU4<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    150000 | PA      | $117469.50    | 0.00%             | 2052-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                | Union Electric Co                                                                     | CUSIP: 906548CW0<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98208.00     | 0.00%             | 2053-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                | Union Electric Co                                                                     | CUSIP: 906548CY6<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103726.00    | 0.00%             | 2034-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                | Union Electric Co                                                                     | CUSIP: 906548CZ3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70567.50     | 0.00%             | 2055-03-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                                    | CUSIP: 907818EB0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     75000 | PA      | $68280.75     | 0.00%             | 2035-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                                    | CUSIP: 907818EC8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     50000 | PA      | $38528.00     | 0.00%             | 2055-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                                    | CUSIP: 907818EF1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     75000 | PA      | $62786.25     | 0.00%             | 2045-11-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                                    | CUSIP: 907818EJ3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83200.00     | 0.00%             | 2046-03-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                                    | CUSIP: 907818EK0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     75000 | PA      | $55800.75     | 0.00%             | 2046-08-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                                    | CUSIP: 907818EM6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    200000 | PA      | $154774.00    | 0.00%             | 2051-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                                    | CUSIP: 907818EN4<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     75000 | PA      | $61392.75     | 0.00%             | 2047-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                                    | CUSIP: 907818EP9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98914.00     | 0.00%             | 2027-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                                    | CUSIP: 907818EQ7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89850.00     | 0.00%             | 2037-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                                    | CUSIP: 907818ER5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $76545.00     | 0.00%             | 2067-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                                    | CUSIP: 907818EW4<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87640.00     | 0.00%             | 2048-09-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                                    | CUSIP: 907818EY0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250405.00    | 0.00%             | 2028-09-10      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                                    | CUSIP: 907818FB9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148947.00    | 0.00%             | 2029-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                                    | CUSIP: 907818FC7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84352.00     | 0.00%             | 2049-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                                    | CUSIP: 907818FD5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86396.00     | 0.00%             | 2039-08-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                                    | CUSIP: 907818FE3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $76141.00     | 0.00%             | 2059-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                                    | CUSIP: 907818FG8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    350000 | PA      | $259658.00    | 0.00%             | 2060-03-20      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                                    | CUSIP: 907818FH6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187602.00    | 0.00%             | 2030-02-05      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                                    | CUSIP: 907818FK9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    325000 | PA      | $230116.25    | 0.00%             | 2050-02-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                                    | CUSIP: 907818FL7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    125000 | PA      | $86757.50     | 0.00%             | 2070-02-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                                    | CUSIP: 907818FN3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    150000 | PA      | $90018.00     | 0.00%             | 2062-09-16      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                                    | CUSIP: 907818FQ6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    150000 | PA      | $127743.00    | 0.00%             | 2036-04-06      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                                    | CUSIP: 907818FS2<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    150000 | PA      | $106101.00    | 0.00%             | 2071-04-06      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                                    | CUSIP: 907818FT0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    200000 | PA      | $158252.00    | 0.00%             | 2041-05-20      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                                    | CUSIP: 907818FU7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183860.00    | 0.00%             | 2031-05-20      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                                    | CUSIP: 907818FV5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $69179.00     | 0.00%             | 2061-05-20      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                                    | CUSIP: 907818FW3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $65537.00     | 0.00%             | 2052-03-10      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                                    | CUSIP: 907818FX1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    250000 | PA      | $230387.50    | 0.00%             | 2032-02-14      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                                    | CUSIP: 907818FY9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     75000 | PA      | $60004.50     | 0.00%             | 2042-02-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                                    | CUSIP: 907818FZ6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    250000 | PA      | $181657.50    | 0.00%             | 2053-02-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                                    | CUSIP: 907818GA0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $71406.00     | 0.00%             | 2072-02-14      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                                    | CUSIP: 907818GB8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202780.00    | 0.00%             | 2033-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                                    | CUSIP: 907818GC6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     75000 | PA      | $69972.00     | 0.00%             | 2052-09-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                                    | CUSIP: 907818GD4<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94058.00     | 0.00%             | 2063-01-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                                    | CUSIP: 907818GF9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93469.00     | 0.00%             | 2053-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                                    | CUSIP: 907818GG7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    175000 | PA      | $181854.75    | 0.00%             | 2035-02-20      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                                    | CUSIP: 907818GH5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    175000 | PA      | $178136.00    | 0.00%             | 2054-12-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2018-1 AA PTT                                                         | United Airlines 2018-1 Class AA Pass Through Trust                                    | CUSIP: 909318AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     97589 | PA      | $94248.91     | 0.00%             | 2030-03-01      | Fixed         | 3.50%                 | 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        |     63446 | PA      | $62354.02     | 0.00%             | 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        |    170029 | PA      | $174041.86    | 0.00%             | 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        |     86681 | PA      | $84413.38     | 0.00%             | 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        |     60221 | PA      | $58007.04     | 0.00%             | 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        |     73136 | PA      | $67102.53     | 0.00%             | 2032-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2023-1 A PTT                                                          | United Airlines 2023-1 Class A Pass Through Trust                                     | CUSIP: 90932LAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    279891 | PA      | $294571.60    | 0.01%             | 2037-07-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2024-1 AA PTT                                                         | United Airlines 2024-1 Class AA Pass Through Trust                                    | CUSIP: 90932WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    144828 | PA      | $150265.07    | 0.00%             | 2038-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2024-1 A PTT                                                          | United Airlines 2024-1 Class A Pass Through Trust                                     | CUSIP: 90932WAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     72414 | PA      | $74457.63     | 0.00%             | 2038-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                                 | CUSIP: 91086QAG3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    150000 | PA      | $178728.00    | 0.00%             | 2031-08-15      | Fixed         | 8.30%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                            | Mexico Government International Bond                                                  | CUSIP: 91086QAN8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $230492.00    | 0.00%             | 2033-04-08      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                                 | CUSIP: 91086QAS7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    362000 | PA      | $395227.98    | 0.01%             | 2034-09-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                                 | CUSIP: 91086QAV0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    500000 | PA      | $501255.00    | 0.01%             | 2040-01-11      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                                 | CUSIP: 91086QAZ1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    420000 | PA      | $361691.40    | 0.01%             | 2110-10-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                                 | CUSIP: 91086QBB3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    750000 | PA      | $624322.50    | 0.01%             | 2044-03-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                                 | CUSIP: 91086QBE7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    550000 | PA      | $513452.50    | 0.01%             | 2045-01-21      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                                 | CUSIP: 91086QBF4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    450000 | PA      | $360126.00    | 0.01%             | 2046-01-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                                 | CUSIP: 91087BAB6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    300000 | PA      | $230454.00    | 0.00%             | 2047-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                                 | CUSIP: 91087BAC4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    300000 | PA      | $299895.00    | 0.01%             | 2027-03-28      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                                 | CUSIP: 91087BAD2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    400000 | PA      | $314876.00    | 0.01%             | 2048-02-10      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                                 | CUSIP: 91087BAE0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    300000 | PA      | $297336.00    | 0.01%             | 2028-01-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                                 | CUSIP: 91087BAF7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    600000 | PA      | $603126.00    | 0.01%             | 2029-04-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                                 | CUSIP: 91087BAG5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    275000 | PA      | $211766.50    | 0.00%             | 2050-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                                 | CUSIP: 91087BAH3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    500000 | PA      | $473355.00    | 0.01%             | 2030-04-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                                 | CUSIP: 91087BAK6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    500000 | PA      | $489370.00    | 0.01%             | 2032-04-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                                 | CUSIP: 91087BAL4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    450000 | PA      | $368311.50    | 0.01%             | 2051-04-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                                 | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    400000 | PA      | $357428.00    | 0.01%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                                 | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    600000 | PA      | $376362.00    | 0.01%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                                 | CUSIP: 91087BAQ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    400000 | PA      | $324428.00    | 0.01%             | 2041-08-14      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                                 | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    400000 | PA      | $347408.00    | 0.01%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                                 | CUSIP: 91087BAS9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    250000 | PA      | $185197.50    | 0.00%             | 2052-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                                 | CUSIP: 91087BAT7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    400000 | PA      | $386840.00    | 0.01%             | 2033-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                                 | CUSIP: 91087BAU4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $204936.00    | 0.00%             | 2028-02-09      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                                 | CUSIP: 91087BAV2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    400000 | PA      | $421976.00    | 0.01%             | 2035-02-09      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                                 | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    600000 | PA      | $582468.00    | 0.01%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                                 | CUSIP: 91087BAY6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $203660.00    | 0.00%             | 2029-05-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                                 | CUSIP: 91087BAZ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    750000 | PA      | $767212.50    | 0.01%             | 2036-05-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                                 | CUSIP: 91087BBA7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    500000 | PA      | $488680.00    | 0.01%             | 2054-05-07      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                                 | CUSIP: 91087BBB5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    400000 | PA      | $420752.00    | 0.01%             | 2030-05-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                                 | CUSIP: 91087BBC3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    700000 | PA      | $754502.00    | 0.01%             | 2037-05-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                                 | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    500000 | PA      | $548875.00    | 0.01%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                            | Mexico Government International Bond                                                  | CUSIP: 91087BBE9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    700000 | PA      | $722785.00    | 0.01%             | 2032-07-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                            | Mexico Government International Bond                                                  | CUSIP: 91087BBF6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    500000 | PA      | $527650.00    | 0.01%             | 2038-01-29      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                            | Mexico Government International Bond                                                  | CUSIP: 91087BBJ8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    250000 | PA      | $247485.00    | 0.00%             | 2031-03-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                            | Mexico Government International Bond                                                  | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    725000 | PA      | $723354.25    | 0.01%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                            | Mexico Government International Bond                                                  | CUSIP: 91087BBL3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    450000 | PA      | $446206.50    | 0.01%             | 2035-09-22      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| United Nations Development Corp                                                  | United Nations Development Corp.                                                      | CUSIP: 911157MF9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $53363.45     | 0.00%             | 2055-08-01      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                             | CUSIP: 911312AJ5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    295000 | PA      | $328517.90    | 0.01%             | 2038-01-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                             | CUSIP: 911312AN6<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97717.00     | 0.00%             | 2040-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                             | CUSIP: 911312AR7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     75000 | PA      | $61191.00     | 0.00%             | 2042-10-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                             | CUSIP: 911312AY2<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98659.00     | 0.00%             | 2026-11-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                             | CUSIP: 911312AZ9<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    100000 | PA      | $75510.00     | 0.00%             | 2046-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                             | CUSIP: 911312BM7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246880.00    | 0.00%             | 2027-11-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                             | CUSIP: 911312BN5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    225000 | PA      | $177189.75    | 0.00%             | 2047-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                             | CUSIP: 911312BQ8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84340.00     | 0.00%             | 2049-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                             | CUSIP: 911312BR6<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98604.00     | 0.00%             | 2029-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                             | CUSIP: 911312BS4<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    100000 | PA      | $72388.00     | 0.00%             | 2049-09-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                             | CUSIP: 911312BU9<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71290.50     | 0.00%             | 2029-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                             | CUSIP: 911312BV7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101990.00    | 0.00%             | 2040-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                             | CUSIP: 911312BW5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    225000 | PA      | $220702.50    | 0.00%             | 2050-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                             | CUSIP: 911312BY1<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153148.50    | 0.00%             | 2030-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                             | CUSIP: 911312BZ8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155544.00    | 0.00%             | 2033-03-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                             | CUSIP: 911312CA2<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186806.00    | 0.00%             | 2053-03-03      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                             | CUSIP: 911312CD6<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    150000 | PA      | $157078.50    | 0.00%             | 2034-05-22      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                             | CUSIP: 911312CE4<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    225000 | PA      | $223605.00    | 0.00%             | 2054-05-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                             | CUSIP: 911312CF1<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98778.00     | 0.00%             | 2064-05-22      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                             | CUSIP: 911312CH7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102763.00    | 0.00%             | 2030-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                             | CUSIP: 911312CJ3<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209314.00    | 0.00%             | 2035-05-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                             | CUSIP: 911312CK0<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210822.00    | 0.00%             | 2055-05-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                             | CUSIP: 911312CL8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210726.00    | 0.00%             | 2065-05-14      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                            | CUSIP: 91159HHR4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297192.00    | 0.01%             | 2027-04-27      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                            | CUSIP: 91159HHS2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150297.00    | 0.00%             | 2028-04-26      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                            | CUSIP: 91159HHW3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144687.00    | 0.00%             | 2029-07-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                            | CUSIP: 91159HJA9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    250000 | PA      | $221577.50    | 0.00%             | 2030-07-22      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                            | CUSIP: 91159HJB7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    250000 | PA      | $218315.00    | 0.00%             | 2036-11-03      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                            | CUSIP: 91159HJC5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244725.00    | 0.00%             | 2028-01-27      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                            | CUSIP: 91159HJD3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    150000 | PA      | $135654.00    | 0.00%             | 2033-01-27      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                            | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251987.50    | 0.00%             | 2028-07-22      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                            | CUSIP: 91159HJG6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202012.00    | 0.00%             | 2033-07-22      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                            | CUSIP: 91159HJJ0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    250000 | PA      | $268327.50    | 0.00%             | 2033-10-21      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                            | CUSIP: 91159HJK7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303804.00    | 0.01%             | 2029-02-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                            | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    350000 | PA      | $354574.50    | 0.01%             | 2034-02-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                            | CUSIP: 91159HJM3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    300000 | PA      | $312297.00    | 0.01%             | 2029-06-12      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                            | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    300000 | PA      | $322128.00    | 0.01%             | 2034-06-12      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                            | CUSIP: 91159HJQ4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    250000 | PA      | $259477.50    | 0.00%             | 2030-01-23      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                            | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    400000 | PA      | $425420.00    | 0.01%             | 2035-01-23      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                            | CUSIP: 