# EDGAR Filing Document

**Accession Number:** 0001454889
**File Stem:** 0001410368-26-017064
**Filing Date:** 2026-2
**Character Count:** 205761
**Document Hash:** 74275586248575d82c2be0af958ddb77
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-017064.hdr.sgml**: 20260224

**ACCESSION NUMBER**: 0001410368-26-017064

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260224

**DATE AS OF CHANGE**: 20260224

**PERIOD START**: 20251231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22311
- **FILM NUMBER:** 26669048

**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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** SCHWAB STRATEGIC TRUST

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

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

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1099408237.68

**Total Liabilities:** $5875520.45

**Net Assets:** $1093532717.23

**Delayed Delivery Securities:** $5730000.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.72000000 | **1-Year:** 5159.02000000 | **5-Year:** 50880.65000000 | **10-Year:** 162413.55000000 | **30-Year:** 310710.07000000

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

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

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000256323 | 0.58%                | 0.70%                | -0.20%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1149031.86              | $1372485.80                                |
| Month 2  | $-601245.99              | $3940434.02                                |
| Month 3  | $-3901.73                | $-6084641.90                               |

### Schedule of Portfolio Investments

| Name                                                                    | Title                                                                   | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AT&T INC                                                                | AT&T Inc                                                                | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   3955000 | PA      | $3473263.99   | 0.32%             | 2032-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                | AT&T Inc                                                                | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   6260000 | PA      | $4174862.23   | 0.38%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                              | AbbVie Inc                                                              | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   4815000 | PA      | $4300654.96   | 0.39%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Albany Capital Resource Corp                                            | ALBANY NY CAPITAL RESOURCE CORP                                         | CUSIP: 012432EV8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    630000 | PA      | $635483.65    | 0.06%             | 2031-05-01      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Albany Capital Resource Corp                                            | ALBANY NY CAPITAL RESOURCE CORP                                         | CUSIP: 012432EX4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $757185.90    | 0.07%             | 2033-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                          | Amazon.com Inc                                                          | CUSIP: 023135BJ4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   5755000 | PA      | $4729760.56   | 0.43%             | 2047-08-22      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                     | American Express Co                                                     | CUSIP: 025816DP1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   4575000 | PA      | $4629352.83   | 0.42%             | 2028-02-16      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                  | American Honda Finance Corp                                             | CUSIP: 02665WGK1<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5030340.50   | 0.46%             | 2028-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| American Municipal Power Inc                                            | American Municipal Power, Inc.                                          | CUSIP: 02765UPG3<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |    300000 | PA      | $284695.17    | 0.03%             | 2030-02-15      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV FIN                                                | Anheuser-Busch InBev Finance Inc                                        | CUSIP: 035242AN6<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |   5105000 | PA      | $4713995.80   | 0.43%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| City of Asheville NC                                                    | ASHEVILLE NC LIMITED OBLIG                                              | CUSIP: 044037DF3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    550000 | PA      | $573572.45    | 0.05%             | 2033-04-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| City of Asheville NC                                                    | ASHEVILLE NC LIMITED OBLIG                                              | CUSIP: 044037DJ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    625000 | PA      | $655543.56    | 0.06%             | 2036-04-01      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| City of Atlanta GA Airport Customer Facility Charge                     | ATLANTA GA CUSTOMER FAC CHARGE REVENUE                                  | CUSIP: 047773AK2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $508359.35    | 0.05%             | 2035-07-01      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| City of Austin TX                                                       | AUSTIN TX                                                               | CUSIP: 0523975V4<br>LEI: IW10PQVTU7HKS3JMW253 | Long             | DBT              | MUN               | US        |   1070000 | PA      | $1053506.70   | 0.10%             | 2037-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| City of Austin TX                                                       | AUSTIN TX                                                               | CUSIP: 0523975W2<br>LEI: IW10PQVTU7HKS3JMW253 | Long             | DBT              | MUN               | US        |   2285000 | PA      | $2250649.60   | 0.21%             | 2038-09-01      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| City of Austin TX                                                       | AUSTIN TX                                                               | CUSIP: 0523976M3<br>LEI: IW10PQVTU7HKS3JMW253 | Long             | DBT              | MUN               | US        |    750000 | PA      | $738439.28    | 0.07%             | 2037-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| City of Austin TX                                                       | AUSTIN TX                                                               | CUSIP: 0523976N1<br>LEI: IW10PQVTU7HKS3JMW253 | Long             | DBT              | MUN               | US        |    890000 | PA      | $876620.63    | 0.08%             | 2038-09-01      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                    | Bank of America Corp                                                    | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   7220000 | PA      | $7251003.40   | 0.66%             | 2028-04-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                    | Bank of America Corp                                                    | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4735000 | PA      | $4935927.36   | 0.45%             | 2035-01-23      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                               | Boeing Co/The                                                           | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   4040000 | PA      | $4129213.30   | 0.38%             | 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        |   4600000 | PA      | $4531114.54   | 0.41%             | 2050-05-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                            | Broadcom Inc                                                            | CUSIP: 11135FBA8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2025000 | PA      | $2063324.34   | 0.19%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                            | Broadcom Inc                                                            | CUSIP: 11135FCF6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   3010000 | PA      | $3107454.47   | 0.28%             | 2030-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                  | Brookfield Finance Inc                                                  | CUSIP: 11271LAC6<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |   6120000 | PA      | $6105879.94   | 0.56%             | 2028-01-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Broomfield Urban Renewal Authority                                      | Broomfield Urban Renewal Authority                                      | CUSIP: 114778BH5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    515000 | PA      | $531865.89    | 0.05%             | 2030-12-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Burbank-Glendale-Pasadena Airport Authority Brick Campaign              | Burbank-Glendale-Pasadena Airport Authority Brick Campaign              | CUSIP: 120827CW8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    245000 | PA      | $258218.14    | 0.02%             | 2041-07-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                         | CVS Health Corp                                                         | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   5140000 | PA      | $5159856.85   | 0.47%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                         | CVS Health Corp                                                         | CUSIP: 126650DU1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   4550000 | PA      | $4687435.94   | 0.43%             | 2033-02-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| California Health Facilities Financing Authority                        | California Health Facilities Financing Authority                        | CUSIP: 13032UVG0<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |    225000 | PA      | $216442.40    | 0.02%             | 2029-06-01      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| State of California                                                     | State of California                                                     | CUSIP: 13063D3S5<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |   1305000 | PA      | $1329499.42   | 0.12%             | 2038-03-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| State of California                                                     | State of California                                                     | CUSIP: 13063EHV1<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |   3505000 | PA      | $3641156.28   | 0.33%             | 2035-09-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| California State University                                             | California State University                                             | CUSIP: 13077DKU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1010000 | PA      | $688294.19    | 0.06%             | 2051-11-01      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                | Capital One Financial Corp                                              | CUSIP: 14040HCH6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   4465000 | PA      | $4381670.15   | 0.40%             | 2027-11-02      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                | Capital One Financial Corp                                              | CUSIP: 14040HCV5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   4950000 | PA      | $5106827.39   | 0.47%             | 2030-07-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                         | Caterpillar Inc                                                         | CUSIP: 149123CL3<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |   2780000 | PA      | $2886912.68   | 0.26%             | 2035-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                     | CommonSpirit Health                                                     | CUSIP: 14916RAD6<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |   5325000 | PA      | $4631583.83   | 0.42%             | 2042-11-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Central Florida Tourism Oversight District Utility Revenue              | CENTRL FLORIDA ST TOURISM OVERSIGHT DIST UTILS REVENUE                  | CUSIP: 153481AH9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $503652.80    | 0.05%             | 2029-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Central Florida Tourism Oversight District Utility Revenue              | CENTRL FLORIDA ST TOURISM OVERSIGHT DIST UTILS REVENUE                  | CUSIP: 153481AJ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1004791.30   | 0.09%             | 2030-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Central Florida Tourism Oversight District Utility Revenue              | CENTRL FLORIDA ST TOURISM OVERSIGHT DIST UTILS REVENUE                  | CUSIP: 153481AK2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1508654.70   | 0.14%             | 2031-10-01      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| City of Charlotte NC                                                    | CHARLOTTE NC COPS                                                       | CUSIP: 1610376H4<br>LEI: 5493001QNY6JJFWHQ568 | Long             | DBT              | MUN               | US        |    500000 | PA      | $515361.15    | 0.05%             | 2038-06-01      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| City of Charlotte NC                                                    | CHARLOTTE NC COPS                                                       | CUSIP: 1610376M3<br>LEI: 5493001QNY6JJFWHQ568 | Long             | DBT              | MUN               | US        |   6460000 | PA      | $6651726.34   | 0.61%             | 2042-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                                | Cheniere Energy Partners LP                                             | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   4720000 | PA      | $4735480.18   | 0.43%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| City of Chula Vista CA                                                  | City of Chula Vista                                                     | CUSIP: 17131RAZ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1685000 | PA      | $1481935.93   | 0.14%             | 2031-06-01      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                       | Cisco Systems Inc                                                       | CUSIP: 17275RAD4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   3800000 | PA      | $4095340.56   | 0.37%             | 2039-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                           | Citigroup Inc                                                           | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   6120000 | PA      | $5672179.40   | 0.52%             | 2031-06-03      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                           | Citigroup Inc                                                           | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   6015000 | PA      | $6174106.98   | 0.56%             | 2030-02-13      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Colorado Health Facilities Authority                                    | Colorado Health Facilities Authority                                    | CUSIP: 19648FNV2<br>LEI: 5493002JB6DRFRZPEQ21 | Long             | DBT              | MUN               | US        |   1700000 | PA      | $1362316.93   | 0.12%             | 2044-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Colorado Housing and Finance Authority                                  | COLORADO ST HSG & FIN AUTH                                              | CUSIP: 19648G2G6<br>LEI: 5493005GIROYQAWBMC18 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1494646.65   | 0.14%             | 2031-11-01      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Colorado Housing and Finance Authority                                  | COLORADO ST HSG & FIN AUTH                                              | CUSIP: 19648G2H4<br>LEI: 5493005GIROYQAWBMC18 | Long             | DBT              | MUN               | US        |   1005000 | PA      | $998386.10    | 0.09%             | 2032-11-01      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Colorado Housing and Finance Authority                                  | COLORADO ST HSG & FIN AUTH                                              | CUSIP: 19648GN40<br>LEI: 5493005GIROYQAWBMC18 | Long             | DBT              | MUN               | US        |    250000 | PA      | $254491.68    | 0.02%             | 2030-11-01      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Colorado Housing and Finance Authority                                  | COLORADO ST HSG & FIN AUTH                                              | CUSIP: 19648GN65<br>LEI: 5493005GIROYQAWBMC18 | Long             | DBT              | MUN               | US        |    350000 | PA      | $358402.28    | 0.03%             | 2032-11-01      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Commonwealth Financing Authority                                        | Commonwealth Financing Authority                                        | CUSIP: 20281PKG6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $56442.69     | 0.01%             | 2038-06-01      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Commonwealth Financing Authority                                        | Commonwealth Financing Authority                                        | CUSIP: 20281PKT8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    665000 | PA      | $616730.64    | 0.06%             | 2038-06-01      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| Commonwealth Financing Authority                                        | Commonwealth Financing Authority                                        | CUSIP: 20281PKW1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    865000 | PA      | $742522.92    | 0.07%             | 2041-06-01      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| State of Connecticut                                                    | State of Connecticut                                                    | CUSIP: 20772GF45<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |    505000 | PA      | $543851.01    | 0.05%             | 2032-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| State of Connecticut                                                    | State of Connecticut                                                    | CUSIP: 20772KZL6<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |    250000 | PA      | $256850.93    | 0.02%             | 2030-03-15      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| State of Connecticut                                                    | State of Connecticut                                                    | CUSIP: 20772KZR3<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |    200000 | PA      | $209591.98    | 0.02%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Connecticut Housing Finance Authority                                   | Connecticut Housing Finance Authority                                   | CUSIP: 20775H7J6<br>LEI: 5493003DXX0NRJKSH186 | Long             | DBT              | MUN               | US        |    205000 | PA      | $211839.74    | 0.02%             | 2031-05-15      | Fixed         | 4.90%                 | 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        |    480000 | PA      | $393770.64    | 0.04%             | 2051-11-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                | Devon Energy Corp                                                       | CUSIP: 25179MBG7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |   3130000 | PA      | $3118970.19   | 0.29%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| District of Columbia Income Tax Revenue                                 | District of Columbia Income Tax Revenue                                 | CUSIP: 25477GXP5<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |    500000 | PA      | $513761.20    | 0.05%             | 2040-06-01      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| District of Columbia Income Tax Revenue                                 | DIST OF COLUMBIA INCOME TAX SECURED REVENUE                             | CUSIP: 25477GXQ3<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |   2470000 | PA      | $2563953.61   | 0.23%             | 2045-06-01      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                    | District of Columbia                                                    | CUSIP: 25484JDK3<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |    510000 | PA      | $543240.32    | 0.05%             | 2035-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                | EQT Corp                                                                | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   4570000 | PA      | $4552275.71   | 0.42%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                      | Meta Platforms Inc                                                      | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2867167.50   | 0.26%             | 2065-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                      | Meta Platforms Inc                                                      | CUSIP: 30303MAB8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3006033.30   | 0.27%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                        | CUSIP: 31329MJ84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    246318 | PA      | $239692.76    | 0.02%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                        | CUSIP: 3132CW3X0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    449170 | PA      | $428113.83    | 0.04%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                        | CUSIP: 3132CW5W0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1203100 | PA      | $1143030.93   | 0.10%             | 2037-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                        | CUSIP: 3132CXDU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    322002 | PA      | $305325.35    | 0.03%             | 2037-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                        | CUSIP: 3132D55J7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1611980 | PA      | $1540143.84   | 0.14%             | 2035-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                        | CUSIP: 3132D6A59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1217344 | PA      | $1130053.90   | 0.10%             | 2036-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                        | CUSIP: 3132D6AY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    392676 | PA      | $364580.70    | 0.03%             | 2036-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                        | CUSIP: 3132D6BW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3352499 | PA      | $3104607.09   | 0.28%             | 2037-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                        | CUSIP: 3132DP3G1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2272935 | PA      | $1848815.99   | 0.17%             | 2052-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                        | CUSIP: 3132DPEC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2479954 | PA      | $2317806.59   | 0.21%             | 2051-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                        | CUSIP: 3132DPQE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    661480 | PA      | $613375.71    | 0.06%             | 2052-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                        | CUSIP: 3132DS5D0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    463937 | PA      | $395432.44    | 0.04%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                        | CUSIP: 3132DSKU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3082766 | PA      | $2515560.66   | 0.23%             | 2052-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                        | CUSIP: 3132DSQK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1495771 | PA      | $1220040.18   | 0.11%             | 2052-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                        | CUSIP: 3132DSUW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1318999 | PA      | $1128327.59   | 0.10%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                        | CUSIP: 3132DSXZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1233450 | PA      | $1154187.63   | 0.11%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                        | CUSIP: 3132DTBS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1429991 | PA      | $1169733.46   | 0.11%             | 2052-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                        | CUSIP: 3132DUL96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    231992 | PA      | $214949.07    | 0.02%             | 2054-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                        | CUSIP: 3132DUUA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1833491 | PA      | $1628593.97   | 0.15%             | 2052-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                        | CUSIP: 3132DV5R2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1005015 | PA      | $900640.53    | 0.08%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                        | CUSIP: 3132DV7K5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4062591 | PA      | $3323197.87   | 0.30%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                        | CUSIP: 3132DWBC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    555879 | PA      | $475008.48    | 0.04%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                        | CUSIP: 3132DWBP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1421155 | PA      | $1161515.95   | 0.11%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                        | CUSIP: 3132DWCC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6761627 | PA      | $5763202.78   | 0.53%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                        | CUSIP: 3132DWCH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2830562 | PA      | $2305797.42   | 0.21%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                        | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2764589 | PA      | $2250213.51   | 0.21%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                        | CUSIP: 3132DWDQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    488622 | PA      | $397402.22    | 0.04%             | 2052-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                        | CUSIP: 3132DWE66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3951832 | PA      | $3880798.61   | 0.35%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                        | CUSIP: 3132DWE74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    291757 | PA      | $292896.67    | 0.03%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                        | CUSIP: 3132DWEH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    765598 | PA      | $709446.74    | 0.06%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                        | CUSIP: 3132DWEK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12713459 | PA      | $12479280.01  | 1.14%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                        | CUSIP: 3132DWEL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    740021 | PA      | $743217.71    | 0.07%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                        | CUSIP: 3132DWER0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4611532 | PA      | $4397031.14   | 0.40%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                        | CUSIP: 3132DWES8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4256096 | PA      | $4176388.86   | 0.38%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                        | CUSIP: 3132DWF57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3197847 | PA      | $3209012.32   | 0.29%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                        | CUSIP: 3132DWFR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5165935 | PA      | $5183906.45   | 0.47%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                        | CUSIP: 3132DWG98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    634110 | PA      | $645128.18    | 0.06%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                        | CUSIP: 3132DWGG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    927122 | PA      | $929890.86    | 0.09%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                        | CUSIP: 3132DWHT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1620171 | PA      | $1647890.76   | 0.15%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                        | CUSIP: 3132DWHY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3672573 | PA      | $3598372.91   | 0.33%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                        | CUSIP: 3132DWJ46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7302707 | PA      | $7423617.47   | 0.68%             | 2053-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                        | CUSIP: 3132DWLU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3639356 | PA      | $3739668.16   | 0.34%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                        | CUSIP: 3132DWMA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    622362 | PA      | $631786.44    | 0.06%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                        | CUSIP: 3132DWMB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1156563 | PA      | $1187258.98   | 0.11%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                        | CUSIP: 3132DWMK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2102714 | PA      | $2134397.63   | 0.20%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                        | CUSIP: 3132DWML4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1071307 | PA      | $1100549.14   | 0.10%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                        | CUSIP: 3132DWNB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    226785 | PA      | $235582.65    | 0.02%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                        | CUSIP: 3132DWNF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5260884 | PA      | $5137319.88   | 0.47%             | 2055-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                        | CUSIP: 3132DWNG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5010556 | PA      | $5001284.32   | 0.46%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                        | CUSIP: 3132DWNJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1660575 | PA      | $1685172.82   | 0.15%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                        | CUSIP: 3132DWNZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    284959 | PA      | $296013.02    | 0.03%             | 2055-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                        | CUSIP: 3132DWPS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1178880 | PA      | $1196078.59   | 0.11%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                        | CUSIP: 3132DWPT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    844379 | PA      | $867011.07    | 0.08%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                        | CUSIP: 3132E0ZM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3390822 | PA      | $3575847.48   | 0.33%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                        | CUSIP: 3133BXSM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    413422 | PA      | $412813.28    | 0.04%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                        | CUSIP: 3133KL2H9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1119041 | PA      | $960029.04    | 0.09%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                        | CUSIP: 3133KPJ41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    200410 | PA      | $191209.21    | 0.02%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                        | CUSIP: 3133KPQV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    230465 | PA      | $219915.49    | 0.02%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                        | CUSIP: 3133KR5L4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1699676 | PA      | $1768252.62   | 0.16%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 3140W0GX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    924815 | PA      | $925070.07    | 0.08%             | 2054-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 3140W0SR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6657196 | PA      | $5958581.55   | 0.54%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 3140XBMG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3594494 | PA      | $3359029.48   | 0.31%             | 2050-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 3140XECQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1196233 | PA      | $1070706.63   | 0.10%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 3140XGF38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2424207 | PA      | $2072261.50   | 0.19%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 3140XGR43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3589096 | PA      | $2923703.12   | 0.27%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 3140XGT66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2706653 | PA      | $2532208.75   | 0.23%             | 2050-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 3140XGV89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    417687 | PA      | $373762.06    | 0.03%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 3140XGWW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4644275 | PA      | $3794150.34   | 0.35%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 3140XH5A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    859876 | PA      | $735843.51    | 0.07%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 3140XHHT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1203462 | PA      | $981615.84    | 0.09%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 3140XHRS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1064555 | PA      | $990077.21    | 0.09%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 3140XHSK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1040403 | PA      | $887098.46    | 0.08%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 3140XJ4T7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    605637 | PA      | $499283.78    | 0.05%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 3140XJJ61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    421111 | PA      | $398531.95    | 0.04%             | 2037-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 3140XJRA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5071655 | PA      | $4140277.15   | 0.38%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 3140XK2P4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3161325 | PA      | $2834010.40   | 0.26%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 3140XK4N7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    764553 | PA      | $728117.50    | 0.07%             | 2036-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 3140XKES5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    986110 | PA      | $806641.42    | 0.07%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 3140XKJ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    631277 | PA      | $562861.44    | 0.05%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 3140XKZL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    976782 | PA      | $912793.16    | 0.08%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 3140XLD62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    297769 | PA      | $254910.14    | 0.02%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 3140XLF37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1094595 | PA      | $892422.46    | 0.08%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 3140XLH68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    475445 | PA      | $440648.33    | 0.04%             | 2052-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 3140XLJ33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    636797 | PA      | $611967.32    | 0.06%             | 2051-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 3140XMJV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5024319 | PA      | $4930230.14   | 0.45%             | 2053-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 3140XMSS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3396228 | PA      | $2901061.29   | 0.27%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 3140XMTB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    772485 | PA      | $687434.84    | 0.06%             | 2052-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 3140XMUS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3452008 | PA      | $2820478.44   | 0.26%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 3140XNKU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    620055 | PA      | $504568.87    | 0.05%             | 2052-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 3140XPBW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6915878 | PA      | $6931567.43   | 0.63%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 3140XPK40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    608800 | PA      | $568303.61    | 0.05%             | 2037-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 3140XQF69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    682073 | PA      | $555038.57    | 0.05%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 3140XQNE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2911750 | PA      | $2608474.60   | 0.24%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 3140XQQK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4395430 | PA      | $4224062.59   | 0.39%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 3140XRY66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    302235 | PA      | $281643.42    | 0.03%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 3140XTA35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1338350 | PA      | $1096174.70   | 0.10%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 31418D6C1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    730786 | PA      | $622423.14    | 0.06%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 31418D7F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    757641 | PA      | $644941.83    | 0.06%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 31418DQ88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2753853 | PA      | $2359622.44   | 0.22%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 31418DTN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3057860 | PA      | $2916870.69   | 0.27%             | 2035-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 31418DYB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2835985 | PA      | $2316156.40   | 0.21%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 31418EAS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    559354 | PA      | $519069.81    | 0.05%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 31418ECD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3837724 | PA      | $3553960.35   | 0.32%             | 2037-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 31418ECP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2445229 | PA      | $1988726.90   | 0.18%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 31418ED80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    918201 | PA      | $876059.04    | 0.08%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 31418EDE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1350636 | PA      | $1253456.50   | 0.11%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 31418EGJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1372006 | PA      | $1309596.23   | 0.12%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 31418EHK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7466540 | PA      | $7336005.37   | 0.67%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 31418EJ50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5798673 | PA      | $5528042.32   | 0.51%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 31418EKS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    706702 | PA      | $673607.86    | 0.06%             | 2052-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 31418ELY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    818094 | PA      | $834538.10    | 0.08%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 31418ET75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2078548 | PA      | $2137796.21   | 0.20%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 31418EZL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1645496 | PA      | $1672529.09   | 0.15%             | 2054-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 31418FBP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    728758 | PA      | $748029.99    | 0.07%             | 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        |    204112 | PA      | $212030.33    | 0.02%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 31418FEY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4782490 | PA      | $4537929.29   | 0.41%             | 2054-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 31418FGZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1026941 | PA      | $1054098.18   | 0.10%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 31418FJU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5640282 | PA      | $5791462.37   | 0.53%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 31418FKK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4839481 | PA      | $4591870.99   | 0.42%             | 2055-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 31418FKM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2875524 | PA      | $2869445.33   | 0.26%             | 2055-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 31418FKP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1653940 | PA      | $1698272.14   | 0.16%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 31418FLQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4796210 | PA      | $4786084.57   | 0.44%             | 2055-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 31418FLT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    827635 | PA      | $861309.86    | 0.08%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 31418FNF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5886726 | PA      | $5585510.70   | 0.51%             | 2055-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 31418FNJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4789806 | PA      | $4859654.20   | 0.44%             | 2055-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                         | CUSIP: 31418FNL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1829041 | PA      | $1902430.08   | 0.17%             | 2055-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                        | CUSIP: 3142J6AR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    807851 | PA      | $839564.89    | 0.08%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                              | Fiserv Inc                                                              | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2425176.25   | 0.22%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                              | Fiserv Inc                                                              | CUSIP: 337738BH0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   3040000 | PA      | $3135178.45   | 0.29%             | 2033-08-21      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                | Florida Power & Light Co                                                | CUSIP: 341081GG6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   2550000 | PA      | $2303225.54   | 0.21%             | 2032-02-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| State Board of Administration Finance Corp                              | State Board of Administration Finance Corp.                             | CUSIP: 341271AE4<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |    986000 | PA      | $956875.83    | 0.09%             | 2027-07-01      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| State Board of Administration Finance Corp                              | State Board of Administration Finance Corp.                             | CUSIP: 341271AH7<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |   9798000 | PA      | $10314392.81  | 0.94%             | 2034-07-01      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| County of Franklin OH                                                   | County of Franklin                                                      | CUSIP: 353187EK9<br>LEI: 549300VCBUC1RZE7KL42 | Long             | DBT              | MUN               | US        |    685000 | PA      | $490801.75    | 0.04%             | 2050-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                    | Freeport-McMoRan Inc                                                    | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |   5385000 | PA      | $5223446.23   | 0.48%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                      | CUSIP: 36179U6U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    904558 | PA      | $817149.75    | 0.07%             | 2049-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                      | CUSIP: 36179UGC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    335398 | PA      | $322967.99    | 0.03%             | 2048-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                      | CUSIP: 36179UH54<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    356038 | PA      | $352929.32    | 0.03%             | 2048-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                      | CUSIP: 36179V4W7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    647083 | PA      | $583569.60    | 0.05%             | 2051-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                      | CUSIP: 36179VFN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    622812 | PA      | $539159.94    | 0.05%             | 2050-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                      | CUSIP: 36179VFP0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    470205 | PA      | $424463.21    | 0.04%             | 2050-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                      | CUSIP: 36179VFR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    495443 | PA      | $475590.50    | 0.04%             | 2050-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                      | CUSIP: 36179VN48<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    992693 | PA      | $921325.24    | 0.08%             | 2050-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                      | CUSIP: 36179VQS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    983424 | PA      | $850953.61    | 0.08%             | 2050-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                      | CUSIP: 36179VVY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3047311 | PA      | $2636101.09   | 0.24%             | 2050-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                      | CUSIP: 36179W2W7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4156850 | PA      | $3843665.48   | 0.35%             | 2052-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                      | CUSIP: 36179W5D6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4468684 | PA      | $4131327.93   | 0.38%             | 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        |     74878 | PA      | $71423.29     | 0.01%             | 2052-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                      | CUSIP: 36179W7J1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3678942 | PA      | $3176317.93   | 0.29%             | 2052-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                      | CUSIP: 36179W7M4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    637822 | PA      | $609241.91    | 0.06%             | 2052-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                      | CUSIP: 36179WQB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1630448 | PA      | $1468089.81   | 0.13%             | 2051-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                      | CUSIP: 36179WQC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    416369 | PA      | $385189.78    | 0.04%             | 2051-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                      | CUSIP: 36179WTZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4771424 | PA      | $4295544.22   | 0.39%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                      | CUSIP: 36179WVU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3991763 | PA      | $3446879.68   | 0.32%             | 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        |    693294 | PA      | $624094.31    | 0.06%             | 2052-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                      | CUSIP: 36179WXJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    564070 | PA      | $487047.43    | 0.04%             | 2052-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                      | CUSIP: 36179WXK9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    716398 | PA      | $644836.23    | 0.06%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                      | CUSIP: 36179WY93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2177961 | PA      | $1880422.27   | 0.17%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                      | CUSIP: 36179X5F9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6322716 | PA      | $6194799.67   | 0.57%             | 2053-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                      | CUSIP: 36179XDE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4874669 | PA      | $4788500.70   | 0.44%             | 2052-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                      | CUSIP: 36179XFE1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    294877 | PA      | $265409.54    | 0.02%             | 2052-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                      | CUSIP: 36179XFG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4680473 | PA      | $4464579.37   | 0.41%             | 2052-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                      | CUSIP: 36179XHY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1007838 | PA      | $989708.97    | 0.09%             | 2052-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                      | CUSIP: 36179XND4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9012349 | PA      | $8596627.63   | 0.79%             | 2052-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                      | CUSIP: 36179XNE2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1606038 | PA      | $1576902.29   | 0.14%             | 2052-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                      | CUSIP: 36179XQT6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    220796 | PA      | $204093.61    | 0.02%             | 2053-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                      | CUSIP: 36179XQU3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    649453 | PA      | $619749.29    | 0.06%             | 2053-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                      | CUSIP: 36179XTB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1428030 | PA      | $1401693.23   | 0.13%             | 2053-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                      | CUSIP: 36179XX35<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    251722 | PA      | $240209.71    | 0.02%             | 2053-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                      | CUSIP: 36179XX43<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    306929 | PA      | $300910.20    | 0.03%             | 2053-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                      | CUSIP: 36179Y2L7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    186104 | PA      | $188343.01    | 0.02%             | 2054-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                      | CUSIP: 36179Y2N3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    105610 | PA      | $109321.21    | 0.01%             | 2054-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                      | CUSIP: 36179Y5L4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2633191 | PA      | $2664536.26   | 0.24%             | 2054-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                      | CUSIP: 36179Y5N0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    154366 | PA      | $159783.01    | 0.01%             | 2054-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                      | CUSIP: 36179YAQ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    961516 | PA      | $941838.93    | 0.09%             | 2053-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                      | CUSIP: 36179YYT5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    121015 | PA      | $114754.13    | 0.01%             | 2054-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                      | CUSIP: 36180AAG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     73533 | PA      | $75141.43     | 0.01%             | 2054-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                      | CUSIP: 3618N5C72<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    398770 | PA      | $407493.09    | 0.04%             | 2054-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                      | CUSIP: 3618N5ES4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  12183976 | PA      | $11505712.69  | 1.05%             | 2055-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                      | CUSIP: 3618N5TN9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4947078 | PA      | $5004779.37   | 0.46%             | 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        |   3949988 | PA      | $4040235.25   | 0.37%             | 2055-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                      | CUSIP: 3622ADTQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    475672 | PA      | $486795.48    | 0.04%             | 2055-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                                  | GE HealthCare Technologies Inc                                          | CUSIP: 36266GAA5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   4540000 | PA      | $4643374.89   | 0.42%             | 2029-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| City of Garland TX                                                      | GARLAND TX                                                              | CUSIP: 366120GR8<br>LEI: 549300O5KXJ5HAWVEN53 | Long             | DBT              | MUN               | US        |    650000 | PA      | $661400.16    | 0.06%             | 2031-02-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                                     | General Electric Co                                                     | CUSIP: 36962GXZ2<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   3060000 | PA      | $3466467.45   | 0.32%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Georgia Higher Education Facilities Authority                           | GEORGIA ST HGR EDU FACS AUTH REVENUE                                    | CUSIP: 373511KG8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    730000 | PA      | $735039.63    | 0.07%             | 2032-01-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| City of Glendale AZ                                                     | City of Glendale                                                        | CUSIP: 37828AAH2<br>LEI: 5493002BC35ZY7XRQ949 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $907285.70    | 0.08%             | 2031-07-01      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| City of Glendale AZ                                                     | City of Glendale                                                        | CUSIP: 37828AAP4<br>LEI: 5493002BC35ZY7XRQ949 | Long             | DBT              | MUN               | US        |    750000 | PA      | $622906.65    | 0.06%             | 2037-07-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                | Golden State Tobacco Securitization Corp.                               | CUSIP: 38122NC67<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    965000 | PA      | $939278.31    | 0.09%             | 2027-06-01      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                | Golden State Tobacco Securitization Corp.                               | CUSIP: 38122NC75<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1875000 | PA      | $1796723.63   | 0.16%             | 2028-06-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                | Golden State Tobacco Securitization Corp.                               | CUSIP: 38122NC83<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1085000 | PA      | $1020352.23   | 0.09%             | 2029-06-01      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                 | Goldman Sachs Group Inc/The                                             | CUSIP: 38141GXG4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   6555000 | PA      | $6162484.63   | 0.56%             | 2030-02-07      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                 | Goldman Sachs Group Inc/The                                             | CUSIP: 38148YAA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5710000 | PA      | $5134991.01   | 0.47%             | 2038-10-31      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Harris County Cultural Education Facilities Finance Corp                | HARRIS CNTY TX CULTURAL EDU FACS FIN CORP MED FACS REVENUE              | CUSIP: 414008CP5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    235000 | PA      | $231741.42    | 0.02%             | 2026-11-15      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| Harris County Cultural Education Facilities Finance Corp                | Harris County Cultural Education Facilities Finance Corp.               | CUSIP: 414008CQ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    225000 | PA      | $218905.36    | 0.02%             | 2027-11-15      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| County of Harris TX Hotel Occupancy Tax Revenue                         | County of Harris Hotel Occupancy Tax Revenue                            | CUSIP: 414157BM8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    735000 | PA      | $741495.34    | 0.07%             | 2037-08-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| State of Hawaii                                                         | State of Hawaii                                                         | CUSIP: 419792R32<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    205000 | PA      | $205888.55    | 0.02%             | 2041-10-01      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                                                      | Honda Motor Co Ltd                                                      | CUSIP: 438127AE2<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |   4560000 | PA      | $4615872.31   | 0.42%             | 2030-07-08      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                 | Honeywell International Inc                                             | CUSIP: 438516CS3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   4590000 | PA      | $4676855.65   | 0.43%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Houston TX Combined Utility System Revenue                      | City of Houston Combined Utility System Revenue                         | CUSIP: 44244CXU6<br>LEI: 549300C64URYS0WQQY42 | Long             | DBT              | MUN               | US        |    205000 | PA      | $190208.10    | 0.02%             | 2030-11-15      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| Idaho Housing & Finance Association                                     | Idaho Housing & Finance Association                                     | CUSIP: 45129Y7L4<br>LEI: 5493002WM3NYB1LQB744 | Long             | DBT              | MUN               | US        |    415000 | PA      | $411688.76    | 0.04%             | 2033-01-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Idaho Housing & Finance Association                                     | IDAHO ST HSG & FIN ASSN SF MTGE REVENUE                                 | CUSIP: 45130BCW1<br>LEI: 5493002WM3NYB1LQB744 | Long             | DBT              | MUN               | US        |    500000 | PA      | $511645.80    | 0.05%             | 