91159HJS0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206386.00    | 0.00%             | 2030-07-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                            | CUSIP: 91159HJT8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    300000 | PA      | $309087.00    | 0.01%             | 2031-02-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                            | CUSIP: 91159HJU5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209238.00    | 0.00%             | 2036-02-12      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                            | CUSIP: 91159HJV3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206664.00    | 0.00%             | 2031-05-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810EY0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    955300 | PA      | $983082.06    | 0.02%             | 2026-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810EZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    496400 | PA      | $515150.74    | 0.01%             | 2027-02-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810FA1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    743300 | PA      | $778490.61    | 0.01%             | 2027-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810FB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1509500 | PA      | $1585269.82   | 0.03%             | 2027-11-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810FE3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    280000 | PA      | $294754.69    | 0.01%             | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810FF0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1588100 | PA      | $1665768.02   | 0.03%             | 2028-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810FG8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    795300 | PA      | $838824.03    | 0.01%             | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810FJ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    900000 | PA      | $980156.25    | 0.02%             | 2029-08-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810FM5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    950000 | PA      | $1053794.92   | 0.02%             | 2030-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810FP8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1460000 | PA      | $1580221.88   | 0.03%             | 2031-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810FT0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1536700 | PA      | $1606811.94   | 0.03%             | 2036-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810PT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    881000 | PA      | $935718.36    | 0.02%             | 2037-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810PU6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1180000 | PA      | $1279470.32   | 0.02%             | 2037-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810PW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1290600 | PA      | $1320243.47   | 0.02%             | 2038-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810PX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1481000 | PA      | $1529942.43   | 0.03%             | 2038-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810QA9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1728300 | PA      | $1599892.72   | 0.03%             | 2039-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810QB7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1887500 | PA      | $1878504.89   | 0.03%             | 2039-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810QC5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2223300 | PA      | $2263076.24   | 0.04%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810QD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2375900 | PA      | $2380911.68   | 0.04%             | 2039-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810QE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3148600 | PA      | $3233218.63   | 0.06%             | 2040-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810QH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2377000 | PA      | $2373471.65   | 0.04%             | 2040-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810QK7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2459100 | PA      | $2315204.24   | 0.04%             | 2040-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810QL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2273600 | PA      | $2229193.75   | 0.04%             | 2040-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810QN1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2200000 | PA      | $2277343.75   | 0.04%             | 2041-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810QQ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1863700 | PA      | $1847829.44   | 0.03%             | 2041-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810QS0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2103600 | PA      | $1931203.42   | 0.03%             | 2041-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810QT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2381600 | PA      | $2007614.38   | 0.04%             | 2041-11-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810QU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2430900 | PA      | $2040626.61   | 0.04%             | 2042-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810QW1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2505300 | PA      | $2057477.63   | 0.04%             | 2042-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810QX9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2668100 | PA      | $2103213.20   | 0.04%             | 2042-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4010800 | PA      | $3147224.63   | 0.06%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810QZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3282900 | PA      | $2711213.76   | 0.05%             | 2043-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5372800 | PA      | $4258783.50   | 0.08%             | 2043-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4042900 | PA      | $3564384.90   | 0.06%             | 2043-08-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810RD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3902900 | PA      | $3494315.16   | 0.06%             | 2043-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810RE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4262900 | PA      | $3739695.65   | 0.07%             | 2044-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810RG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3893600 | PA      | $3285529.21   | 0.06%             | 2044-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810RH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5288200 | PA      | $4282615.72   | 0.08%             | 2044-08-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810RJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4553600 | PA      | $3603747.50   | 0.06%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5807000 | PA      | $4210528.70   | 0.07%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810RM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2868600 | PA      | $2259246.62   | 0.04%             | 2045-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810RN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3588200 | PA      | $2757027.13   | 0.05%             | 2045-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810RP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2618600 | PA      | $2049872.81   | 0.04%             | 2045-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810RQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4800000 | PA      | $3426000.00   | 0.06%             | 2046-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4717800 | PA      | $3356641.01   | 0.06%             | 2046-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6295800 | PA      | $4250648.72   | 0.08%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810RU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2598900 | PA      | $1968869.80   | 0.04%             | 2046-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810RV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5100000 | PA      | $3937359.38   | 0.07%             | 2047-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810RX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4200000 | PA      | $3235968.75   | 0.06%             | 2047-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810RY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6075000 | PA      | $4455158.23   | 0.08%             | 2047-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6300000 | PA      | $4606382.84   | 0.08%             | 2047-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7050000 | PA      | $5386089.88   | 0.10%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7400000 | PA      | $5769687.50   | 0.10%             | 2048-05-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7750000 | PA      | $5890605.51   | 0.10%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8300000 | PA      | $6737265.63   | 0.12%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8500000 | PA      | $6432773.48   | 0.11%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8250000 | PA      | $6083085.94   | 0.11%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8000000 | PA      | $5164375.04   | 0.09%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810SK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7200000 | PA      | $4762687.54   | 0.08%             | 2049-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9370000 | PA      | $5669582.08   | 0.10%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10950000 | PA      | $5435648.44   | 0.10%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12301000 | PA      | $6261977.81   | 0.11%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9700000 | PA      | $6215578.13   | 0.11%             | 2040-08-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8600000 | PA      | $5569171.92   | 0.10%             | 2040-05-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12901000 | PA      | $7006855.63   | 0.12%             | 2050-11-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10750000 | PA      | $7120195.31   | 0.13%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13700000 | PA      | $7914961.01   | 0.14%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12500000 | PA      | $8908203.13   | 0.16%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13750000 | PA      | $8947168.04   | 0.16%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8800000 | PA      | $6606875.00   | 0.12%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13450000 | PA      | $7969125.00   | 0.14%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12500000 | PA      | $8607421.88   | 0.15%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12500000 | PA      | $7150390.63   | 0.13%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11300000 | PA      | $8046835.99   | 0.14%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11400000 | PA      | $7147265.68   | 0.13%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8800000 | PA      | $6605500.00   | 0.12%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10899000 | PA      | $7858349.35   | 0.14%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8100000 | PA      | $6890062.50   | 0.12%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10400000 | PA      | $7683812.55   | 0.14%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6600000 | PA      | $5690437.50   | 0.10%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10200000 | PA      | $9108281.25   | 0.16%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $6545000.00   | 0.12%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10300000 | PA      | $8595671.88   | 0.15%             | 2053-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6100000 | PA      | $5600562.50   | 0.10%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10300000 | PA      | $8586015.63   | 0.15%             | 2053-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6600000 | PA      | $6045703.16   | 0.11%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11519000 | PA      | $10507487.81  | 0.19%             | 2053-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6700000 | PA      | $6534070.35   | 0.12%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12150000 | PA      | $12276246.15  | 0.22%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7550000 | PA      | $7708668.01   | 0.14%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12725000 | PA      | $11856121.09  | 0.21%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7550000 | PA      | $7462703.13   | 0.13%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12550000 | PA      | $12445089.91  | 0.22%             | 2054-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7500000 | PA      | $7524023.48   | 0.13%             | 2044-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12700000 | PA      | $11831836.00  | 0.21%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7549000 | PA      | $7078956.83   | 0.13%             | 2044-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12500000 | PA      | $12144531.25  | 0.22%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7550000 | PA      | $7556488.32   | 0.13%             | 2044-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12550000 | PA      | $12449011.78  | 0.22%             | 2055-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7600000 | PA      | $7722312.50   | 0.14%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12550000 | PA      | $12704914.06  | 0.23%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7600000 | PA      | $7969312.50   | 0.14%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15200000 | PA      | $15392375.00  | 0.27%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                                   | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9200000 | PA      | $9489656.30   | 0.17%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 9128282R0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8042000 | PA      | $7873463.56   | 0.14%             | 2027-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 9128283F5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7900000 | PA      | $7714226.60   | 0.14%             | 2027-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 9128283W8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10351000 | PA      | $10190882.97  | 0.18%             | 2028-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 9128284N7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11350000 | PA      | $11187287.08  | 0.20%             | 2028-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 9128284V9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11550000 | PA      | $11371335.94  | 0.20%             | 2028-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 9128285M8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10750000 | PA      | $10640820.31  | 0.19%             | 2028-11-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 9128286B1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10650000 | PA      | $10366693.39  | 0.18%             | 2029-02-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 9128286T2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9050000 | PA      | $8715927.76   | 0.15%             | 2029-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 912828U24<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8773900 | PA      | $8638521.44   | 0.15%             | 2026-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 912828V98<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8442600 | PA      | $8310849.26   | 0.15%             | 2027-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 912828X88<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9835351.60   | 0.17%             | 2027-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 912828YB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8350000 | PA      | $7810511.76   | 0.14%             | 2029-08-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 912828YS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5850000 | PA      | $5473177.75   | 0.10%             | 2029-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 912828YU8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3700000 | PA      | $3627806.64   | 0.06%             | 2026-11-30      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 912828YX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4300000 | PA      | $4215679.71   | 0.07%             | 2026-12-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 912828Z78<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17200000 | PA      | $16790828.17  | 0.30%             | 2027-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 912828Z94<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10550000 | PA      | $9711769.58   | 0.17%             | 2030-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 912828ZB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2450000 | PA      | $2377504.89   | 0.04%             | 2027-02-28      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 912828ZE3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3850000 | PA      | $3704797.87   | 0.07%             | 2027-03-31      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 912828ZN3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7400000 | PA      | $7091425.77   | 0.13%             | 2027-04-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14205000 | PA      | $12491521.88  | 0.22%             | 2030-05-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 912828ZS2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5800000 | PA      | $5545117.20   | 0.10%             | 2027-05-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 912828ZV5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6500000 | PA      | $6199882.85   | 0.11%             | 2027-06-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CAD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8000000 | PA      | $7595625.04   | 0.14%             | 2027-07-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18700000 | PA      | $16317211.03  | 0.29%             | 2030-08-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CAH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6600000 | PA      | $6264972.65   | 0.11%             | 2027-08-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CAL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8400000 | PA      | $7937015.60   | 0.14%             | 2027-09-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CAU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8450000 | PA      | $7983434.60   | 0.14%             | 2027-10-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CAV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19850000 | PA      | $17412947.22  | 0.31%             | 2030-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CAY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9100000 | PA      | $8599855.45   | 0.15%             | 2027-11-30      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CBB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9900000 | PA      | $9334617.24   | 0.17%             | 2027-12-31      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CBJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11000000 | PA      | $10377382.84  | 0.18%             | 2028-01-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CBL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19050000 | PA      | $16844367.19  | 0.30%             | 2031-02-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CBP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11500000 | PA      | $10917812.50  | 0.19%             | 2028-02-29      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CBS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9504687.50   | 0.17%             | 2028-03-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CBZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11000000 | PA      | $10434960.91  | 0.19%             | 2028-04-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CCB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18150000 | PA      | $16347052.69  | 0.29%             | 2031-05-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CCE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11300000 | PA      | $10700570.37  | 0.19%             | 2028-05-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CCH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9900000 | PA      | $9357820.36   | 0.17%             | 2028-06-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CCR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11000000 | PA      | $10309062.50  | 0.18%             | 2028-07-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20550000 | PA      | $17999712.94  | 0.32%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CCV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10900000 | PA      | $10230671.88  | 0.18%             | 2028-08-31      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CCY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10950000 | PA      | $10294710.94  | 0.18%             | 2028-09-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CDF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10100000 | PA      | $9511359.38   | 0.17%             | 2028-10-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19600000 | PA      | $17176796.92  | 0.31%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CDK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11098000 | PA      | $10840708.52  | 0.19%             | 2026-11-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CDL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10500000 | PA      | $9908554.74   | 0.18%             | 2028-11-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CDP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9386718.80   | 0.17%             | 2028-12-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CDQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10600000 | PA      | $10336242.21  | 0.18%             | 2026-12-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CDW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9900000 | PA      | $9381796.88   | 0.17%             | 2029-01-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18900000 | PA      | $16971609.38  | 0.30%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CEB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8800000 | PA      | $8361375.00   | 0.15%             | 2029-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CEC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9000000 | PA      | $8814375.00   | 0.16%             | 2027-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CEE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8500000 | PA      | $8197187.50   | 0.15%             | 2029-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CEF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8800000 | PA      | $8678656.27   | 0.15%             | 2027-03-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CEM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8000000 | PA      | $7835000.00   | 0.14%             | 2029-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CEN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8550000 | PA      | $8455649.38   | 0.15%             | 2027-04-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18050000 | PA      | $17155255.90  | 0.31%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CES6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7300000 | PA      | $7115789.10   | 0.13%             | 2029-05-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CET4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8700000 | PA      | $8584283.21   | 0.15%             | 2027-05-31      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CEV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7300000 | PA      | $7230707.01   | 0.13%             | 2029-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CEW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8200000 | PA      | $8164925.81   | 0.15%             | 2027-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8050000 | PA      | $7948588.84   | 0.14%             | 2027-07-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CFC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6750000 | PA      | $6540644.57   | 0.12%             | 2029-07-31      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17855000 | PA      | $16782305.17  | 0.30%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CFH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8500000 | PA      | $8442724.62   | 0.15%             | 2027-08-31      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CFJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6600000 | PA      | $6503835.95   | 0.12%             | 2029-08-31      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CFL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6600000 | PA      | $6677085.95   | 0.12%             | 2029-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7900000 | PA      | $7985171.88   | 0.14%             | 2027-09-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6500000 | PA      | $6605878.89   | 0.12%             | 2029-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8100000 | PA      | $8192548.82   | 0.15%             | 2027-10-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17950000 | PA      | $18324425.87  | 0.33%             | 2032-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CFY2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6100000 | PA      | $6172437.50   | 0.11%             | 2029-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7600000 | PA      | $7654921.86   | 0.14%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CGB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6200000 | PA      | $6273382.83   | 0.11%             | 2029-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CGC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7700000 | PA      | $7759253.89   | 0.14%             | 2027-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CGH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8000000 | PA      | $8001562.48   | 0.14%             | 2028-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CGJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6400000 | PA      | $6384750.02   | 0.11%             | 2030-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CGM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17700000 | PA      | $17358445.40  | 0.31%             | 2033-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CGP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7500000 | PA      | $7582324.20   | 0.13%             | 2028-02-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19050000 | PA      | $19372957.13  | 0.34%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CGS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6200000 | PA      | $6213320.33   | 0.11%             | 2030-03-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CGT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8000000 | PA      | $8025937.52   | 0.14%             | 2028-03-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CGZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6400000 | PA      | $6380750.02   | 0.11%             | 2030-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CHA2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8000000 | PA      | $8002812.48   | 0.14%             | 2028-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CHC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18200000 | PA      | $17671062.50  | 0.31%             | 2033-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CHE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7500000 | PA      | $7525488.30   | 0.13%             | 2028-05-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CHF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6100000 | PA      | $6142652.36   | 0.11%             | 2030-05-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CHJ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6300000 | PA      | $6344050.80   | 0.11%             | 2030-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CHK0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7650000 | PA      | $7747716.82   | 0.14%             | 2028-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CHQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7500000 | PA      | $7620996.08   | 0.14%             | 2028-07-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CHR5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6451000 | PA      | $6563640.52   | 0.12%             | 2030-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19300000 | PA      | $19342218.75  | 0.34%             | 2033-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CHW4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6500000 | PA      | $6648535.14   | 0.12%             | 2030-08-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CHX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8800000 | PA      | $9001781.27   | 0.16%             | 2028-08-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CHZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6900000 | PA      | $7210230.49   | 0.13%             | 2030-09-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CJA0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9100000 | PA      | $9377621.07   | 0.17%             | 2028-09-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CJF9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9500000 | PA      | $9859589.82   | 0.18%             | 2028-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CJG7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6650000 | PA      | $7027179.69   | 0.12%             | 2030-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20200000 | PA      | $21086906.25  | 0.37%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CJM4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6650000 | PA      | $6879892.56   | 0.12%             | 2030-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CJN2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $10248046.90  | 0.18%             | 2028-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CJP7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9800000 | PA      | $9875605.43   | 0.18%             | 2026-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CJQ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7050000 | PA      | $7092685.56   | 0.13%             | 2030-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CJR3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10200000 | PA      | $10275703.18  | 0.18%             | 2028-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CJT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9501000 | PA      | $9542937.98   | 0.17%             | 2027-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CJW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11000000 | PA      | $11160273.41  | 0.20%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CJX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6750000 | PA      | $6867333.97   | 0.12%             | 2031-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21750000 | PA      | $21930117.19  | 0.39%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CKA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $10063085.90  | 0.18%             | 2027-02-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CKC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7250000 | PA      | $7463535.19   | 0.13%             | 2031-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CKD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11350000 | PA      | $11604931.67  | 0.21%             | 2029-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CKE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $10083789.10  | 0.18%             | 2027-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CKF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7500000 | PA      | $7674902.33   | 0.14%             | 2031-03-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CKG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12300000 | PA      | $12533507.87  | 0.22%             | 2029-03-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CKJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10500000 | PA      | $10630429.74  | 0.19%             | 2027-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CKN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7500000 | PA      | $7859472.68   | 0.14%             | 2031-04-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CKP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12500000 | PA      | $12940918.00  | 0.23%             | 2029-04-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21850000 | PA      | $22595972.77  | 0.40%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CKR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $10133984.40  | 0.18%             | 2027-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CKT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12800000 | PA      | $13208499.97  | 0.23%             | 2029-05-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CKU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7500000 | PA      | $7859765.63   | 0.14%             | 2031-05-31      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CKV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10500000 | PA      | $10668574.25  | 0.19%             | 2027-06-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CKW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7800000 | PA      | $8030648.42   | 0.14%             | 2031-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CKX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13600000 | PA      | $13928843.78  | 0.25%             | 2029-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CKZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10300000 | PA      | $10435790.98  | 0.19%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CLC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12500000 | PA      | $12697753.88  | 0.23%             | 2029-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CLD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7800000 | PA      | $7979460.92   | 0.14%             | 2031-07-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21900000 | PA      | $21814453.13  | 0.39%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CLG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10350000 | PA      | $10388408.23  | 0.18%             | 2027-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CLJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8000000 | PA      | $8029062.48   | 0.14%             | 2031-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CLK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12600000 | PA      | $12634945.34  | 0.22%             | 2029-08-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CLL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10700000 | PA      | $10673667.94  | 0.19%             | 2027-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CLM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7700000 | PA      | $7675035.14   | 0.14%             | 2031-09-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CLN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13500000 | PA      | $13477851.63  | 0.24%             | 2029-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CLQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10400000 | PA      | $10467843.78  | 0.19%             | 2027-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CLR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12600000 | PA      | $12862828.19  | 0.23%             | 2029-10-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CLU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7750000 | PA      | $7925888.65   | 0.14%             | 2031-10-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21600000 | PA      | $22091062.61  | 0.39%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CLX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10400000 | PA      | $10520859.34  | 0.19%             | 2027-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CLY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $6035859.36   | 0.11%             | 2026-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CLZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7700000 | PA      | $7874753.89   | 0.14%             | 2031-11-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CMA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12700000 | PA      | $12967394.56  | 0.23%             | 2029-11-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CMB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10600000 | PA      | $10705171.93  | 0.19%             | 2027-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CMC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8000000 | PA      | $8341562.48   | 0.15%             | 2031-12-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CMD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12405000 | PA      | $12786841.41  | 0.23%             | 2029-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CME8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21000000 | PA      | $21139042.89  | 0.38%             | 2026-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CMF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9900000 | PA      | $10050820.36  | 0.18%             | 2028-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CMG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12900000 | PA      | $13240136.75  | 0.24%             | 2030-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CMH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14000000 | PA      | $14082851.58  | 0.25%             | 2027-01-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CMK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7250000 | PA      | $7509697.25   | 0.13%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21850000 | PA      | $22954449.33  | 0.41%             | 2035-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CMN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $10159375.00  | 0.18%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CMP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12900000 | PA      | $12983900.44  | 0.23%             | 2027-02-28      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CMR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7700000 | PA      | $7869941.39   | 0.14%             | 2032-02-29      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CMS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10500000 | PA      | $10591054.74  | 0.19%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CMT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7750000 | PA      | $7920136.76   | 0.14%             | 2032-03-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12800000 | PA      | $13018499.97  | 0.23%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CMV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12000000 | PA      | $12045468.72  | 0.21%             | 2027-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CMW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10200000 | PA      | $10260164.09  | 0.18%             | 2028-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12500000 | PA      | $12532226.63  | 0.22%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12800000 | PA      | $12956499.97  | 0.23%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CNA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8000000 | PA      | $8119375.04   | 0.14%             | 2032-04-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21900000 | PA      | $22356820.42  | 0.40%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10500000 | PA      | $10566035.13  | 0.19%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CNE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12600000 | PA      | $12659308.58  | 0.23%             | 2027-05-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8000000 | PA      | $8172812.48   | 0.15%             | 2032-05-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12750000 | PA      | $12973125.00  | 0.23%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CNH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $10096093.80  | 0.18%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CNJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8000000 | PA      | $8114375.04   | 0.14%             | 2032-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12801000 | PA      | $12957012.19  | 0.23%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CNL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12500000 | PA      | $12540039.13  | 0.22%             | 2027-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CNM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $10096093.80  | 0.18%             | 2028-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CNN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12700000 | PA      | $12854285.19  | 0.23%             | 2030-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CNP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12500000 | PA      | $12567627.00  | 0.22%             | 2027-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CNR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7800000 | PA      | $7907859.41   | 0.14%             | 2032-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22550000 | PA      | $22995714.96  | 0.41%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CNU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10500000 | PA      | $10537734.38  | 0.19%             | 2028-08-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CNV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12500000 | PA      | $12521972.63  | 0.22%             | 2027-08-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CNW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8000000 | PA      | $8049375.04   | 0.14%             | 2032-08-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12800000 | PA      | $12816499.97  | 0.23%             | 2030-08-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CNY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12000000 | PA      | $11963906.28  | 0.21%             | 2028-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CNZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7900000 | PA      | $7946289.10   | 0.14%             | 2032-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17200000 | PA      | $17221500.00  | 0.31%             | 2030-09-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CPB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17100000 | PA      | $17095992.27  | 0.30%             | 2027-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CPC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18000000 | PA      | $18003515.58  | 0.32%             | 2028-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CPD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19000000 | PA      | $19020781.25  | 0.34%             | 2030-10-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CPE5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17500000 | PA      | $17497265.63  | 0.31%             | 2027-10-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                                   | CUSIP: 91282CPF2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8850000 | PA      | $8831332.08   | 0.16%             | 2032-10-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                              | CUSIP: 913017BA6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    100000 | PA      | $111815.00    | 0.00%             | 2029-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                              | CUSIP: 913017BJ7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     75000 | PA      | $79476.75     | 0.00%             | 2035-05-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                              | CUSIP: 913017BK4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    100000 | PA      | $109990.00    | 0.00%             | 2036-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                              | CUSIP: 913017BP3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    100000 | PA      | $110996.00    | 0.00%             | 2038-07-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                              | CUSIP: 913017BS7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106421.00    | 0.00%             | 2040-04-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                              | CUSIP: 913017BT5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    675000 | PA      | $616740.75    | 0.01%             | 2042-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                              | CUSIP: 913017CA5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    175000 | PA      | $148475.25    | 0.00%             | 2045-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                              | CUSIP: 913017CJ6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    175000 | PA      | $137987.50    | 0.00%             | 2046-11-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                              | CUSIP: 913017CP2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82387.00     | 0.00%             | 2047-05-04      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                              | CUSIP: 913017CR8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197664.00    | 0.00%             | 2027-05-04      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                              | CUSIP: 913017CW7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    175000 | PA      | $166605.25    | 0.00%             | 2038-11-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                              | CUSIP: 913017CX5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    300000 | PA      | $266781.00    | 0.00%             | 2048-11-16      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                              | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    550000 | PA      | $551925.00    | 0.01%             | 2028-11-16      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| UNITED UTILITIES PLC                                                             | United Utilities PLC                                                                  | CUSIP: 91311QAC9<br>LEI: 213800KYT12UFB2VE455 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $106938.00    | 0.00%             | 2028-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PAR3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    143000 | PA      | $153952.37    | 0.00%             | 2036-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PAX0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $113153.00    | 0.00%             | 2037-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PBE1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $171708.00    | 0.00%             | 2037-11-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PBK7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $233680.00    | 0.00%             | 2038-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PBN1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     75000 | PA      | $79346.25     | 0.00%             | 2040-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PBQ4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107195.00    | 0.00%             | 2041-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PBU5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92818.00     | 0.00%             | 2041-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PBW1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89738.00     | 0.00%             | 2042-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PCA8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84330.00     | 0.00%             | 2042-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PCD2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87247.00     | 0.00%             | 2043-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PCQ3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199462.00    | 0.00%             | 2035-07-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PCR1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    350000 | PA      | $320467.00    | 0.01%             | 2045-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PCW0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149286.00    | 0.00%             | 2027-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PCX8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $125365.50    | 0.00%             | 2047-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PCY6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148968.00    | 0.00%             | 2027-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PCZ3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84063.00     | 0.00%             | 2047-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PDE9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147705.00    | 0.00%             | 2027-10-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PDF6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $155512.00    | 0.00%             | 2047-10-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PDK5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149854.50    | 0.00%             | 2028-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PDL3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $208742.50    | 0.00%             | 2048-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PDP4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149787.00    | 0.00%             | 2028-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PDQ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    175000 | PA      | $150139.50    | 0.00%             | 2048-12-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PDS8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192272.00    | 0.00%             | 2029-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $211472.50    | 0.00%             | 2039-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PDU3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    225000 | PA      | $170329.50    | 0.00%             | 2049-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PDV1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $110875.50    | 0.00%             | 2059-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PDX7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183092.00    | 0.00%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $113862.00    | 0.00%             | 2040-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PDZ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $162702.50    | 0.00%             | 2050-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PEA6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    225000 | PA      | $140379.75    | 0.00%             | 2060-05-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PED0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    300000 | PA      | $271449.00    | 0.00%             | 2031-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PEE8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    300000 | PA      | $230865.00    | 0.00%             | 2041-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PEF5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    350000 | PA      | $241633.00    | 0.00%             | 2051-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PEG3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99801.00     | 0.00%             | 2027-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PEH1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150117.00    | 0.00%             | 2029-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PEJ7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248255.00    | 0.00%             | 2032-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PEK4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    375000 | PA      | $331323.75    | 0.01%             | 2052-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PEL2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    175000 | PA      | $154320.25    | 0.00%             | 2062-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PEP3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205614.00    | 0.00%             | 2028-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PEQ1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156885.00    | 0.00%             | 2030-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PER9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    350000 | PA      | $367059.00    | 0.01%             | 2033-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    350000 | PA      | $360983.00    | 0.01%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PET5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    275000 | PA      | $288147.75    | 0.01%             | 2063-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PEU2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201538.00    | 0.00%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PEV0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249555.00    | 0.00%             | 2033-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PEW8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    375000 | PA      | $346046.25    | 0.01%             | 2053-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PEX6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    325000 | PA      | $298239.50    | 0.01%             | 2063-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PEY4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100846.00    | 0.00%             | 2027-04-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PEZ1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102333.00    | 0.00%             | 2029-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PFA5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206018.00    | 0.00%             | 2031-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PFB3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204820.00    | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PFC1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    300000 | PA      | $289992.00    | 0.01%             | 2054-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PFD9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192672.00    | 0.00%             | 2064-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PFG2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256852.50    | 0.00%             | 2030-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PFH0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257610.00    | 0.00%             | 2032-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    375000 | PA      | $387888.75    | 0.01%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PFK3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252130.00    | 0.00%             | 2044-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500930.00    | 0.01%             | 2054-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PFM9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    325000 | PA      | $325949.00    | 0.01%             | 2064-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PFN7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91135.80     | 0.00%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PFP2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    140000 | PA      | $142620.80    | 0.00%             | 2031-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PFQ0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    180000 | PA      | $187761.60    | 0.00%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                                | CUSIP: 91324PFR8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    140000 | PA      | $146886.60    | 0.00%             | 2055-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| University of Pittsburgh-of the Commonwealth System of Higher Education          | University of Pittsburgh-of the Commonwealth System of Higher Education               | CUSIP: 91335VKQ8<br>LEI: 5493002C83QSGL8ETT42 | Long             | DBT              | MUN               | US        |    100000 | PA      | $63951.10     | 0.00%             | 2119-09-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue            | Regents of the University of California Medical Center Pooled Revenue                 | CUSIP: 913366DF4<br>LEI: RRR42I7GG51DB5HDQR14 | Long             | DBT              | MUN               | US        |     75000 | PA      | $81791.55     | 0.00%             | 2049-05-15      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue            | Regents of the University of California Medical Center Pooled Revenue                 | CUSIP: 913366EP1<br>LEI: RRR42I7GG51DB5HDQR14 | Long             | DBT              | MUN               | US        |    100000 | PA      | $108955.20    | 0.00%             | 2048-05-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue            | Regents of the University of California Medical Center Pooled Revenue                 | CUSIP: 913366KC3<br>LEI: RRR42I7GG51DB5HDQR14 | Long             | DBT              | MUN               | US        |    100000 | PA      | $65665.60     | 0.00%             | 2060-05-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue            | Regents of the University of California Medical Center Pooled Revenue                 | CUSIP: 913366KD1<br>LEI: RRR42I7GG51DB5HDQR14 | Long             | DBT              | MUN               | US        |     75000 | PA      | $48749.63     | 0.00%             | 2120-05-15      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue            | Regents of the University of California Medical Center Pooled Revenue                 | CUSIP: 913366KW9<br>LEI: RRR42I7GG51DB5HDQR14 | Long             | DBT              | MUN               | US        |    100000 | PA      | $87695.30     | 0.00%             | 2053-05-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                                                            | Universal Health Services Inc                                                         | CUSIP: 913903AW0<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    225000 | PA      | $205593.75    | 0.00%             | 2030-10-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                                                            | Universal Health Services Inc                                                         | CUSIP: 913903BB5<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100682.00    | 0.00%             | 2029-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                                                            | Universal Health Services Inc                                                         | CUSIP: 913903BC3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98691.00     | 0.00%             | 2034-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | University of California                                                              | CUSIP: 91412GC86<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $125936.25    | 0.00%             | 2115-05-15      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | University of California                                                              | CUSIP: 91412GHA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    193000 | PA      | $164200.15    | 0.00%             | 2112-05-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | University of California                                                              | CUSIP: 91412HFG3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $98729.20     | 0.00%             | 2029-07-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | University of California                                                              | CUSIP: 91412HGF4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    335000 | PA      | $323908.49    | 0.01%             | 2027-05-15      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | University of California                                                              | CUSIP: 91412HGG2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $227573.00    | 0.00%             | 2030-05-15      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF CHICAGO                                                            | University of Chicago/The                                                             | CUSIP: 91412NBD1<br>LEI: 54930099Y7GU6182V326 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80213.00     | 0.00%             | 2045-04-01      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF CHICAGO                                                            | University of Chicago/The                                                             | CUSIP: 91412NBE9<br>LEI: 54930099Y7GU6182V326 | Long             | DBT              | CORP              | US        |    100000 | PA      | $66180.00     | 0.00%             | 2050-04-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF MIAMI                                                              | University of Miami                                                                   | CUSIP: 914453AA3<br>LEI: 5493008ZSVWUNRYQE312 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82211.00     | 0.00%             | 2052-04-01      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                           | University of Michigan                                                                | CUSIP: 914455UF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $191145.25    | 0.00%             | 2040-04-01      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                           | University of Michigan                                                                | CUSIP: 914455UJ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $201836.75    | 0.00%             | 2122-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                           | University of Michigan                                                                | CUSIP: 914455VJ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $172054.00    | 0.00%             | 2047-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| UNIV OF NOTRE DAME                                                               | University of Notre Dame du Lac                                                       | CUSIP: 914748AA6<br>LEI: XV74408A6JGDG5126L34 | Long             | DBT              | CORP              | US        |    100000 | PA      | $76920.00     | 0.00%             | 2048-02-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF PENNSYLVAN                                                         | Trustees of the University of Pennsylvania/The                                        | CUSIP: 91481CAA8<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42465.50     | 0.00%             | 2112-09-01      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF PENNSYLVAN                                                         | Trustees of the University of Pennsylvania/The                                        | CUSIP: 91481CAC4<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |     75000 | PA      | $49656.00     | 0.00%             | 2119-02-15      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF PENNSYLVAN                                                         | Trustees of the University of Pennsylvania/The                                        | CUSIP: 91481CAD2<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |     50000 | PA      | $30300.00     | 0.00%             | 2050-10-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| UNIV SOUTHERN CALIFORNIA                                                         | University of Southern California                                                     | CUSIP: 914886AB2<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |    150000 | PA      | $126057.00    | 0.00%             | 2039-10-01      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| UNIV SOUTHERN CALIFORNIA                                                         | University of Southern California                                                     | CUSIP: 914886AC0<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |     75000 | PA      | $61582.50     | 0.00%             | 2047-10-01      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| UNIV SOUTHERN CALIFORNIA                                                         | University of Southern California                                                     | CUSIP: 914886AD8<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |    100000 | PA      | $60004.00     | 0.00%             | 2120-10-01      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| UNIV SOUTHERN CALIFORNIA                                                         | University of Southern California                                                     | CUSIP: 914886AF3<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |    100000 | PA      | $67381.00     | 0.00%             | 2051-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| UNIV SOUTHERN CALIFORNIA                                                         | University of Southern California                                                     | CUSIP: 914886AH9<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95064.00     | 0.00%             | 2053-10-01      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Board of Regents of the University of Texas System                               | Board of Regents of the University of Texas System                                    | CUSIP: 91514AGU3<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |    250000 | PA      | $192823.75    | 0.00%             | 2047-08-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| University of Virginia                                                           | University of Virginia                                                                | CUSIP: 915217WX7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $77167.40     | 0.00%             | 2117-09-01      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| University of Virginia                                                           | University of Virginia                                                                | CUSIP: 915217XF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $239194.80    | 0.00%             | 2050-09-01      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                                       | Unum Group                                                                            | CUSIP: 91529YAJ5<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100437.00    | 0.00%             | 2042-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                                       | Unum Group                                                                            | CUSIP: 91529YAN6<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99067.00     | 0.00%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                                       | Unum Group                                                                            | CUSIP: 91529YAP1<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |     75000 | PA      | $61432.50     | 0.00%             | 2049-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                                       | Unum Group                                                                            | CUSIP: 91529YAR7<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    100000 | PA      | $76553.00     | 0.00%             | 2051-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                                       | Unum Group                                                                            | CUSIP: 91529YAT3<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74799.75     | 0.00%             | 2054-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bonds                                           | Uruguay Government International Bonds                                                | CUSIP: 917288BK7<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    350000 | PA      | $355505.50    | 0.01%             | 2031-01-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                                            | Vale Overseas Ltd                                                                     | CUSIP: 91911TAE3<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |     75000 | PA      | $90309.00     | 0.00%             | 2034-01-17      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                                            | Vale Overseas Ltd                                                                     | CUSIP: 91911TAH6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    150000 | PA      | $170121.00    | 0.00%             | 2036-11-21      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                                            | Vale Overseas Ltd                                                                     | CUSIP: 91911TAK9<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $227588.00    | 0.00%             | 2039-11-10      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                                            | Vale Overseas Ltd                                                                     | CUSIP: 91911TAQ6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    300000 | PA      | $289542.00    | 0.01%             | 2030-07-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                                            | Vale Overseas Ltd                                                                     | CUSIP: 91911TAR4<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $214680.00    | 0.00%             | 2033-06-12      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                                            | Vale Overseas Ltd                                                                     | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    275000 | PA      | $283134.50    | 0.01%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| VALE SA                                                                          | Vale SA                                                                               | CUSIP: 91912EAA3<br>LEI: 254900SMTWBX7RU2SR20 | Long             | DBT              | CORP              | BR        |    100000 | PA      | $101437.00    | 0.00%             | 2042-09-11      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                               | Valero Energy Corp                                                                    | CUSIP: 91913YAE0<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    150000 | PA      | $173490.00    | 0.00%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                               | Valero Energy Corp                                                                    | CUSIP: 91913YAL4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    200000 | PA      | $223354.00    | 0.00%             | 2037-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                               | Valero Energy Corp                                                                    | CUSIP: 91913YAT7<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    130000 | PA      | $117926.90    | 0.00%             | 2045-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                               | Valero Energy Corp                                                                    | CUSIP: 91913YAV2<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150888.00    | 0.00%             | 2028-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                               | Valero Energy Corp                                                                    | CUSIP: 91913YAW0<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49735.00     | 0.00%             | 2029-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                               | Valero Energy Corp                                                                    | CUSIP: 91913YBB5<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144993.00    | 0.00%             | 2027-09-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                               | Valero Energy Corp                                                                    | CUSIP: 91913YBC3<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     75000 | PA      | $68802.75     | 0.00%             | 2031-12-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                               | Valero Energy Corp                                                                    | CUSIP: 91913YBD1<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    150000 | PA      | $105384.00    | 0.00%             | 2051-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                               | Valero Energy Corp                                                                    | CUSIP: 91913YBE9<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     75000 | PA      | $56227.50     | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                               | Valero Energy Corp                                                                    | CUSIP: 91913YBF6<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154806.00    | 0.00%             | 2030-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY PARTNERS                                                           | Valero Energy Partners LP                                                             | CUSIP: 91914JAB8<br>LEI: 549300WH1375KZXLJ231 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100774.00    | 0.00%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VALMONT INDUSTRIES INC                                                           | Valmont Industries Inc                                                                | CUSIP: 920253AE1<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71553.00     | 0.00%             | 2054-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VALMONT INDUSTRIES INC                                                           | Valmont Industries Inc                                                                | CUSIP: 920253AF8<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94539.00     | 0.00%             | 2044-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                                                 | Ventas Realty LP                                                                      | CUSIP: 92277GAB3<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    100000 | PA      | $100754.00    | 0.00%             | 2043-09-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                                                 | Ventas Realty LP                                                                      | CUSIP: 92277GAF4<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    100000 | PA      | $85149.00     | 0.00%             | 2045-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                                                 | Ventas Realty LP                                                                      | CUSIP: 92277GAL1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    150000 | PA      | $149536.50    | 0.00%             | 2027-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                                                 | Ventas Realty LP                                                                      | CUSIP: 92277GAM9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    100000 | PA      | $99788.00     | 0.00%             | 2028-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                                                 | Ventas Realty LP                                                                      | CUSIP: 92277GAN7<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    150000 | PA      | $150855.00    | 0.00%             | 2029-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                                                 | Ventas Realty LP                                                                      | CUSIP: 92277GAU1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    100000 | PA      | $95280.00     | 0.00%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                                                 | Ventas Realty LP                                                                      | CUSIP: 92277GAV9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    100000 | PA      | $101685.00    | 0.00%             | 2030-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                                                 | Ventas Realty LP                                                                      | CUSIP: 92277GAX5<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    100000 | PA      | $104896.00    | 0.00%             | 2034-07-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                                                 | Ventas Realty LP                                                                      | CUSIP: 92277GBA4<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    125000 | PA      | $125693.75    | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VERALTO CORP                                                                     | Veralto Corp                                                                          | CUSIP: 92338CAD5<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103293.00    | 0.00%             | 2028-09-18      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| VERALTO CORP                                                                     | Veralto Corp                                                                          | CUSIP: 92338CAF0<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |    175000 | PA      | $183909.25    | 0.00%             | 2033-09-18      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| VERISIGN INC                                                                     | VeriSign Inc                                                                          | CUSIP: 92343EAL6<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150055.50    | 0.00%             | 2027-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VERISIGN INC                                                                     | VeriSign Inc                                                                          | CUSIP: 92343EAM4<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90867.00     | 0.00%             | 2031-06-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| VERISIGN INC                                                                     | VeriSign Inc                                                                          | CUSIP: 92343EAQ5<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102857.00    | 0.00%             | 2032-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                            | CUSIP: 92343VBE3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     75000 | PA      | $69132.75     | 0.00%             | 2041-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                            | CUSIP: 92343VBG8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81183.00     | 0.00%             | 2042-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                            | CUSIP: 92343VBS2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    100000 | PA      | $111008.00    | 0.00%             | 2033-09-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                            | CUSIP: 92343VBT0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    175000 | PA      | $194831.00    | 0.00%             | 2043-09-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                            | CUSIP: 92343VCK8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    400000 | PA      | $361948.00    | 0.01%             | 2046-08-21      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                            | CUSIP: 92343VCM4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    175000 | PA      | $157818.50    | 0.00%             | 2054-08-21      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                            | CUSIP: 92343VCQ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    330000 | PA      | $320703.90    | 0.01%             | 2034-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                            | CUSIP: 92343VCV4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    205000 | PA      | $193708.60    | 0.00%             | 2036-01-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                            | CUSIP: 92343VCX0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    250000 | PA      | $213912.50    | 0.00%             | 2048-09-15      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                            | CUSIP: 92343VCZ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    120000 | PA      | $102267.60    | 0.00%             | 2055-03-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                            | CUSIP: 92343VDC5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    200000 | PA      | $163382.00    | 0.00%             | 2046-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                            | CUSIP: 92343VDR2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192482.00    | 0.00%             | 2039-03-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                            | CUSIP: 92343VDS0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91630.00     | 0.00%             | 2049-04-15      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                            | CUSIP: 92343VDU5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203522.00    | 0.00%             | 2037-03-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                            | CUSIP: 92343VDV3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98220.00     | 0.00%             | 2047-03-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                            | CUSIP: 92343VDY7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300711.00    | 0.01%             | 2027-03-16      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                            | CUSIP: 92343VEA8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    400000 | PA      | $396668.00    | 0.01%             | 2033-08-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                            | CUSIP: 92343VER1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    400000 | PA      | $403384.00    | 0.01%             | 2028-09-21      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                            | CUSIP: 92343VES9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199100.00    | 0.00%             | 2029-02-08      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                            | CUSIP: 92343VEU4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496655.00    | 0.01%             | 2029-12-03      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                            | CUSIP: 92343VFD1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    275000 | PA      | $214142.50    | 0.00%             | 2050-03-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                            | CUSIP: 92343VFE9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    250000 | PA      | $239967.50    | 0.00%             | 2030-03-22      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                            | CUSIP: 92343VFL3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    250000 | PA      | $220355.00    | 0.00%             | 2030-09-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                            | CUSIP: 92343VFR0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    400000 | PA      | $353100.00    | 0.01%             | 2031-01-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                            | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    575000 | PA      | $418145.75    | 0.01%             | 2040-11-20      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                            | CUSIP: 92343VFU3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    500000 | PA      | $316890.00    | 0.01%             | 2050-11-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                            | CUSIP: 92343VFV1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    350000 | PA      | $209380.50    | 0.00%             | 2060-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                            | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    650000 | PA      | $397163.00    | 0.01%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                            | CUSIP: 92343VFX7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    192000 | PA      | $170282.88    | 0.00%             | 2030-10-30      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                            | CUSIP: 92343VGB4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    625000 | PA      | $454606.25    | 0.01%             | 2051-03-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                            | CUSIP: 92343VGC2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    625000 | PA      | $435075.00    | 0.01%             | 2061-03-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                            | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    400000 | PA      | $383740.00    | 0.01%             | 2028-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                            | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    700000 | PA      | $640885.00    | 0.01%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                            | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    725000 | PA      | $573823.00    | 0.01%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                            | CUSIP: 92343VGL2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    250000 | PA      | $182635.00    | 0.00%             | 2041-09-03      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                            | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    913000 | PA      | $807064.61    | 0.01%             | 2032-03-15      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                            | CUSIP: 92343VGP3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    150000 | PA      | $113965.50    | 0.00%             | 2052-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                            | CUSIP: 92343VGT5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    175000 | PA      | $180530.00    | 0.00%             | 2033-05-09      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                            | CUSIP: 92343VGW8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195656.00    | 0.00%             | 2054-02-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                            | CUSIP: 92343VGY4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    430000 | PA      | $426968.50    | 0.01%             | 2035-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                            | CUSIP: 92343VGZ1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    400000 | PA      | $410256.00    | 0.01%             | 2035-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                            | CUSIP: 92343VHA5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    414000 | PA      | $423550.98    | 0.01%             | 2037-07-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                            | CUSIP: 92344GAM8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    100000 | PA      | $115227.00    | 0.00%             | 2030-12-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                            | CUSIP: 92344GAX4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     75000 | PA      | $80646.75     | 0.00%             | 2035-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                             | Verisk Analytics Inc                                                                  | CUSIP: 92345YAE6<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49647.00     | 0.00%             | 2045-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                             | Verisk Analytics Inc                                                                  | CUSIP: 92345YAF3<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150156.00    | 0.00%             | 2029-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                             | Verisk Analytics Inc                                                                  | CUSIP: 92345YAG1<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    100000 | PA      | $73457.00     | 0.00%             | 2050-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                             | Verisk Analytics Inc                                                                  | CUSIP: 92345YAH9<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106450.00    | 0.00%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                             | Verisk Analytics Inc                                                                  | CUSIP: 92345YAJ5<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103117.00    | 0.00%             | 2034-06-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                             | Verisk Analytics Inc                                                                  | CUSIP: 92345YAL0<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128007.50    | 0.00%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                             | Verisk Analytics Inc                                                                  | CUSIP: 92345YAM8<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151320.00    | 0.00%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                             | Verisk Analytics Inc                                                                  | CUSIP: 92345YAN6<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152224.50    | 0.00%             | 2036-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                      | CUSIP: 925524AH3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    125000 | PA      | $138573.75    | 0.00%             | 2030-07-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                      | CUSIP: 925524AV2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98621.00     | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                      | CUSIP: 925524AX8<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    150000 | PA      | $157468.50    | 0.00%             | 2036-04-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                      | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    250000 | PA      | $189130.00    | 0.00%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                      | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    250000 | PA      | $224995.00    | 0.00%             | 2043-09-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                      | CUSIP: 92553PAW2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81358.00     | 0.00%             | 2044-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                      | CUSIP: 92556HAB3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148180.50    | 0.00%             | 2031-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                      | CUSIP: 92556HAC1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    200000 | PA      | $155844.00    | 0.00%             | 2050-05-19      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                      | CUSIP: 92556HAD9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139783.50    | 0.00%             | 2032-05-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                                      | Viatris Inc                                                                           | CUSIP: 92556VAC0<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96589.00     | 0.00%             | 2027-06-22      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                                      | Viatris Inc                                                                           | CUSIP: 92556VAD8<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    300000 | PA      | $273483.00    | 0.00%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                                      | Viatris Inc                                                                           | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    250000 | PA      | $191520.00    | 0.00%             | 2040-06-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                                      | Viatris Inc                                                                           | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    400000 | PA      | $268304.00    | 0.00%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                               | VICI Properties LP                                                                    | CUSIP: 925650AB9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |    250000 | PA      | $252627.50    | 0.00%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                               | VICI Properties LP                                                                    | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |    200000 | PA      | $202550.00    | 0.00%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                               | VICI Properties LP                                                                    | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |    200000 | PA      | $201826.00    | 0.00%             | 2032-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                               | VICI Properties LP                                                                    | CUSIP: 925650AE3<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |    150000 | PA      | $141250.50    | 0.00%             | 2052-05-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                               | VICI Properties LP                                                                    | CUSIP: 925650AF0<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |    100000 | PA      | $103898.00    | 0.00%             | 2034-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                               | VICI Properties LP                                                                    | CUSIP: 925650AG8<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |    100000 | PA      | $100253.00    | 0.00%             | 2054-04-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                               | VICI Properties LP                                                                    | CUSIP: 925650AH6<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |    150000 | PA      | $152596.50    | 0.00%             | 2031-11-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                               | VICI Properties LP                                                                    | CUSIP: 925650AK9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |    150000 | PA      | $153582.00    | 0.00%             | 2035-04-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LL                                                         | Viper Energy Partners LLC                                                             | CUSIP: 92764MAA2<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91092.60     | 0.00%             | 2030-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LL                                                         | Viper Energy Partners LLC                                                             | CUSIP: 92764MAB0<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |    190000 | PA      | $194611.30    | 0.00%             | 2035-08-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                        | CUSIP: 927804FA7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    150000 | PA      | $162465.00    | 0.00%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                        | CUSIP: 927804FB5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    150000 | PA      | $162909.00    | 0.00%             | 2037-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                        | CUSIP: 927804FE9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $111573.00    | 0.00%             | 2037-11-30      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                        | CUSIP: 927804FG4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    150000 | PA      | $202773.00    | 0.00%             | 2038-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                        | CUSIP: 927804FL3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83833.00     | 0.00%             | 2043-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                        | CUSIP: 927804FP4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91093.00     | 0.00%             | 2043-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                        | CUSIP: 927804FR0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88296.00     | 0.00%             | 2044-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                        | CUSIP: 927804FT6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84656.00     | 0.00%             | 2045-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                        | CUSIP: 927804FW9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81343.00     | 0.00%             | 2046-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                        | CUSIP: 927804FX7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149253.00    | 0.00%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                        | CUSIP: 927804FY5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    150000 | PA      | $118035.00    | 0.00%             | 2047-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                        | CUSIP: 927804FZ2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149493.00    | 0.00%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                        | CUSIP: 927804GA6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    150000 | PA      | $131635.50    | 0.00%             | 2048-12-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                        | CUSIP: 927804GB4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96165.00     | 0.00%             | 2029-07-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                        | CUSIP: 927804GC2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    125000 | PA      | $88337.50     | 0.00%             | 2049-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                        | CUSIP: 927804GD0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    200000 | PA      | $117176.00    | 0.00%             | 2050-12-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                        | CUSIP: 927804GE8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     75000 | PA      | $66912.75     | 0.00%             | 2031-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                        | CUSIP: 927804GF5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $64447.00     | 0.00%             | 2051-11-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                        | CUSIP: 927804GG3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    150000 | PA      | $133824.00    | 0.00%             | 2032-03-30      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                        | CUSIP: 927804GH1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149629.50    | 0.00%             | 2027-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                        | CUSIP: 927804GJ7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86282.00     | 0.00%             | 2052-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                        | CUSIP: 927804GK4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102715.00    | 0.00%             | 2033-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                        | CUSIP: 927804GL2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97428.00     | 0.00%             | 2053-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                        | CUSIP: 927804GN8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100560.00    | 0.00%             | 2053-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                        | CUSIP: 927804GP3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102136.00    | 0.00%             | 2034-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                        | CUSIP: 927804GQ1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96041.00     | 0.00%             | 2054-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                        | CUSIP: 927804GR9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102144.00    | 0.00%             | 2034-08-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                        | CUSIP: 927804GS7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99258.00     | 0.00%             | 2054-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                        | CUSIP: 927804GT5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102491.00    | 0.00%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                        | CUSIP: 927804GU2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100249.00    | 0.00%             | 2055-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                        | CUSIP: 927804GV0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150427.50    | 0.00%             | 2035-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                        | CUSIP: 927804GW8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149349.00    | 0.00%             | 2055-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                         | Visa Inc                                                                              | CUSIP: 92826CAE2<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    180000 | PA      | $175593.60    | 0.00%             | 2035-12-14      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                         | Visa Inc                                                                              | CUSIP: 92826CAF9<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    670000 | PA      | $593928.20    | 0.01%             | 2045-12-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                         | Visa Inc                                                                              | CUSIP: 92826CAH5<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147738.00    | 0.00%             | 2027-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                         | Visa Inc                                                                              | CUSIP: 92826CAJ1<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79469.00     | 0.00%             | 2047-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                         | Visa Inc                                                                              | CUSIP: 92826CAK8<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    150000 | PA      | $116754.00    | 0.00%             | 2040-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                         | Visa Inc                                                                              | CUSIP: 92826CAL6<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    300000 | PA      | $293016.00    | 0.01%             | 2027-04-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                         | Visa Inc                                                                              | CUSIP: 92826CAM4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    300000 | PA      | $278190.00    | 0.00%             | 2030-04-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                         | Visa Inc                                                                              | CUSIP: 92826CAN2<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $174430.00    | 0.00%             | 2031-02-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                         | Visa Inc                                                                              | CUSIP: 92826CAP7<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143035.50    | 0.00%             | 2027-08-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                         | Visa Inc                                                                              | CUSIP: 92826CAQ5<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    300000 | PA      | $166530.00    | 0.00%             | 2050-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                                                       | VMware LLC                                                                            | CUSIP: 928563AC9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199772.00    | 0.00%             | 2027-08-21      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                                                       | VMware LLC                                                                            | CUSIP: 928563AF2<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152593.50    | 0.00%             | 2030-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                                                       | VMware LLC                                                                            | CUSIP: 928563AK1<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188812.00    | 0.00%             | 2028-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                                                       | VMware LLC                                                                            | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    250000 | PA      | $222850.00    | 0.00%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                               | Vodafone Group PLC                                                                    | CUSIP: 92857TAH0<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    150000 | PA      | $171798.00    | 0.00%             | 2030-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                               | Vodafone Group PLC                                                                    | CUSIP: 92857WAB6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $109168.00    | 0.00%             | 2032-11-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                               | Vodafone Group PLC                                                                    | CUSIP: 92857WAQ3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    150000 | PA      | $164520.00    | 0.00%             | 2037-02-27      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                               | Vodafone Group PLC                                                                    | CUSIP: 92857WBL3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $99190.00     | 0.00%             | 2038-05-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                               | Vodafone Group PLC                                                                    | CUSIP: 92857WBM1<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    275000 | PA      | $258942.75    | 0.00%             | 2048-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                               | Vodafone Group PLC                                                                    | CUSIP: 92857WBS8<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $221045.00    | 0.00%             | 2049-06-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                               | Vodafone Group PLC                                                                    | CUSIP: 92857WBU3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $79501.00     | 0.00%             | 2050-09-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                               | Vodafone Group PLC                                                                    | CUSIP: 92857WBY5<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    150000 | PA      | $145822.50    | 0.00%             | 2053-02-10      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                               | Vodafone Group PLC                                                                    | CUSIP: 92857WBZ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $96391.00     | 0.00%             | 2063-02-10      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                               | Vodafone Group PLC                                                                    | CUSIP: 92857WCA6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    450000 | PA      | $444091.50    | 0.01%             | 2054-06-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                               | Vodafone Group PLC                                                                    | CUSIP: 92857WCB4<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    225000 | PA      | $222585.75    | 0.00%             | 2064-06-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                                                                     | Vontier Corp                                                                          | CUSIP: 928881AF8<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91582.00     | 0.00%             | 2031-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL INC                                                               | Voya Financial Inc                                                                    | CUSIP: 929089AC4<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45091.00     | 0.00%             | 2046-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL INC                                                               | Voya Financial Inc                                                                    | CUSIP: 929089AF7<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94630.00     | 0.00%             | 2048-01-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL INC                                                               | Voya Financial Inc                                                                    | CUSIP: 929089AH3<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75123.00     | 0.00%             | 2034-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                                                              | Vulcan Materials Co                                                                   | CUSIP: 929160AT6<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149844.00    | 0.00%             | 2027-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                                                              | Vulcan Materials Co                                                                   | CUSIP: 929160AV1<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    150000 | PA      | $131716.50    | 0.00%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                                                              | Vulcan Materials Co                                                                   | CUSIP: 929160AY5<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89613.00     | 0.00%             | 2048-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                                                              | Vulcan Materials Co                                                                   | CUSIP: 929160AZ2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48583.00     | 0.00%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                                                              | Vulcan Materials Co                                                                   | CUSIP: 929160BC2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    125000 | PA      | $130318.75    | 0.00%             | 2034-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                                                              | Vulcan Materials Co                                                                   | CUSIP: 929160BD0<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102053.00    | 0.00%             | 2054-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                                     | WP Carey Inc                                                                          | CUSIP: 92936UAF6<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |     75000 | PA      | $74097.00     | 0.00%             | 2029-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                                     | WP Carey Inc                                                                          | CUSIP: 92936UAG4<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |    100000 | PA      | $90142.00     | 0.00%             | 2031-02-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                                     | WP Carey Inc                                                                          | CUSIP: 92936UAH2<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |    100000 | PA      | $84666.00     | 0.00%             | 2033-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                                     | WP Carey Inc                                                                          | CUSIP: 92936UAJ8<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |     75000 | PA      | $66299.25     | 0.00%             | 2032-02-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                                     | WP Carey Inc                                                                          | CUSIP: 92936UAM1<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |     75000 | PA      | $77760.00     | 0.00%             | 2034-06-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                                     | WP Carey Inc                                                                          | CUSIP: 92936UAN9<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |     70000 | PA      | $70745.50     | 0.00%             | 2030-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                             | WEC Energy Group Inc                                                                  | CUSIP: 92939UAD8<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190840.00    | 0.00%             | 2027-10-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                             | WEC Energy Group Inc                                                                  | CUSIP: 92939UAE6<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31200.75     | 0.00%             | 2030-10-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                             | WEC Energy Group Inc                                                                  | CUSIP: 92939UAJ5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102005.00    | 0.00%             | 2027-10-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                             | WEC Energy Group Inc                                                                  | CUSIP: 92939UAL0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152310.00    | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WRKCO INC                                                                        | WRKCo Inc                                                                             | CUSIP: 92940PAD6<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102137.00    | 0.00%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WRKCO INC                                                                        | WRKCo Inc                                                                             | CUSIP: 92940PAE4<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99439.00     | 0.00%             | 2028-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| WRKCO INC                                                                        | WRKCo Inc                                                                             | CUSIP: 92940PAG9<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    150000 | PA      | $134316.00    | 0.00%             | 2033-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK NA                                                              | Wells Fargo Bank NA                                                                   | CUSIP: 92976GAG6<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |    250000 | PA      | $266192.50    | 0.00%             | 2037-02-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK NA                                                              | Wells Fargo Bank NA                                                                   | CUSIP: 92976GAJ0<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |    250000 | PA      | $283535.00    | 0.01%             | 2038-01-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| WACHOVIA CORP                                                                    | Wachovia Corp.                                                                        | CUSIP: 929903AM4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    130000 | PA      | $135486.00    | 0.00%             | 2035-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                           | CUSIP: 931142BF9<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    100000 | PA      | $114695.00    | 0.00%             | 2030-02-15      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                           | CUSIP: 931142CB7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    250000 | PA      | $267282.50    | 0.00%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                           | CUSIP: 931142CH4<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77373.75     | 0.00%             | 2027-04-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                           | CUSIP: 931142CK7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    150000 | PA      | $175825.50    | 0.00%             | 2037-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                           | CUSIP: 931142CM3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    175000 | PA      | $200047.75    | 0.00%             | 2038-04-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                           | CUSIP: 931142CS0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    100000 | PA      | $108421.00    | 0.00%             | 2040-04-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                           | CUSIP: 931142CY7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51541.00     | 0.00%             | 2040-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                           | CUSIP: 931142DB6<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107699.00    | 0.00%             | 2041-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                           | CUSIP: 931142DG5<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     75000 | PA      | $66077.25     | 0.00%             | 2043-04-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                           | CUSIP: 931142DQ3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90962.00     | 0.00%             | 2044-04-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                           | CUSIP: 931142DW0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39714.00     | 0.00%             | 2047-12-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                           | CUSIP: 931142EB5<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94459.00     | 0.00%             | 2038-06-28      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                           | CUSIP: 931142EC3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    300000 | PA      | $255225.00    | 0.00%             | 2048-06-29      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                           | CUSIP: 931142EE9<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300852.00    | 0.01%             | 2028-06-26      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                           | CUSIP: 931142EN9<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147699.00    | 0.00%             | 2029-07-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                           | CUSIP: 931142EP4<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    150000 | PA      | $104898.00    | 0.00%             | 2049-09-24      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                           | CUSIP: 931142EQ2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95197.00     | 0.00%             | 2029-09-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                           | CUSIP: 931142ES8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188928.00    | 0.00%             | 2028-09-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                           | CUSIP: 931142ET6<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    350000 | PA      | $312858.00    | 0.01%             | 2031-09-22      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                           | CUSIP: 931142EU3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    200000 | PA      | $146410.00    | 0.00%             | 2041-09-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                           | CUSIP: 931142EV1<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    250000 | PA      | $160922.50    | 0.00%             | 2051-09-22      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                           | CUSIP: 931142EX7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201132.00    | 0.00%             | 2027-09-09      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                           | CUSIP: 931142EY5<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202666.00    | 0.00%             | 2032-09-09      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                           | CUSIP: 931142EZ2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    200000 | PA      | $180084.00    | 0.00%             | 2052-09-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                           | CUSIP: 931142FB4<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125842.50    | 0.00%             | 2028-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                           | CUSIP: 931142FC2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101194.00    | 0.00%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                           | CUSIP: 931142FD0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250997.50    | 0.00%             | 2033-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                           | CUSIP: 931142FE8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    250000 | PA      | $225660.00    | 0.00%             | 2053-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                           | CUSIP: 931142FL2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125892.50    | 0.00%             | 2027-04-28      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                           | CUSIP: 931142FN8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    175000 | PA      | $178458.00    | 0.00%             | 2030-04-28      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                           | CUSIP: 931142FP3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    275000 | PA      | $285593.00    | 0.01%             | 2035-04-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WASHINGTON GAS LIGHT CO                                                          | Washington Gas Light Co                                                               | CUSIP: 93884PDW7<br>LEI: DL22T1SB4DUBS063O841 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78356.00     | 0.00%             | 2046-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| WASHINGTON UNIVERSITY                                                            | Washington University/The                                                             | CUSIP: 940663AC1<br>LEI: 2V765680J33YAZOYW441 | Long             | DBT              | CORP              | US        |    125000 | PA      | $93036.25     | 0.00%             | 2054-04-15      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| WASHINGTON UNIVERSITY                                                            | Washington University/The                                                             | CUSIP: 940663AD9<br>LEI: 2V765680J33YAZOYW441 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77966.00     | 0.00%             | 2122-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                                            | Waste Connections Inc                                                                 | CUSIP: 941053AH3<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $100867.00    | 0.00%             | 2028-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                                            | Waste Connections Inc                                                                 | CUSIP: 941053AJ9<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $98656.00     | 0.00%             | 2029-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                                            | Waste Connections Inc                                                                 | CUSIP: 94106BAA9<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $141786.00    | 0.00%             | 2030-02-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                                            | Waste Connections Inc                                                                 | CUSIP: 94106BAB7<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $68303.00     | 0.00%             | 2050-04-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                                            | Waste Connections Inc                                                                 | CUSIP: 94106BAD3<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $132024.00    | 0.00%             | 2052-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                                            | Waste Connections Inc                                                                 | CUSIP: 94106BAE1<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $93441.00     | 0.00%             | 2032-06-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                                            | Waste Connections Inc                                                                 | CUSIP: 94106BAF8<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    125000 | PA      | $123440.00    | 0.00%             | 2033-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                                            | Waste Connections Inc                                                                 | CUSIP: 94106BAG6<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $153927.00    | 0.00%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                                  | CUSIP: 94106LBC2<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    112000 | PA      | $95911.20     | 0.00%             | 2045-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                                  | CUSIP: 94106LBE8<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197486.00    | 0.00%             | 2027-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                                  | CUSIP: 94106LBK4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84062.00     | 0.00%             | 2049-07-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                                  | CUSIP: 94106LBM0<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $61224.00     | 0.00%             | 2050-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                                  | CUSIP: 94106LBN8<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94182.00     | 0.00%             | 2028-03-15      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                                  | CUSIP: 94106LBP3<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $131290.50    | 0.00%             | 2031-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                                  | CUSIP: 94106LBR9<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     75000 | PA      | $57661.50     | 0.00%             | 2041-06-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                                  | CUSIP: 94106LBS7<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199296.00    | 0.00%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                                  | CUSIP: 94106LBT5<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153235.50    | 0.00%             | 2030-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                                  | CUSIP: 94106LBU2<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101904.00    | 0.00%             | 2033-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                                  | CUSIP: 94106LBV0<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154215.00    | 0.00%             | 2029-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                                  | CUSIP: 94106LBW8<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257970.00    | 0.00%             | 2034-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                                  | CUSIP: 94106LBX6<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152551.50    | 0.00%             | 2027-07-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                                  | CUSIP: 94106LBY4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    125000 | PA      | $129937.50    | 0.00%             | 2031-07-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                                  | CUSIP: 94106LCA5<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99833.00     | 0.00%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                                  | CUSIP: 94106LCB3<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152125.50    | 0.00%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                                  | CUSIP: 94106LCC1<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127937.50    | 0.00%             | 2030-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                                  | CUSIP: 94106LCD9<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128577.50    | 0.00%             | 2032-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                                  | CUSIP: 94106LCE7<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256340.00    | 0.00%             | 2035-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                                  | CUSIP: 94106LCF4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198736.00    | 0.00%             | 2054-10-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| WEBSTER FINANCIAL CORP                                                           | Webster Financial Corp                                                                | CUSIP: 947890AJ8<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49442.50     | 0.00%             | 2029-03-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| WEBSTER FINANCIAL CORP                                                           | Webster Financial Corp                                                                | CUSIP: 947890AK5<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60127.20     | 0.00%             | 2035-09-11      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| WEIBO CORP                                                                       | Weibo Corp                                                                            | CUSIP: 948596AE1<br>LEI: 549300Q9ID4640FE0422 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $190580.00    | 0.00%             | 2030-07-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                                   | CUSIP: 94973VAH0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53740.00     | 0.00%             | 2034-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                                   | CUSIP: 94973VAL1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     75000 | PA      | $80001.00     | 0.00%             | 2036-01-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                                   | CUSIP: 94973VAN7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    100000 | PA      | $109998.00    | 0.00%             | 2037-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                                   | CUSIP: 94973VAY3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    200000 | PA      | $181320.00    | 0.00%             | 2042-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                                   | CUSIP: 94973VBB2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    150000 | PA      | $135867.00    | 0.00%             | 2043-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                                   | CUSIP: 94973VBF3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71495.25     | 0.00%             | 2044-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                                   | CUSIP: 94973VBK2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    150000 | PA      | $133614.00    | 0.00%             | 2044-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                      | CUSIP: 949746JM4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106558.00    | 0.00%             | 2035-02-07      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                      | CUSIP: 949746NL1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78618.75     | 0.00%             | 2036-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                      | CUSIP: 949746RF0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    450000 | PA      | $454072.50    | 0.01%             | 2044-01-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                      | CUSIP: 949746TB7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $112194.00    | 0.00%             | 2029-11-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                      | CUSIP: 94974BFP0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    300000 | PA      | $296046.00    | 0.01%             | 2043-11-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                      | CUSIP: 94974BGE4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    300000 | PA      | $267228.00    | 0.00%             | 2044-11-04      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                      | CUSIP: 94974BGK0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    330000 | PA      | $272725.20    | 0.00%             | 2045-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                      | CUSIP: 94974BGL8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    480000 | PA      | $482145.60    | 0.01%             | 2027-07-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                      | CUSIP: 94974BGQ7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    350000 | PA      | $319553.50    | 0.01%             | 2045-11-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                      | CUSIP: 94974BGT1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    400000 | PA      | $340416.00    | 0.01%             | 2046-06-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                      | CUSIP: 94974BGU8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    300000 | PA      | $268362.00    | 0.00%             | 2046-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK NA                                                              | Wells Fargo Bank NA                                                                   | CUSIP: 94980VAG3<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |    250000 | PA      | $268845.00    | 0.00%             | 2036-08-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK NA                                                              | Wells Fargo Bank NA                                                                   | CUSIP: 94988J6F9<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |    350000 | PA      | $354574.50    | 0.01%             | 2026-12-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust 2016-C32                                        | CUSIP: 94989YAZ6<br>LEI: 549300VOKB4Z9J8DIM89 | Long             | ABS-MBS          | CORP              | US        |    438968 | PA      | $437692.04    | 0.01%             | 2059-01-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust 2016-NXS5                                       | CUSIP: 95000CBB8<br>LEI: 549300SGFUCMB43V8P22 | Long             | ABS-MBS          | CORP              | US        |   1069192 | PA      | $1067052.93   | 0.02%             | 2059-01-15      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                      | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496495.00    | 0.01%             | 2028-05-22      