2032-01-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Idaho Housing & Finance Association                                     | IDAHO ST HSG & FIN ASSN SF MTGE REVENUE                                 | CUSIP: 45130BCZ4<br>LEI: 5493002WM3NYB1LQB744 | Long             | DBT              | MUN               | US        |    500000 | PA      | $515058.95    | 0.05%             | 2033-07-01      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Idaho Housing & Finance Association                                     | IDAHO ST HSG & FIN ASSN SF MTGE REVENUE                                 | CUSIP: 45130BDX8<br>LEI: 5493002WM3NYB1LQB744 | Long             | DBT              | MUN               | US        |   1325000 | PA      | $1322213.13   | 0.12%             | 2031-01-01      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Idaho Housing & Finance Association                                     | IDAHO ST HSG & FIN ASSN SF MTGE REVENUE                                 | CUSIP: 45130BDY6<br>LEI: 5493002WM3NYB1LQB744 | Long             | DBT              | MUN               | US        |   1395000 | PA      | $1389345.09   | 0.13%             | 2031-07-01      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Idaho Housing & Finance Association                                     | IDAHO ST HSG & FIN ASSN SF MTGE REVENUE                                 | CUSIP: 45130BEB5<br>LEI: 5493002WM3NYB1LQB744 | Long             | DBT              | MUN               | US        |    400000 | PA      | $397705.04    | 0.04%             | 2033-01-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Idaho Housing & Finance Association                                     | IDAHO ST HSG & FIN ASSN SF MTGE REVENUE                                 | CUSIP: 45130BEC3<br>LEI: 5493002WM3NYB1LQB744 | Long             | DBT              | MUN               | US        |    675000 | PA      | $671541.37    | 0.06%             | 2033-07-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Illinois Housing Development Authority                                  | Illinois Housing Development Authority                                  | CUSIP: 45203ML74<br>LEI: 54930053Z6M9JVHBQZ16 | Long             | DBT              | MUN               | US        |    500000 | PA      | $511230.75    | 0.05%             | 2031-10-01      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Illinois Housing Development Authority                                  | Illinois Housing Development Authority                                  | CUSIP: 45203MM32<br>LEI: 54930053Z6M9JVHBQZ16 | Long             | DBT              | MUN               | US        |    500000 | PA      | $512873.30    | 0.05%             | 2033-10-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Illinois Housing Development Authority                                  | ILLINOIS ST HSG DEV AUTH REVENUE                                        | CUSIP: 45203MT92<br>LEI: 54930053Z6M9JVHBQZ16 | Long             | DBT              | MUN               | US        |    945000 | PA      | $972694.26    | 0.09%             | 2033-04-01      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                       | State of Illinois                                                       | CUSIP: 452151LF8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |   2351520 | PA      | $2413303.33   | 0.22%             | 2033-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                       | State of Illinois                                                       | CUSIP: 452153LG2<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    360000 | PA      | $361511.96    | 0.03%             | 2032-10-01      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                       | ILLINOIS ST                                                             | CUSIP: 452153NC9<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |   9760000 | PA      | $9837467.07   | 0.90%             | 2028-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                       | ILLINOIS ST                                                             | CUSIP: 452153NF2<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |   3050000 | PA      | $3080893.76   | 0.28%             | 2031-09-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Indiana Housing & Community Development Authority                       | Indiana Housing & Community Development Authority                       | CUSIP: 45505WAH7<br>LEI: 549300QRKDYVNHT1OE86 | Long             | DBT              | MUN               | US        |    200000 | PA      | $205223.98    | 0.02%             | 2031-01-01      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Indiana Finance Authority                                               | Indiana Finance Authority                                               | CUSIP: 45506EFH1<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $836041.30    | 0.08%             | 2052-03-01      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Iowa Finance Authority                                                  | Iowa Finance Authority                                                  | CUSIP: 46247EHB4<br>LEI: 549300NQVL49BTHOW391 | Long             | DBT              | MUN               | US        |    100000 | PA      | $102906.78    | 0.01%             | 2031-01-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                     | JPMorgan Chase & Co                                                     | CUSIP: 46647PAJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   6830000 | PA      | $6139253.41   | 0.56%             | 2038-07-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                     | JPMorgan Chase & Co                                                     | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5370000 | PA      | $5551518.89   | 0.51%             | 2031-01-24      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| JobsOhio Beverage System                                                | JOBSOHIO BEVERAGE SYS STWD LIQUOR PROFITS REVENUE                       | CUSIP: 47770VCV0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1425000 | PA      | $1443887.09   | 0.13%             | 2035-01-01      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| City of Kansas City MO                                                  | City of Kansas City                                                     | CUSIP: 485106P36<br>LEI: 549300EGAE3I3XU7XE19 | Long             | DBT              | MUN               | US        |   2140000 | PA      | $2203471.97   | 0.20%             | 2039-04-01      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Kansas Development Finance Authority                                    | Kansas Development Finance Authority                                    | CUSIP: 485429Z72<br>LEI: 549300WTL7BL8KBDPR87 | Long             | DBT              | MUN               | US        |   1235000 | PA      | $1203196.16   | 0.11%             | 2045-04-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Kansas Development Finance Authority                                    | Kansas Development Finance Authority                                    | CUSIP: 48542RSL9<br>LEI: 549300WTL7BL8KBDPR87 | Long             | DBT              | MUN               | US        |    230000 | PA      | $218466.58    | 0.02%             | 2028-05-01      | Fixed         | 1.52%                 | No            |                  2 | On Loan: No      |
| Kentucky State Property & Building Commission                           | Kentucky State Property & Building Commission                           | CUSIP: 49151FP79<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    965000 | PA      | $857006.85    | 0.08%             | 2031-09-01      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                       | Kinder Morgan Inc                                                       | CUSIP: 49456BBB6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   4580000 | PA      | $4736214.64   | 0.43%             | 2030-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| County of La Salle TX                                                   | LA SALLE CNTY TX                                                        | CUSIP: 504678CW1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    350000 | PA      | $350289.17    | 0.03%             | 2029-03-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| County of La Salle TX                                                   | LA SALLE CNTY TX                                                        | CUSIP: 504678CX9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $399901.84    | 0.04%             | 2030-03-01      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| County of La Salle TX                                                   | LA SALLE CNTY TX                                                        | CUSIP: 504678CY7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    410000 | PA      | $410004.31    | 0.04%             | 2031-03-01      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| City of Lakeland FL                                                     | LAKELAND FL CAPITAL IMPT REVENUE                                        | CUSIP: 511662EB0<br>LEI: XRPK4ZALF4437WO3JQ94 | Long             | DBT              | MUN               | US        |    400000 | PA      | $404560.00    | 0.04%             | 2028-10-01      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| City of Lakeland FL                                                     | LAKELAND FL CAPITAL IMPT REVENUE                                        | CUSIP: 511662ED6<br>LEI: XRPK4ZALF4437WO3JQ94 | Long             | DBT              | MUN               | US        |    400000 | PA      | $406678.40    | 0.04%             | 2030-10-01      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| City of Lakeland FL                                                     | LAKELAND FL CAPITAL IMPT REVENUE                                        | CUSIP: 511662EE4<br>LEI: XRPK4ZALF4437WO3JQ94 | Long             | DBT              | MUN               | US        |    410000 | PA      | $417751.58    | 0.04%             | 2031-10-01      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| City of Lakeland FL                                                     | LAKELAND FL CAPITAL IMPT REVENUE                                        | CUSIP: 511662EF1<br>LEI: XRPK4ZALF4437WO3JQ94 | Long             | DBT              | MUN               | US        |    400000 | PA      | $407977.48    | 0.04%             | 2032-10-01      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| City of Lakeland FL                                                     | LAKELAND FL CAPITAL IMPT REVENUE                                        | CUSIP: 511662EG9<br>LEI: XRPK4ZALF4437WO3JQ94 | Long             | DBT              | MUN               | US        |    415000 | PA      | $425024.53    | 0.04%             | 2033-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| County of Larimer CO                                                    | LARIMER CNTY CO COPS                                                    | CUSIP: 517132EB8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1225000 | PA      | $1232622.44   | 0.11%             | 2029-12-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| County of Larimer CO                                                    | LARIMER CNTY CO COPS                                                    | CUSIP: 517132EC6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    700000 | PA      | $703827.18    | 0.06%             | 2030-12-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Lawton Industrial Development Authority                                 | LAWTON OK INDL DEV AUTH SALES TAX REVENUE                               | CUSIP: 521005AR9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $300137.61    | 0.03%             | 2026-07-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Lawton Industrial Development Authority                                 | LAWTON OK INDL DEV AUTH SALES TAX REVENUE                               | CUSIP: 521005AS7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $400134.28    | 0.04%             | 2027-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lawton Industrial Development Authority                                 | LAWTON OK INDL DEV AUTH SALES TAX REVENUE                               | CUSIP: 521005AU2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $400623.92    | 0.04%             | 2029-07-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Lawton Industrial Development Authority                                 | LAWTON OK INDL DEV AUTH SALES TAX REVENUE                               | CUSIP: 521005AW8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $402184.72    | 0.04%             | 2031-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lawton Industrial Development Authority                                 | LAWTON OK INDL DEV AUTH SALES TAX REVENUE                               | CUSIP: 521005AX6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $401909.96    | 0.04%             | 2032-07-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Lawton Industrial Development Authority                                 | LAWTON OK INDL DEV AUTH SALES TAX REVENUE                               | CUSIP: 521005AY4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $403053.88    | 0.04%             | 2033-07-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Lawton Industrial Development Authority                                 | LAWTON OK INDL DEV AUTH SALES TAX REVENUE                               | CUSIP: 521005BA5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $403779.04    | 0.04%             | 2035-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Los Angeles Community College District/CA                               | Los Angeles Community College District                                  | CUSIP: 54438CDT6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1425000 | PA      | $1464118.82   | 0.13%             | 2029-08-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District/CA                                  | LOS ANGELES CA UNIF SCH DIST                                            | CUSIP: 544647LA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $252601.35    | 0.02%             | 2027-10-01      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District/CA                                  | LOS ANGELES CA UNIF SCH DIST                                            | CUSIP: 544647LD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    525000 | PA      | $537353.25    | 0.05%             | 2030-10-01      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District/CA                                  | LOS ANGELES CA UNIF SCH DIST                                            | CUSIP: 544647LF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $774722.48    | 0.07%             | 2032-10-01      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District/CA                                  | LOS ANGELES CA UNIF SCH DIST                                            | CUSIP: 544647LG3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    765000 | PA      | $796088.22    | 0.07%             | 2033-10-01      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District/CA                                  | LOS ANGELES CA UNIF SCH DIST                                            | CUSIP: 544647LN8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   8205000 | PA      | $8502672.48   | 0.78%             | 2039-10-01      