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                      | CUSIP: 95000U2D4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    475000 | PA      | $476543.75    | 0.01%             | 2029-01-24      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                      | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    600000 | PA      | $572490.00    | 0.01%             | 2030-10-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                      | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    550000 | PA      | $515300.50    | 0.01%             | 2031-02-11      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                      | CUSIP: 95000U2L6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    475000 | PA      | $480476.75    | 0.01%             | 2031-04-04      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                      | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $939700.00    | 0.02%             | 2051-04-04      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                      | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    700000 | PA      | $553189.00    | 0.01%             | 2041-04-30      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                      | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    650000 | PA      | $634322.00    | 0.01%             | 2028-06-02      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                      | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    700000 | PA      | $657895.00    | 0.01%             | 2033-03-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                      | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    725000 | PA      | $719859.75    | 0.01%             | 2028-03-24      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                      | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    600000 | PA      | $529272.00    | 0.01%             | 2053-04-25      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                      | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    400000 | PA      | $404572.00    | 0.01%             | 2028-07-25      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                      | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    750000 | PA      | $766942.50    | 0.01%             | 2033-07-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                      | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    700000 | PA      | $733873.00    | 0.01%             | 2034-04-24      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                      | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    750000 | PA      | $777585.00    | 0.01%             | 2029-07-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                      | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    800000 | PA      | $846272.00    | 0.02%             | 2034-07-25      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                      | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    550000 | PA      | $582697.50    | 0.01%             | 2029-10-23      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                      | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    600000 | PA      | $671028.00    | 0.01%             | 2034-10-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                      | CUSIP: 95000U3J0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    500000 | PA      | $516035.00    | 0.01%             | 2030-01-23      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                      | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    575000 | PA      | $605009.25    | 0.01%             | 2035-01-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                      | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    600000 | PA      | $613158.00    | 0.01%             | 2028-04-22      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                      | CUSIP: 95000U3N1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    500000 | PA      | $516475.00    | 0.01%             | 2035-12-03      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                      | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    600000 | PA      | $623610.00    | 0.01%             | 2031-01-24      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                      | CUSIP: 95000U3R2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    400000 | PA      | $403568.00    | 0.01%             | 2028-01-24      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                      | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    400000 | PA      | $407960.00    | 0.01%             | 2029-04-23      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                      | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    500000 | PA      | $530150.00    | 0.01%             | 2036-04-23      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                      | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    600000 | PA      | $621666.00    | 0.01%             | 2031-04-23      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                      | CUSIP: 95000U4A8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    270000 | PA      | $269954.10    | 0.00%             | 2029-09-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                      | CUSIP: 95000U4B6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    310000 | PA      | $312830.30    | 0.01%             | 2036-09-15      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust 2017-C40                                        | CUSIP: 95000YAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1020000 | PA      | $1008446.03   | 0.02%             | 2050-10-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust 2017-C41                                        | CUSIP: 95001ABD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $295531.51    | 0.01%             | 2050-11-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust 2017-C42                                        | CUSIP: 95001GAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1400000 | PA      | $1381641.73   | 0.02%             | 2050-12-15      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust 2018-C44                                        | CUSIP: 95001JAX5<br>LEI: 549300AGZIS1CJS4RM30 | Long             | ABS-MBS          | CORP              | US        |    950000 | PA      | $947288.76    | 0.02%             | 2051-05-15      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust 2019-C51                                        | CUSIP: 95001VAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1800000 | PA      | $1719187.78   | 0.03%             | 2052-06-15      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust 2019-C50                                        | CUSIP: 95001XBB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    675000 | PA      | $662203.54    | 0.01%             | 2052-05-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust 2019-C53                                        | CUSIP: 95002BAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $478340.31    | 0.01%             | 2052-10-15      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust 2018-C47                                        | CUSIP: 95002DBD0<br>LEI: 549300VHRKFNCWVN9Y77 | Long             | ABS-MBS          | CORP              | US        |    475320 | PA      | $473979.89    | 0.01%             | 2061-09-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust 2020-C55                                        | CUSIP: 95002EBB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1950000 | PA      | $1836102.39   | 0.03%             | 2053-02-15      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust 2020-C58                                        | CUSIP: 95002UAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1645000 | PA      | $1480472.35   | 0.03%             | 2053-07-15      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust 2022-C62                                        | CUSIP: 95003MBS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $291815.91    | 0.01%             | 2055-04-15      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust 2025-C64                                        | CUSIP: 95004BAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $159885.91    | 0.00%             | 2058-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                 | Welltower OP LLC                                                                      | CUSIP: 95040QAD6<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    100000 | PA      | $100788.00    | 0.00%             | 2028-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                 | Welltower OP LLC                                                                      | CUSIP: 95040QAF1<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    100000 | PA      | $94723.00     | 0.00%             | 2048-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                 | Welltower OP LLC                                                                      | CUSIP: 95040QAH7<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    150000 | PA      | $150406.50    | 0.00%             | 2029-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                 | Welltower OP LLC                                                                      | CUSIP: 95040QAJ3<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    100000 | PA      | $96212.00     | 0.00%             | 2030-01-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                 | Welltower OP LLC                                                                      | CUSIP: 95040QAK0<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    100000 | PA      | $98626.00     | 0.00%             | 2027-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                 | Welltower OP LLC                                                                      | CUSIP: 95040QAL8<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    150000 | PA      | $140041.50    | 0.00%             | 2031-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                 | Welltower OP LLC                                                                      | CUSIP: 95040QAM6<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    125000 | PA      | $116136.25    | 0.00%             | 2031-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                 | Welltower OP LLC                                                                      | CUSIP: 95040QAN4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    100000 | PA      | $94254.00     | 0.00%             | 2029-01-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                 | Welltower OP LLC                                                                      | CUSIP: 95040QAP9<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    100000 | PA      | $91286.00     | 0.00%             | 2032-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                 | Welltower OP LLC                                                                      | CUSIP: 95040QAR5<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    150000 | PA      | $145518.00    | 0.00%             | 2032-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                 | Welltower OP LLC                                                                      | CUSIP: 95041AAF5<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    100000 | PA      | $101375.00    | 0.00%             | 2030-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                 | Welltower OP LLC                                                                      | CUSIP: 95041AAG3<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    200000 | PA      | $205672.00    | 0.00%             | 2035-07-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| WEST VA HEALTH SYS OBL                                                           | West Virginia United Health System Obligated Group                                    | CUSIP: 956708AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $64850.00     | 0.00%             | 2050-06-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                                            | Evergy Kansas Central Inc                                                             | CUSIP: 95709TAH3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85830.00     | 0.00%             | 2042-03-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                                            | Evergy Kansas Central Inc                                                             | CUSIP: 95709TAM2<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84964.00     | 0.00%             | 2045-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                                            | Evergy Kansas Central Inc                                                             | CUSIP: 95709TAP5<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197882.00    | 0.00%             | 2027-04-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                                            | Evergy Kansas Central Inc                                                             | CUSIP: 95709TAQ3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    100000 | PA      | $69780.00     | 0.00%             | 2049-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                                                             | Western Digital Corp                                                                  | CUSIP: 958102AQ8<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95182.00     | 0.00%             | 2029-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                                                             | Western Digital Corp                                                                  | CUSIP: 958102AR6<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91810.00     | 0.00%             | 2032-02-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                         | Western Midstream Operating LP                                                        | CUSIP: 958254AD6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91715.00     | 0.00%             | 2044-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                         | Western Midstream Operating LP                                                        | CUSIP: 958254AH7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200798.00    | 0.00%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                         | Western Midstream Operating LP                                                        | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     75000 | PA      | $65272.50     | 0.00%             | 2048-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                         | Western Midstream Operating LP                                                        | CUSIP: 958254AL8<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88800.00     | 0.00%             | 2048-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                         | Western Midstream Operating LP                                                        | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    175000 | PA      | $152243.00    | 0.00%             | 2050-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                         | Western Midstream Operating LP                                                        | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196588.00    | 0.00%             | 2030-02-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                         | Western Midstream Operating LP                                                        | CUSIP: 958667AE7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    150000 | PA      | $159268.50    | 0.00%             | 2033-04-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                         | Western Midstream Operating LP                                                        | CUSIP: 958667AF4<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105506.00    | 0.00%             | 2029-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                         | Western Midstream Operating LP                                                        | CUSIP: 958667AG2<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151509.00    | 0.00%             | 2034-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| WESTERN UNION CO/THE                                                             | Western Union Co/The                                                                  | CUSIP: 959802AH2<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105220.00    | 0.00%             | 2036-11-17      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| WESTERN UNION CO/THE                                                             | Western Union Co/The                                                                  | CUSIP: 959802BA6<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |     75000 | PA      | $67858.50     | 0.00%             | 2031-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                                                           | Westinghouse Air Brake Technologies Corp                                              | CUSIP: 960386AL4<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99399.00     | 0.00%             | 2026-11-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                                                           | Westinghouse Air Brake Technologies Corp                                              | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253107.50    | 0.00%             | 2028-09-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                                                           | Westinghouse Air Brake Technologies Corp                                              | CUSIP: 960386AR1<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |     75000 | PA      | $79632.00     | 0.00%             | 2034-03-11      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                                                           | Westinghouse Air Brake Technologies Corp                                              | CUSIP: 960386AS9<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102542.00    | 0.00%             | 2030-05-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                                                           | Westinghouse Air Brake Technologies Corp                                              | CUSIP: 960386AT7<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104833.00    | 0.00%             | 2035-05-29      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                    | Westlake Corp                                                                         | CUSIP: 960413AS1<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86332.00     | 0.00%             | 2046-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                    | Westlake Corp                                                                         | CUSIP: 960413AU6<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78287.00     | 0.00%             | 2047-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                    | Westlake Corp                                                                         | CUSIP: 960413AW2<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95381.00     | 0.00%             | 2030-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                    | Westlake Corp                                                                         | CUSIP: 960413AZ5<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    125000 | PA      | $77175.00     | 0.00%             | 2051-08-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                    | Westlake Corp                                                                         | CUSIP: 960413BA9<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    100000 | PA      | $60252.00     | 0.00%             | 2061-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                                  | CUSIP: 961214DF7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $249730.00    | 0.00%             | 2031-11-23      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                                  | CUSIP: 961214DK6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    150000 | PA      | $149233.50    | 0.00%             | 2027-03-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                                  | CUSIP: 961214DW0<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    150000 | PA      | $148762.50    | 0.00%             | 2028-01-25      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                                  | CUSIP: 961214EF6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $246407.50    | 0.00%             | 2034-07-24      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                                  | CUSIP: 961214EG4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $187738.00    | 0.00%             | 2039-07-24      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                                  | CUSIP: 961214EL3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    100000 | PA      | $95208.00     | 0.00%             | 2030-01-16      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                                  | CUSIP: 961214EP4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $226540.00    | 0.00%             | 2035-11-15      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                                  | CUSIP: 961214EQ2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $155108.00    | 0.00%             | 2040-11-16      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                                  | CUSIP: 961214ET6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $227267.50    | 0.00%             | 2031-06-03      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                                  | CUSIP: 961214EW9<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $189686.00    | 0.00%             | 2028-11-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                                  | CUSIP: 961214EX7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $181078.00    | 0.00%             | 2036-11-18      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                                  | CUSIP: 961214EY5<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $153428.00    | 0.00%             | 2041-11-18      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                                  | CUSIP: 961214FC2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $200982.00    | 0.00%             | 2027-08-26      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                                  | CUSIP: 961214FG3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    150000 | PA      | $155748.00    | 0.00%             | 2033-08-10      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                                  | CUSIP: 961214FK4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $206368.00    | 0.00%             | 2027-11-18      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                                  | CUSIP: 961214FN8<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $262060.00    | 0.00%             | 2028-11-17      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                                  | CUSIP: 961214FP3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    150000 | PA      | $168964.50    | 0.00%             | 2033-11-17      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                                  | CUSIP: 961214FT5<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    150000 | PA      | $155631.00    | 0.00%             | 2029-04-16      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                                  | CUSIP: 961214FW8<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $260010.00    | 0.00%             | 2035-11-20      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                                  | CUSIP: 961214GC1<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    150000 | PA      | $152239.50    | 0.00%             | 2030-07-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| WRKCO INC                                                                        | WRKCo Inc                                                                             | CUSIP: 96145DAH8<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149866.50    | 0.00%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WESTROCK MWV LLC                                                                 | WestRock MWV LLC                                                                      | CUSIP: 961548AV6<br>LEI: 4DL8C98Z5G5IXZLH3578 | Long             | DBT              | CORP              | US        |    100000 | PA      | $114467.00    | 0.00%             | 2030-01-15      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| WESTROCK MWV LLC                                                                 | WestRock MWV LLC                                                                      | CUSIP: 961548AY0<br>LEI: 4DL8C98Z5G5IXZLH3578 | Long             | DBT              | CORP              | US        |     50000 | PA      | $57805.50     | 0.00%             | 2031-02-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                                                                  | Weyerhaeuser Co                                                                       | CUSIP: 962166BR4<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              |  | US        |    100000 | PA      | $114238.00    | 0.00%             | 2032-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                                                                  | Weyerhaeuser Co                                                                       | CUSIP: 962166BX1<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              |  | US        |    150000 | PA      | $148828.50    | 0.00%             | 2029-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                                                                  | Weyerhaeuser Co                                                                       | CUSIP: 962166BY9<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              |  | US        |    150000 | PA      | $148378.50    | 0.00%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                                                                  | Weyerhaeuser Co                                                                       | CUSIP: 962166CA0<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              |  | US        |    100000 | PA      | $91804.00     | 0.00%             | 2033-03-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                                                                  | Weyerhaeuser Co                                                                       | CUSIP: 962166CB8<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              |  | US        |     75000 | PA      | $58677.75     | 0.00%             | 2052-03-09      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RICE UNIVERSITY                                                                  | William Marsh Rice University                                                         | CUSIP: 96926GAC7<br>LEI: 549300QPVG49ONTSJJ20 | Long             | DBT              | CORP              | US        |    200000 | PA      | $162148.00    | 0.00%             | 2045-05-15      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                                  | CUSIP: 969457BB5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     75000 | PA      | $85105.50     | 0.00%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                                  | CUSIP: 969457BM1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     50000 | PA      | $60987.50     | 0.00%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                                  | CUSIP: 969457BV1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101315.00    | 0.00%             | 2044-06-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                                  | CUSIP: 969457BX7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143956.50    | 0.00%             | 2030-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                                  | CUSIP: 969457BY5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    225000 | PA      | $205859.25    | 0.00%             | 2031-03-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                                  | CUSIP: 969457BZ2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150918.00    | 0.00%             | 2032-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                                  | CUSIP: 969457CA6<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140982.00    | 0.00%             | 2052-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                                  | CUSIP: 969457CJ7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105829.00    | 0.00%             | 2033-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                                  | CUSIP: 969457CK4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154611.00    | 0.00%             | 2028-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                                  | CUSIP: 969457CL2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76553.25     | 0.00%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                                  | CUSIP: 969457CN8<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151450.50    | 0.00%             | 2054-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                                  | CUSIP: 969457CP3<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209180.00    | 0.00%             | 2035-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                                  | CUSIP: 969457CQ1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77621.25     | 0.00%             | 2055-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                                  | CUSIP: 969457CR9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151783.50    | 0.00%             | 2030-06-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                                  | CUSIP: 969457CS7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153730.50    | 0.00%             | 2035-09-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                                  | CUSIP: 96949LAC9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186246.00    | 0.00%             | 2045-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                                  | CUSIP: 96949LAD7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    275000 | PA      | $273385.75    | 0.00%             | 2027-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                                  | CUSIP: 96949LAE5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    150000 | PA      | $133758.00    | 0.00%             | 2048-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                                  | CUSIP: 96950FAF1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    200000 | PA      | $218442.00    | 0.00%             | 2040-04-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                                  | CUSIP: 96950FAK0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     72000 | PA      | $73100.88     | 0.00%             | 2043-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                                  | CUSIP: 96950FAN4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97602.00     | 0.00%             | 2044-03-04      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                                  | CUSIP: 96950FAP9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91269.00     | 0.00%             | 2045-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                         | Willis North America Inc                                                              | CUSIP: 970648AG6<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151251.00    | 0.00%             | 2028-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                         | Willis North America Inc                                                              | CUSIP: 970648AH4<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     75000 | PA      | $68769.00     | 0.00%             | 2048-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                         | Willis North America Inc                                                              | CUSIP: 970648AJ0<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95302.00     | 0.00%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                         | Willis North America Inc                                                              | CUSIP: 970648AK7<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    150000 | PA      | $113910.00    | 0.00%             | 2049-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                         | Willis North America Inc                                                              | CUSIP: 970648AL5<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151098.00    | 0.00%             | 2027-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                         | Willis North America Inc                                                              | CUSIP: 970648AM3<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155893.50    | 0.00%             | 2033-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                         | Willis North America Inc                                                              | CUSIP: 970648AN1<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101564.00    | 0.00%             | 2054-03-05      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| WILLIS-KNIGHTON MED CTR                                                          | Willis-Knighton Medical Center                                                        | CUSIP: 97068LAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $96360.00     | 0.00%             | 2051-03-01      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| WINTRUST FINANCIAL CORP                                                          | Wintrust Financial Corp                                                               | CUSIP: 97650WAG3<br>LEI: Q774KI4AW80FHFW33O61 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49970.50     | 0.00%             | 2029-06-06      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER                                                         | Wisconsin Electric Power Co                                                           | CUSIP: 976656CK2<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85254.00     | 0.00%             | 2048-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER                                                         | Wisconsin Electric Power Co                                                           | CUSIP: 976656CM8<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94980.00     | 0.00%             | 2028-06-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER                                                         | Wisconsin Electric Power Co                                                           | CUSIP: 976656CN6<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102548.00    | 0.00%             | 2032-09-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER                                                         | Wisconsin Electric Power Co                                                           | CUSIP: 976656CQ9<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154657.50    | 0.00%             | 2029-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER                                                         | Wisconsin Electric Power Co                                                           | CUSIP: 976656CT3<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70858.50     | 0.00%             | 2054-10-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER                                                         | Wisconsin Electric Power Co                                                           | CUSIP: 976656CU0<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90128.70     | 0.00%             | 2030-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT                                                          | Wisconsin Power and Light Co                                                          | CUSIP: 976826BM8<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96611.00     | 0.00%             | 2029-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT                                                          | Wisconsin Power and Light Co                                                          | CUSIP: 976826BN6<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    100000 | PA      | $74290.00     | 0.00%             | 2050-04-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT                                                          | Wisconsin Power and Light Co                                                          | CUSIP: 976826BQ9<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96752.00     | 0.00%             | 2032-09-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT                                                          | Wisconsin Power and Light Co                                                          | CUSIP: 976826BR7<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101980.00    | 0.00%             | 2033-04-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT                                                          | Wisconsin Power and Light Co                                                          | CUSIP: 976826BS5<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104064.00    | 0.00%             | 2034-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WISCONSIN PUBLIC SERVICE                                                         | Wisconsin Public Service Corp                                                         | CUSIP: 976843BH4<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $121405.50    | 0.00%             | 2042-12-01      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| WISCONSIN PUBLIC SERVICE                                                         | Wisconsin Public Service Corp                                                         | CUSIP: 976843BM3<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $71388.00     | 0.00%             | 2049-09-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| State of Wisconsin                                                               | State of Wisconsin                                                                    | CUSIP: 977100GH3<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |    100000 | PA      | $99334.60     | 0.00%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                                                             | Woodside Finance Ltd                                                                  | CUSIP: 980236AR4<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    225000 | PA      | $224203.50    | 0.00%             | 2034-09-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                                                             | Woodside Finance Ltd                                                                  | CUSIP: 980236AS2<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    150000 | PA      | $144057.00    | 0.00%             | 2054-09-12      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                                                             | Woodside Finance Ltd                                                                  | CUSIP: 980236AT0<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $206282.00    | 0.00%             | 2030-05-19      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                                                             | Woodside Finance Ltd                                                                  | CUSIP: 980236AU7<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    100000 | PA      | $104320.00    | 0.00%             | 2032-05-19      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                                                             | Woodside Finance Ltd                                                                  | CUSIP: 980236AV5<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $209886.00    | 0.00%             | 2035-05-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                                                             | Woodside Finance Ltd                                                                  | CUSIP: 980236AX1<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    100000 | PA      | $101510.00    | 0.00%             | 2028-05-19      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                                                      | Workday Inc                                                                           | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198678.00    | 0.00%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                                                      | Workday Inc                                                                           | CUSIP: 98138HAH4<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148122.00    | 0.00%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                                                      | Workday Inc                                                                           | CUSIP: 98138HAJ0<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    225000 | PA      | $216153.00    | 0.00%             | 2032-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| WYETH LLC                                                                        | Wyeth LLC                                                                             | CUSIP: 983024AG5<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |    150000 | PA      | $170115.00    | 0.00%             | 2034-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WYETH LLC                                                                        | Wyeth LLC                                                                             | CUSIP: 983024AL4<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |    100000 | PA      | $109722.00    | 0.00%             | 2036-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WYETH LLC                                                                        | Wyeth LLC                                                                             | CUSIP: 983024AN0<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |    375000 | PA      | $409586.25    | 0.01%             | 2037-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                  | Xcel Energy Inc                                                                       | CUSIP: 98388MAD9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199862.00    | 0.00%             | 2032-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                  | Xcel Energy Inc                                                                       | CUSIP: 98389BAV2<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249977.50    | 0.00%             | 2028-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                  | Xcel Energy Inc                                                                       | CUSIP: 98389BAW0<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93891.00     | 0.00%             | 2029-12-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                  | Xcel Energy Inc                                                                       | CUSIP: 98389BAX8<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $72355.00     | 0.00%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                  | Xcel Energy Inc                                                                       | CUSIP: 98389BAY6<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96498.00     | 0.00%             | 2030-06-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                  | Xcel Energy Inc                                                                       | CUSIP: 98389BBA7<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156006.00    | 0.00%             | 2033-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                  | Xcel Energy Inc                                                                       | CUSIP: 98389BBB5<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155785.50    | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                  | Xcel Energy Inc                                                                       | CUSIP: 98389BBE9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156576.00    | 0.00%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| XILINX INC                                                                       | Xilinx Inc                                                                            | CUSIP: 983919AK7<br>LEI: 6EY4K7ZMF9UX1CU6KC79 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186210.00    | 0.00%             | 2030-06-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| XYLEM INC                                                                        | Xylem Inc/NY                                                                          | CUSIP: 98419MAK6<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43152.50     | 0.00%             | 2046-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| XYLEM INC                                                                        | Xylem Inc/NY                                                                          | CUSIP: 98419MAL4<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |    150000 | PA      | $136627.50    | 0.00%             | 2031-01-30      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| XYLEM INC                                                                        | Xylem Inc/NY                                                                          | CUSIP: 98419MAM2<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96061.00     | 0.00%             | 2028-01-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| XL GROUP LTD                                                                     | XL Group Ltd                                                                          | CUSIP: 98420EAB1<br>LEI: 213800AJ4DD69YLNL348 | Long             | DBT              | CORP              | BM        |     55000 | PA      | $52755.45     | 0.00%             | 2043-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| YALE-NEW HAVEN HLTH SRVC                                                         | Yale-New Haven Health Services Corp                                                   | CUSIP: 98459HAA0<br>LEI: 549300AVJD56IH6OKW11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $60172.00     | 0.00%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| YALE UNIVERSITY                                                                  | Yale University                                                                       | CUSIP: 98459LAB9<br>LEI: 9SFB6DIM0FRWV0EV8S84 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45190.00     | 0.00%             | 2030-04-15      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| YALE UNIVERSITY                                                                  | Yale University                                                                       | CUSIP: 98459LAC7<br>LEI: 9SFB6DIM0FRWV0EV8S84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $61616.00     | 0.00%             | 2050-04-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| YALE UNIVERSITY                                                                  | Yale University                                                                       | CUSIP: 98459LAD5<br>LEI: 9SFB6DIM0FRWV0EV8S84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103215.00    | 0.00%             | 2032-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| YAMANA GOLD INC                                                                  | Yamana Gold Inc                                                                       | CUSIP: 98462YAF7<br>LEI: 54930002VY22NXG01418 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $45027.00     | 0.00%             | 2031-08-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                                                           | Zimmer Biomet Holdings Inc                                                            | CUSIP: 98956PAB8<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |     75000 | PA      | $79061.25     | 0.00%             | 2039-11-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                                                           | Zimmer Biomet Holdings Inc                                                            | CUSIP: 98956PAH5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |     75000 | PA      | $66119.25     | 0.00%             | 2045-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                                                           | Zimmer Biomet Holdings Inc                                                            | CUSIP: 98956PAV4<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    150000 | PA      | $135676.50    | 0.00%             | 2031-11-24      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                                                           | Zimmer Biomet Holdings Inc                                                            | CUSIP: 98956PAX0<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103525.00    | 0.00%             | 2028-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                                                           | Zimmer Biomet Holdings Inc                                                            | CUSIP: 98956PAZ5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102740.00    | 0.00%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                                                           | Zimmer Biomet Holdings Inc                                                            | CUSIP: 98956PBA9<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100732.00    | 0.00%             | 2027-02-19      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                                                           | Zimmer Biomet Holdings Inc                                                            | CUSIP: 98956PBB7<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103173.00    | 0.00%             | 2030-02-19      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                                                           | Zimmer Biomet Holdings Inc                                                            | CUSIP: 98956PBC5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104576.00    | 0.00%             | 2035-02-19      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ZIONS BANCORP NA                                                                 | Zions Bancorp NA                                                                      | CUSIP: 98971DAB6<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |    250000 | PA      | $233335.00    | 0.00%             | 2029-10-29      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                       | Zoetis Inc                                                                            | CUSIP: 98978VAH6<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    195000 | PA      | $181506.00    | 0.00%             | 2043-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                       | Zoetis Inc                                                                            | CUSIP: 98978VAL7<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98519.00     | 0.00%             | 2027-09-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                       | Zoetis Inc                                                                            | CUSIP: 98978VAM5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81634.00     | 0.00%             | 2047-09-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                       | Zoetis Inc                                                                            | CUSIP: 98978VAN3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100053.00    | 0.00%             | 2028-08-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                       | Zoetis Inc                                                                            | CUSIP: 98978VAP8<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     75000 | PA      | $65535.00     | 0.00%             | 2048-08-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                       | Zoetis Inc                                                                            | CUSIP: 98978VAS2<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    150000 | PA      | $137584.50    | 0.00%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                       | Zoetis Inc                                                                            | CUSIP: 98978VAT0<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    100000 | PA      | $67625.00     | 0.00%             | 2050-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                       | Zoetis Inc                                                                            | CUSIP: 98978VAV5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    150000 | PA      | $160360.50    | 0.00%             | 2032-11-16      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                       | Zoetis Inc                                                                            | CUSIP: 98978VAW3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150972.00    | 0.00%             | 2028-08-17      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                       | Zoetis Inc                                                                            | CUSIP: 98978VAX1<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    175000 | PA      | $177989.00    | 0.00%             | 2035-08-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                       | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   1000000 | PA      | $1008750.00   | 0.02%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                            | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $169654.00    | 0.00%             | 2047-03-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-12-26

**Name of Applicant:** SCHWAB INVESTMENTS

**Signature:** Dana Smith

**Name of Signer:** Dana Smith

**Title:** CFO