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                          | Lowe's Cos Inc                                                          | CUSIP: 548661ED5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   5070000 | PA      | $4779551.87   | 0.44%             | 2028-09-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Maine Health & Higher Educational Facilities Authority                  | Maine Health & Higher Educational Facilities Authority                  | CUSIP: 56042RJ78<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $285797.01    | 0.03%             | 2028-07-01      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| Maryland Department of Housing & Community Development                  | Maryland Department of Housing & Community Development                  | CUSIP: 57419UPG7<br>LEI: 549300Q5BSL77YR7NP93 | Long             | DBT              | MUN               | US        |    675000 | PA      | $698351.15    | 0.06%             | 2032-09-01      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                | MASSACHUSETTS ST DEV FIN AGY REVENUE                                    | CUSIP: 57585BQS0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2001967.60   | 0.18%             | 2028-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                | MASSACHUSETTS ST DEV FIN AGY REVENUE                                    | CUSIP: 57585BQT8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   4000000 | PA      | $4041477.20   | 0.37%             | 2030-10-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                    | Massachusetts Housing Finance Agency                                    | CUSIP: 57587GW50<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    500000 | PA      | $508426.20    | 0.05%             | 2031-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                    | Massachusetts Housing Finance Agency                                    | CUSIP: 57587GW92<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    500000 | PA      | $509128.15    | 0.05%             | 2033-06-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| McKinney Economic Development Corp Sales Tax Revenue                    | McKinney Economic Development Corp. Sales Tax Revenue                   | CUSIP: 581655CW5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    220000 | PA      | $234948.49    | 0.02%             | 2033-09-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade FL                                                 | County of Miami-Dade                                                    | CUSIP: 59333HBK1<br>LEI: 549300QG0NBD9HULR263 | Long             | DBT              | MUN               | US        |    150000 | PA      | $165740.46    | 0.02%             | 2029-10-01      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade Seaport Department                                 | MIAMI-DADE CNTY FL SEAPORT REVENUE                                      | CUSIP: 59335KCS4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2271824.00   | 0.21%             | 2030-10-01      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| Michigan Finance Authority                                              | MICHIGAN ST FIN AUTH REVENUE                                            | CUSIP: 59447TXB4<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |    535000 | PA      | $530276.59    | 0.05%             | 2049-09-01      | Floating      | 2.67%                 | No            |                  2 | On Loan: No      |
| Michigan State Housing Development Authority                            | MICHIGAN ST HSG DEV AUTH SF MTGE REVENUE                                | CUSIP: 594654L52<br>LEI: 549300NSWW1HVXE93T03 | Long             | DBT              | MUN               | US        |    675000 | PA      | $676546.56    | 0.06%             | 2031-06-01      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Michigan State Housing Development Authority                            | MICHIGAN ST HSG DEV AUTH SF MTGE REVENUE                                | CUSIP: 594654L94<br>LEI: 549300NSWW1HVXE93T03 | Long             | DBT              | MUN               | US        |    375000 | PA      | $376151.10    | 0.03%             | 2033-06-01      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                   | Micron Technology Inc                                                   | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   3990000 | PA      | $4260402.30   | 0.39%             | 2035-11-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Minnesota Housing Finance Agency                                        | Minnesota Housing Finance Agency                                        | CUSIP: 60416UPV1<br>LEI: 549300R89XDTQBK4GE22 | Long             | DBT              | MUN               | US        |    500000 | PA      | $512766.30    | 0.05%             | 2032-01-01      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Minnesota Housing Finance Agency                                        | MINNESOTA ST HSG FIN AGY                                                | CUSIP: 60416UUJ2<br>LEI: 549300R89XDTQBK4GE22 | Long             | DBT              | MUN               | US        |    770000 | PA      | $787898.42    | 0.07%             | 2029-07-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Minnesota Housing Finance Agency                                        | MINNESOTA ST HSG FIN AGY                                                | CUSIP: 60416UUM5<br>LEI: 549300R89XDTQBK4GE22 | Long             | DBT              | MUN               | US        |    835000 | PA      | $861273.28    | 0.08%             | 2031-01-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Minnesota Housing Finance Agency                                        | MINNESOTA ST HSG FIN AGY                                                | CUSIP: 60416UXC4<br>LEI: 549300R89XDTQBK4GE22 | Long             | DBT              | MUN               | US        |    635000 | PA      | $633934.47    | 0.06%             | 2031-01-01      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Minnesota Housing Finance Agency                                        | MINNESOTA ST HSG FIN AGY                                                | CUSIP: 60416UXH3<br>LEI: 549300R89XDTQBK4GE22 | Long             | DBT              | MUN               | US        |    790000 | PA      | $787793.53    | 0.07%             | 2033-07-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| City of Modesto CA Wastewater Revenue                                   | MODESTO CA WSTWTR REVENUE                                               | CUSIP: 607802CD5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    350000 | PA      | $308740.11    | 0.03%             | 2032-11-01      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| Montgomery County Housing Opportunities Commission                      | Montgomery County Housing Opportunities Commission                      | CUSIP: 61335AAE5<br>LEI: 549300HDL0LLRHMDL092 | Long             | DBT              | MUN               | US        |    250000 | PA      | $255013.10    | 0.02%             | 2029-12-01      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Montgomery County Housing Opportunities Commission                      | Montgomery County Housing Opportunities Commission                      | CUSIP: 61335AAN5<br>LEI: 549300HDL0LLRHMDL092 | Long             | DBT              | MUN               | US        |    500000 | PA      | $506152.85    | 0.05%             | 2037-12-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                          | Morgan Stanley                                                          | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   6880000 | PA      | $7022926.50   | 0.64%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                          | Morgan Stanley                                                          | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3920000 | PA      | $4100762.57   | 0.38%             | 2036-01-18      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                  | NXP BV / NXP Funding LLC / NXP USA Inc                                  | CUSIP: 62954HBB3<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |   3400000 | PA      | $3455359.82   | 0.32%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Hampshire Business Finance Authority                                | New Hampshire Business Finance Authority                                | CUSIP: 63607YCY4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2030000 | PA      | $2162691.15   | 0.20%             | 2035-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Nebraska Investment Finance Authority                                   | NEBRASKA ST INVESTMENT FIN AUTH SF HSG REVENUE                          | CUSIP: 63968XBX2<br>LEI: 549300OIIXIM3SRZWK33 | Long             | DBT              | MUN               | US        |    285000 | PA      | $298029.66    | 0.03%             | 2033-03-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Nebraska Investment Finance Authority                                   | NEBRASKA ST INVESTMENT FIN AUTH SF HSG REVENUE                          | CUSIP: 63968XBZ7<br>LEI: 549300OIIXIM3SRZWK33 | Long             | DBT              | MUN               | US        |   1630000 | PA      | $1704421.73   | 0.16%             | 2034-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| New Hampshire Housing Finance Authority                                 | NEW HAMPSHIRE ST HSG FIN AUTH SF MTGE REVENUE                           | CUSIP: 64469HAN2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    760000 | PA      | $757630.24    | 0.07%             | 2031-01-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| New Hampshire Housing Finance Authority                                 | NEW HAMPSHIRE ST HSG FIN AUTH SF MTGE REVENUE                           | CUSIP: 64469HAP7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    755000 | PA      | $751276.87    | 0.07%             | 2031-07-01      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| New Hampshire Housing Finance Authority                                 | NEW HAMPSHIRE ST HSG FIN AUTH SF MTGE REVENUE                           | CUSIP: 64469HAS1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    450000 | PA      | $447556.37    | 0.04%             | 2033-01-01      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| New Hampshire Housing Finance Authority                                 | NEW HAMPSHIRE ST HSG FIN AUTH SF MTGE REVENUE                           | CUSIP: 64469HAT9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    475000 | PA      | $472899.93    | 0.04%             | 2033-07-01      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| New Jersey Economic Development Authority                               | New Jersey Economic Development Authority                               | CUSIP: 64577B8K3<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |    645000 | PA      | $623654.18    | 0.06%             | 2033-06-15      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| New Jersey Economic Development Authority                               | New Jersey Economic Development Authority                               | CUSIP: 645913AA2<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |   2323000 | PA      | $2427534.30   | 0.22%             | 2029-02-15      | Fixed         | 7.43%                 | No            |                  2 | On Loan: No      |
| New Jersey Educational Facilities Authority                             | New Jersey Educational Facilities Authority                             | CUSIP: 6460662H2<br>LEI: 549300UTOO4X537XXG70 | Long             | DBT              | MUN               | US        |    475000 | PA      | $468855.78    | 0.04%             | 2027-09-01      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                     | City of New York                                                        | CUSIP: 64966Q7W4<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |   1095000 | PA      | $1161124.86   | 0.11%             | 2038-10-01      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                     | NEW YORK NY                                                             | CUSIP: 64966SNA0<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |   1365000 | PA      | $1441122.77   | 0.13%             | 2034-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                     | NEW YORK NY                                                             | CUSIP: 64966SRV0<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |   5005000 | PA      | $5009579.07   | 0.46%             | 2032-10-01      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                     | NEW YORK NY                                                             | CUSIP: 64966SRW8<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5009492.00   | 0.46%             | 2033-10-01      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue | New York City Transitional Finance Authority Future Tax Secured Revenue | CUSIP: 64971XEB0<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |    250000 | PA      | $248155.15    | 0.02%             | 2030-05-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| New York City Housing Development Corp                                  | New York City Housing Development Corp.                                 | CUSIP: 64972EQQ5<br>LEI: 549300SQWVHKBRF8D702 | Long             | DBT              | MUN               | US        |    235000 | PA      | $217460.89    | 0.02%             | 2030-05-01      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue | New York City Transitional Finance Authority                            | CUSIP: 64972JQY7<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |    295000 | PA      | $300074.27    | 0.03%             | 2027-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue | New York City Transitional Finance Authority                            | CUSIP: 64972JUL0<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |   1050000 | PA      | $1084514.24   | 0.10%             | 2031-05-01      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue | New York City Transitional Finance Authority                            | CUSIP: 64972JUN6<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |   1005000 | PA      | $1047243.57   | 0.10%             | 2033-05-01      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue | New York City Transitional Finance Authority                            | CUSIP: 64972JUV8<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1034754.10   | 0.09%             | 2040-05-01      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue | NEW YORK CITY NY TRANSITIONAL FIN AUTH REV                              | CUSIP: 64972JZJ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2501660.75   | 0.23%             | 2026-11-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue | NEW YORK CITY NY TRANSITIONAL FIN AUTH REV                              | CUSIP: 64972JZK7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2501051.25   | 0.23%             | 2027-11-01      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                      | NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT                    | CUSIP: 64985SFE8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   7000000 | PA      | $7274642.90   | 0.67%             | 2035-07-01      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                      | NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT                    | CUSIP: 64985SFF5<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   1840000 | PA      | $1909802.61   | 0.17%             | 2045-07-01      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| New York State Thruway Authority                                        | New York State Thruway Authority                                        | CUSIP: 650009S61<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    315000 | PA      | $267115.53    | 0.02%             | 2042-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                  | NextEra Energy Capital Holdings Inc                                     | CUSIP: 65339KCQ1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   4470000 | PA      | $4165586.74   | 0.38%             | 2053-02-28      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| North Dakota Housing Finance Agency                                     | North Dakota Housing Finance Agency                                     | CUSIP: 65889BCS1<br>LEI: 549300DVQAGW0B16JX70 | Long             | DBT              | MUN               | US        |    475000 | PA      | $491777.14    | 0.04%             | 2031-01-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| City of Oakland CA                                                      | City of Oakland                                                         | CUSIP: 672240YY8<br>LEI: 549300BRTTFKDQCGL048 | Long             | DBT              | MUN               | US        |    195000 | PA      | $205654.94    | 0.02%             | 2031-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| City of Ogden City UT Sewer & Water Revenue                             | City of Ogden City Sewer & Water Revenue                                | CUSIP: 676313BA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    305000 | PA      | $295929.15    | 0.03%             | 2027-06-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                             | Oracle Corp                                                             | CUSIP: 68389XBQ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   6625000 | PA      | $4553438.69   | 0.42%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                             | Oracle Corp                                                             | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $978108.00    | 0.09%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                             | Oracle Corp                                                             | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $966229.20    | 0.09%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                             | Oracle Corp                                                             | CUSIP: 68389XDT9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4413651.50   | 0.40%             | 2065-09-26      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| State of Oregon                                                         | State of Oregon                                                         | CUSIP: 68607LXQ5<br>LEI: 549300R5SUGZRD8KP359 | Long             | DBT              | MUN               | US        |    441516 | PA      | $445755.93    | 0.04%             | 2027-06-01      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| Oregon State Lottery                                                    | Oregon State Lottery                                                    | CUSIP: 68607V6Y6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $254901.15    | 0.02%             | 2030-04-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Oregon State Lottery                                                    | Oregon State Lottery                                                    | CUSIP: 68607V7G4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $518986.20    | 0.05%             | 2038-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                  | PNC Financial Services Group Inc/The                                    | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   4655000 | PA      | $5271717.68   | 0.48%             | 2034-10-20      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Economic Development Financing Authority                   | PENNSYLVANIA ST ECON DEV FINGAUTH GOVTL LEASE REVENUE                   | CUSIP: 70869HBB0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1855000 | PA      | $1778876.92   | 0.16%             | 2029-03-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Economic Development Financing Authority                   | Pennsylvania Economic Development Financing Authority                   | CUSIP: 70869PMT1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1120000 | PA      | $1065031.07   | 0.10%             | 2028-06-15      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Economic Development Financing Authority                   | Pennsylvania Economic Development Financing Authority                   | CUSIP: 70869PRB5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    155000 | PA      | $158598.23    | 0.01%             | 2029-06-01      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Economic Development Financing Authority                   | Pennsylvania Economic Development Financing Authority                   | CUSIP: 70869PRD1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    210000 | PA      | $216511.87    | 0.02%             | 2031-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Economic Development Financing Authority                   | PENNSYLVANIA ST ECON DEV FING AUTH REVENUE                              | CUSIP: 70869PRG4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    440000 | PA      | $456909.11    | 0.04%             | 2034-06-01      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Pennsylvania State University/The                                       | PENNSYLVANIA ST UNIV                                                    | CUSIP: 7092354T9<br>LEI: 549300QDK4O4XCJ47X56 | Long             | DBT              | MUN               | US        |    350000 | PA      | $362943.98    | 0.03%             | 2036-09-01      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                                 | Pfizer Investment Enterprises Pte Ltd                                   | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   6710000 | PA      | $6354592.10   | 0.58%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| City of Philadelphia PA                                                 | PHILADELPHIA PA                                                         | CUSIP: 717813D97<br>LEI: 549300IVFOPB4AG7UL47 | Long             | DBT              | MUN               | US        |    550000 | PA      | $564390.64    | 0.05%             | 2030-08-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| City of Philadelphia PA                                                 | PHILADELPHIA PA                                                         | CUSIP: 717813E39<br>LEI: 549300IVFOPB4AG7UL47 | Long             | DBT              | MUN               | US        |   2260000 | PA      | $2339935.30   | 0.21%             | 2032-08-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Philadelphia Authority for Industrial Development                       | Philadelphia Authority for Industrial Development                       | CUSIP: 71781LBH1<br>LEI: 549300DIY68KQZEW7M79 | Long             | DBT              | MUN               | US        |   1740000 | PA      | $1845642.71   | 0.17%             | 2028-10-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| County of Pima AZ                                                       | County of Pima                                                          | CUSIP: 72178JAK9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    215000 | PA      | $193881.78    | 0.02%             | 2031-05-01      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| County of Pinal AZ                                                      | PINAL CNTY AZ REVENUE OBLGS                                             | CUSIP: 72205RJT0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    385000 | PA      | $399823.92    | 0.04%             | 2036-08-01      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                 | Port Authority of New York & New Jersey                                 | CUSIP: 73358W3L6<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    300000 | PA      | $189654.60    | 0.02%             | 2069-08-01      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                 | Port Authority of New York & New Jersey                                 | CUSIP: 73358WCX0<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    335000 | PA      | $354600.72    | 0.03%             | 2040-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| PROV ST JOSEPH HLTH OBL                                                 | Providence St Joseph Health Obligated Group                             | CUSIP: 743820AG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1035171.00   | 0.09%             | 2032-10-01      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                | Public Finance Authority                                                | CUSIP: 74442PDX0<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    300000 | PA      | $297299.55    | 0.03%             | 2027-07-01      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                            | QUALCOMM Inc                                                            | CUSIP: 747525AK9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   5160000 | PA      | $4725074.44   | 0.43%             | 2045-05-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                | RTX Corp                                                                | CUSIP: 75513ECX7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   5210000 | PA      | $5733389.31   | 0.52%             | 2054-03-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Redondo Beach Community Financing Authority                             | Redondo Beach Community Financing Authority                             | CUSIP: 757696AW9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    525000 | PA      | $484664.09    | 0.04%             | 2030-05-01      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| Rhode Island Housing & Mortgage Finance Corp                            | Rhode Island Housing & Mortgage Finance Corp.                           | CUSIP: 76221SJD4<br>LEI: 254900N9FNYNPO539444 | Long             | DBT              | MUN               | US        |    500000 | PA      | $506920.55    | 0.05%             | 2033-10-01      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                   | RIO TINTO FIN USA PLC                                                   | CUSIP: 76720AAU0<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   3720000 | PA      | $3836322.91   | 0.35%             | 2035-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| County of Riverside CA                                                  | RIVERSIDE CNTY CA PENSN OBLG                                            | CUSIP: 76913CAT6<br>LEI: 254900CB5HEOBAVTY629 | Long             | DBT              | MUN               | US        |   3155000 | PA      | $3220172.20   | 0.29%             | 2035-02-15      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Rutgers The State University of New Jersey                              | Rutgers The State University of New Jersey                              | CUSIP: 783186UJ6<br>LEI: 549300BOYDHNW8J60112 | Long             | DBT              | MUN               | US        |   1345000 | PA      | $1095786.83   | 0.10%             | 2043-05-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| State Street Institutional US Government Money Market Fund              | State Street Institutional US Government Money Market Fund              | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |   7220880 | NS      | $7220879.98   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| County of St Louis MO                                                   | County of St. Louis                                                     | CUSIP: 791526QV1<br>LEI: 5493003TZLKXNN2MGO51 | Long             | DBT              | MUN               | US        |    435000 | PA      | $420933.75    | 0.04%             | 2027-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Sales Tax Securitization Corp                                           | Sales Tax Securitization Corp.                                          | CUSIP: 79467BAZ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1015000 | PA      | $991534.62    | 0.09%             | 2029-01-01      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Sales Tax Securitization Corp                                           | SALES TAX SECURITIZATION CORP IL                                        | CUSIP: 79467BDY8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $73685.57     | 0.01%             | 2048-01-01      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| Sales Tax Securitization Corp                                           | Sales Tax Securitization Corp.                                          | CUSIP: 79467BJL0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4040000 | PA      | $4085202.75   | 0.37%             | 2039-01-01      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| San Francisco City & County Redevelopment Agency Successor Agency       | SAN FRANCISCO CITY & CNTY CA REDEV AGY SUCCESSOR AGY TAX                | CUSIP: 79770GLA2<br>LEI: 5493001TPOZL3UK8DX25 | Long             | DBT              | MUN               | US        |    800000 | PA      | $800949.52    | 0.07%             | 2031-08-01      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| San Francisco City & County Redevelopment Agency Successor Agency       | SAN FRANCISCO CITY & CNTY CA REDEV AGY SUCCESSOR AGY TAX                | CUSIP: 79770GLB0<br>LEI: 5493001TPOZL3UK8DX25 | Long             | DBT              | MUN               | US        |    500000 | PA      | $501210.55    | 0.05%             | 2032-08-01      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| San Francisco City & County Redevelopment Agency Successor Agency       | SAN FRANCISCO CITY & CNTY CA REDEV AGY SUCCESSOR AGY TAX                | CUSIP: 79770GLC8<br>LEI: 5493001TPOZL3UK8DX25 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1007589.80   | 0.09%             | 2033-08-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| San Jose Financing Authority                                            | SAN JOSE CA FING AUTH LEASE REVENUE                                     | CUSIP: 798153NT5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7395000 | PA      | $5998318.18   | 0.55%             | 2038-06-01      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| City of Shelbyville TN                                                  | City of Shelbyville                                                     | CUSIP: 822346KJ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    235000 | PA      | $224765.63    | 0.02%             | 2027-08-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                 | Simon Property Group LP                                                 | CUSIP: 828807DY0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |   5775000 | PA      | $5749052.35   | 0.53%             | 2034-09-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| South Carolina Public Service Authority                                 | South Carolina Public Service Authority                                 | CUSIP: 8371477D3<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |    920000 | PA      | $956929.63    | 0.09%             | 2030-01-01      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| South Carolina Public Service Authority                                 | South Carolina Public Service Authority                                 | CUSIP: 8371516T1<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |    350000 | PA      | $355916.54    | 0.03%             | 2028-12-01      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| South Carolina Public Service Authority                                 | South Carolina Public Service Authority                                 | CUSIP: 8371516W4<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |    125000 | PA      | $128313.95    | 0.01%             | 2032-12-01      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| South Carolina Public Service Authority                                 | South Carolina Public Service Authority                                 | CUSIP: 837151FV6<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |   1275000 | PA      | $1290988.25   | 0.12%             | 2030-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Southwestern Illinois Development Authority                             | Southwestern Illinois Development Authority                             | CUSIP: 84552YSV4<br>LEI: 549300B1KLLJ8NU5XK71 | Long             | DBT              | MUN               | US        |    400000 | PA      | $415253.04    | 0.04%             | 2031-04-01      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Southwestern Illinois Community College District No 522                 | SAINT CLAIR MADISON MONROE ETC CNTYS IL CMNTY CLG DIST                  | CUSIP: 85227XDT9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    650000 | PA      | $656475.95    | 0.06%             | 2029-12-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Southwestern Illinois Community College District No 522                 | SAINT CLAIR MADISON MONROE ETC CNTYS IL CMNTY CLG DIST                  | CUSIP: 85227XDU6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    800000 | PA      | $811654.40    | 0.07%             | 2030-12-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Southwestern Illinois Community College District No 522                 | SAINT CLAIR MADISON MONROE ETC CNTYS IL CMNTY CLG DIST                  | CUSIP: 85227XDV4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1300000 | PA      | $1325442.30   | 0.12%             | 2031-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Southwestern Illinois Community College District No 522                 | SAINT CLAIR MADISON MONROE ETC CNTYS IL CMNTY CLG DIST                  | CUSIP: 85227XDW2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    850000 | PA      | $868644.24    | 0.08%             | 2032-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                            | Synopsys Inc                                                            | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   4615000 | PA      | $4712909.99   | 0.43%             | 2030-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                        | T-Mobile USA Inc                                                        | CUSIP: 87264AAZ8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   4390000 | PA      | $3619874.15   | 0.33%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                        | T-Mobile USA Inc                                                        | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   4420000 | PA      | $3291923.62   | 0.30%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                             | Target Corp                                                             | CUSIP: 87612EBT2<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |   4480000 | PA      | $4545993.09   | 0.42%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas Tech University System                                            | Texas Tech University System                                            | CUSIP: 882806KZ4<br>LEI: 549300SPM8LGJKCQO195 | Long             | DBT              | MUN               | US        |    200000 | PA      | $203789.88    | 0.02%             | 2029-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Toledo Lucas County Public Library                                      | Toledo Lucas County Public Library                                      | CUSIP: 88928DAT2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $770995.28    | 0.07%             | 2038-12-01      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| City of Trussville AL                                                   | City of Trussville                                                      | CUSIP: 898242NX6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    220000 | PA      | $211093.87    | 0.02%             | 2027-10-01      | Fixed         | 1.26%                 | 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        |   4841410 | PA      | $4955787.69   | 0.45%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                              | US Bancorp                                                              | CUSIP: 91159HJA9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   5400000 | PA      | $4781610.36   | 0.44%             | 2030-07-22      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                              | US Bancorp                                                              | CUSIP: 91159HJC5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   5650000 | PA      | $5549570.12   | 0.51%             | 2028-01-27      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Bonds                                                     | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  24180000 | PA      | $23307841.91  | 2.13%             | 2055-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Bonds                                                     | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21400000 | PA      | $21971786.60  | 2.01%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Notes                                                     | CUSIP: 91282CNP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7740000 | PA      | $7786096.34   | 0.71%             | 2027-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Notes                                                     | CUSIP: 91282CNU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  55000000 | PA      | $55146811.50  | 5.04%             | 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        |  40000000 | PA      | $40090564.00  | 3.67%             | 2027-08-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Notes                                                     | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  50000000 | PA      | $49823585.00  | 4.56%             | 2030-08-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Notes                                                     | CUSIP: 91282CPC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7700000 | PA      | $7693127.75   | 0.70%             | 2028-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                  | UnitedHealth Group Inc                                                  | CUSIP: 91324PER9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   4460000 | PA      | $4649801.10   | 0.43%             | 2033-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                  | University of Michigan                                                  | CUSIP: 914455VJ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1390000 | PA      | $1177701.83   | 0.11%             | 2047-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| University of North Texas System                                        | University of North Texas System                                        | CUSIP: 914729WY0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    320000 | PA      | $327667.55    | 0.03%             | 2039-04-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Utah Housing Corp                                                       | Utah Housing Corp.                                                      | CUSIP: 917437TM7<br>LEI: 549300YXWQEI0S47WI02 | Long             | DBT              | MUN               | US        |    360000 | PA      | $367346.05    | 0.03%             | 2034-01-01      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Utah Housing Corp                                                       | UTAH HSG CORP SF MTGE REVENUE                                           | CUSIP: 917437UP8<br>LEI: 549300YXWQEI0S47WI02 | Long             | DBT              | MUN               | US        |    270000 | PA      | $279006.69    | 0.03%             | 2031-01-01      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Utah Housing Corp                                                       | UTAH HSG CORP SF MTGE REVENUE                                           | CUSIP: 917437UT0<br>LEI: 549300YXWQEI0S47WI02 | Long             | DBT              | MUN               | US        |    825000 | PA      | $863214.66    | 0.08%             | 2033-01-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Vermont Housing Finance Agency                                          | Vermont Housing Finance Agency                                          | CUSIP: 924190J44<br>LEI: 549300RD7EYN90K0W008 | Long             | DBT              | MUN               | US        |    135000 | PA      | $137958.47    | 0.01%             | 2034-11-01      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Vermont Housing Finance Agency                                          | VERMONT ST HSG FIN AGY                                                  | CUSIP: 924190N49<br>LEI: 549300RD7EYN90K0W008 | Long             | DBT              | MUN               | US        |    230000 | PA      | $237280.40    | 0.02%             | 2033-11-01      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Virginia Housing Development Authority                                  | VIRGINIA HSG DEV AUTH                                                   | CUSIP: 92812XPK2<br>LEI: 549300LW3QBOVLQBP895 | Long             | DBT              | MUN               | US        |    650000 | PA      | $653491.09    | 0.06%             | 2031-01-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Virginia Housing Development Authority                                  | VIRGINIA HSG DEV AUTH                                                   | CUSIP: 92812XPL0<br>LEI: 549300LW3QBOVLQBP895 | Long             | DBT              | MUN               | US        |    955000 | PA      | $959498.34    | 0.09%             | 2031-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Virginia Housing Development Authority                                  | VIRGINIA HSG DEV AUTH                                                   | CUSIP: 92812XPM8<br>LEI: 549300LW3QBOVLQBP895 | Long             | DBT              | MUN               | US        |   1915000 | PA      | $1922349.20   | 0.18%             | 2032-01-01      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Virginia Housing Development Authority                                  | VIRGINIA HSG DEV AUTH                                                   | CUSIP: 92812XPN6<br>LEI: 549300LW3QBOVLQBP895 | Long             | DBT              | MUN               | US        |   1590000 | PA      | $1593821.88   | 0.15%             | 2032-07-01      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Virginia Housing Development Authority                                  | VIRGINIA HSG DEV AUTH                                                   | CUSIP: 92812XPP1<br>LEI: 549300LW3QBOVLQBP895 | Long             | DBT              | MUN               | US        |    660000 | PA      | $665506.71    | 0.06%             | 2033-01-01      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Virginia Housing Development Authority                                  | VIRGINIA HSG DEV AUTH                                                   | CUSIP: 92812XPQ9<br>LEI: 549300LW3QBOVLQBP895 | Long             | DBT              | MUN               | US        |    500000 | PA      | $503980.40    | 0.05%             | 2033-07-01      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Virginia Housing Development Authority                                  | VIRGINIA HSG DEV AUTH                                                   | CUSIP: 92812XPR7<br>LEI: 549300LW3QBOVLQBP895 | Long             | DBT              | MUN               | US        |    500000 | PA      | $504663.15    | 0.05%             | 2034-01-01      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Virginia Housing Development Authority                                  | VIRGINIA HSG DEV AUTH                                                   | CUSIP: 92812XPS5<br>LEI: 549300LW3QBOVLQBP895 | Long             | DBT              | MUN               | US        |    650000 | PA      | $655706.94    | 0.06%             | 2034-07-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Virginia Housing Development Authority                                  | VIRGINIA HSG DEV AUTH                                                   | CUSIP: 92812XPT3<br>LEI: 549300LW3QBOVLQBP895 | Long             | DBT              | MUN               | US        |    960000 | PA      | $967847.33    | 0.09%             | 2035-01-01      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Virginia Housing Development Authority                                  | VIRGINIA HSG DEV AUTH                                                   | CUSIP: 92812XPU0<br>LEI: 549300LW3QBOVLQBP895 | Long             | DBT              | MUN               | US        |    890000 | PA      | $898595.00    | 0.08%             | 2035-07-01      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| City of Watertown WI                                                    | City of Watertown                                                       | CUSIP: 942214ZC4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    290000 | PA      | $283805.72    | 0.03%             | 2027-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                   | Wells Fargo & Co                                                        | CUSIP: 95000U2D4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   6440000 | PA      | $6457372.54   | 0.59%             | 2029-01-24      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                   | Wells Fargo & Co                                                        | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   7755000 | PA      | $6023439.56   | 0.55%             | 2041-04-30      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Williamsburg Economic Development Authority                             | WILLIAMSBURG VA ECON DEV AUTH REVENUE                                   | CUSIP: 969672AA2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1005505.30   | 0.09%             | 2035-11-01      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| City of Worcester MA                                                    | City of Worcester                                                       | CUSIP: 981305SA4<br>LEI: 5493006DO0NOILRNNH68 | Long             | DBT              | MUN               | US        |   1645000 | PA      | $1708548.00   | 0.16%             | 2028-01-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-28

**Name of Applicant:** SCHWAB STRATEGIC TRUST

**Signature:** Dana Smith

**Name of Signer:** Dana Smith

**Title:** CFO